Report NEP-ECM-2019-08-26

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Yicong Lin & Hanno Reuvers, 2019, "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers, arXiv.org, number 1908.02552, Aug, revised Aug 2020.
• Mingli Chen & Kengo Kato & Chenlei Leng, 2019, "Analysis of Networks via the Sparse $\beta$-Model," Papers, arXiv.org, number 1908.03152, Aug, revised Dec 2020.
• Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020, "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper, Economics Department, Queen's University, number 1420, Oct.
• James G. MacKinnon & Matthew D. Webb, 2020, "When and How to Deal with Clustered Errors in Regression Models," Working Paper, Economics Department, Queen's University, number 1421, May.
• Yanqin Fan & Fang Han & Wei Li & Xiao-Hua Zhou, 2019, "On rank estimators in increasing dimensions," Papers, arXiv.org, number 1908.05255, Aug.
• Taras Bodnar & Holger Dette & Nestor Parolya & Erik Thors'en, 2019, "Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions," Papers, arXiv.org, number 1908.04243, Aug, revised Apr 2023.
• Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019, "Specification and testing of hierarchical ordered response models with anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 19/18, Aug.
• Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang, 2019, "Estimation of Conditional Average Treatment Effects with High-Dimensional Data," Papers, arXiv.org, number 1908.02399, Aug, revised Jul 2021.
• Michael Griebel & Florian Heiss & Jens Oettershagen & Constantin Weiser, 2019, "Maximum Approximated Likelihood Estimation," Papers, arXiv.org, number 1908.04110, Aug.
• Harvey, A. & Hurn, S. & Thiele, S., 2019, "Modeling directional (circular) time series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1971, Aug.
• Bryan S. Graham & Fengshi Niu & James L. Powell, 2019, "Kernel Density Estimation for Undirected Dyadic Data," Papers, arXiv.org, number 1907.13630, Jul.
• Angelo Mele & Lingxin Hao & Joshua Cape & Carey E. Priebe, 2019, "Spectral inference for large Stochastic Blockmodels with nodal covariates," Papers, arXiv.org, number 1908.06438, Aug, revised Mar 2021.
• Tamás Krisztin & Philipp Piribauer, 2019, "A Bayesian Spatial Autoregressive Logit Model With An Empirical Application to European Regional FDI Flows," WIFO Working Papers, WIFO, number 586, Aug.
• Daiki Maki & Yasushi Ota, 2019, "Testing for time-varying properties under misspecified conditional mean and variance," Papers, arXiv.org, number 1907.12107, Jul, revised Aug 2019.
• Nabil Kazi-Tani & Didier Rullière, 2019, "On a construction of multivariate distributions given some multidimensional marginals," Post-Print, HAL, number hal-01575169, Aug, DOI: 10.1017/apr.2019.14.
• Zhentao Shi & Jingyi Huang, 2019, "Forward-Selected Panel Data Approach for Program Evaluation," Papers, arXiv.org, number 1908.05894, Aug, revised Apr 2021.
• Elena Krasnokutskaya & Kyungchul Song & Xun Tang, 2019, "Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons," Papers, arXiv.org, number 1908.01272, Aug, revised Nov 2020.
• Timo Dimitriadis & Julie Schnaitmann, 2019, "Forecast Encompassing Tests for the Expected Shortfall," Papers, arXiv.org, number 1908.04569, Aug, revised Aug 2020.
• Emanuele Russo & Neil Foster-McGregor & Bart Verpagen, 2019, "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/29, Aug.
• Ying, Jiahui & Shonkwiler, J. Scott, , "Simulation Noise versus Approximation Error in Mixed Logit Estimation: Maximum Simulated Likelihood or Gauss Hermite Quadrature," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 290818, DOI: 10.22004/ag.econ.290818.
• Emmanuel Guerre & Yao Luo, 2019, "Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework," Papers, arXiv.org, number 1908.05476, Aug, revised Dec 2024.
• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers, arXiv.org, number 1908.06325, Aug, revised Dec 2019.
• Ta-Hsin Li, 2019, "Quantile-Frequency Analysis and Spectral Measures for Diagnostic Checks of Time Series With Nonlinear Dynamics," Papers, arXiv.org, number 1908.02545, Aug, revised Nov 2025.
• Geng, Huayan & Zhou, Qiankun, , "Estimation and Inference of Treatment Effects Using a New Panel Data Approach with Application to the Impact of US SYG Law on State Level Murder Rate," 2019 Annual Meeting, July 21-23, Atlanta, Georgia, Agricultural and Applied Economics Association, number 291212, DOI: 10.22004/ag.econ.291212.
• Jean-Jacques Forneron, 2019, "Detecting Identification Failure in Moment Condition Models," Papers, arXiv.org, number 1907.13093, Jul, revised Oct 2023.
• Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019, "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26123, Jul.
• Daiki Maki & Yasushi Ota, 2019, "Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches," Papers, arXiv.org, number 1907.12752, Jul, revised Sep 2019.
• Ningyuan Chen & Guillermo Gallego & Zhuodong Tang, 2019, "The Use of Binary Choice Forests to Model and Estimate Discrete Choices," Papers, arXiv.org, number 1908.01109, Aug, revised Oct 2025.

Report NEP-ECM-2019-08-26

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: