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Report NEP-ECM-2019-09-02
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:
- Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk, 2019, "Partially Censored Posterior for Robust and Efficient Risk Evaluation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-057/III, Aug.
- Sander Barendse & Erik Kole & Dick van Dijk, 2019, "Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-058/III, Aug.
- Beyhum, Jad, 2019, "Inference robust to outliers with L1‐norm penalization," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1032, Aug.
- Nandana Sengupta & Fallaw Sowell, 2019, "The Ridge Path Estimator for Linear Instrumental Variables," Papers, arXiv.org, number 1908.09237, Aug.
- Michael Zimmert & Michael Lechner, 2019, "Nonparametric estimation of causal heterogeneity under high-dimensional confounding," Papers, arXiv.org, number 1908.08779, Aug.
- António Rua & Hossein Hassani, 2019, "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers, Banco de Portugal, Economics and Research Department, number w201913.
- Victor Chernozhukov & Whitney Newey & Vira Semenova, 2019, "Welfare Analysis in Dynamic Models," Papers, arXiv.org, number 1908.09173, Aug, revised May 2025.
- Federico Crudu & Felipe Osorio, 2019, "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena, Department of Economics, University of Siena, number 804, Jun.
- Paulo M.M. Rodrigues & Gabriel Zsurkis, 2019, "A reexamination of inflation persistence dynamics in OECD countries: A new approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201909.
- Joshua C. C. Chan, 2019, "Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-61, Aug.
- Andrii Babii & Rohit Kumar, 2019, "Isotonic Regression Discontinuity Designs," Papers, arXiv.org, number 1908.05752, Aug, revised Dec 2020.
- Knüppel, Malte & Krüger, Fabian, 2019, "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers, Deutsche Bundesbank, number 28/2019.
- Douglas L. Miller & Na’ama Shenhav & Michel Z. Grosz, 2019, "Selection into Identification in Fixed Effects Models, with Application to Head Start," NBER Working Papers, National Bureau of Economic Research, Inc, number 26174, Aug.
- Bryan S. Graham, 2019, "Dyadic Regression," Papers, arXiv.org, number 1908.09029, Aug.
- Anoek Castelein & Dennis Fok & Richard Paap, 2019, "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-056/III, Aug.
- Goller, Daniel & Lechner, Michael & Moczall, Andreas & Wolff, Joachim, 2019, "Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germany’s programmes for long term unemployed," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1910, Aug.
- Katherine Baicker & Theodore Svoronos, 2019, "Testing the Validity of the Single Interrupted Time Series Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 26080, Jul.
- Kamat, Vishal, 2019, "Identification with Latent Choice Sets," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1031, Aug.