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.

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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 19-057/III, Tinbergen Institute.
• 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 19-058/III, Tinbergen Institute.
• Beyhum, Jad, 2019. "Inference robust to outliers with L1‐norm penalization," TSE Working Papers 19-1032, Toulouse School of Economics (TSE).
• Nandana Sengupta & Fallaw Sowell, 2019. "The Ridge Path Estimator for Linear Instrumental Variables," Papers 1908.09237, arXiv.org.
• Michael Zimmert & Michael Lechner, 2019. "Nonparametric estimation of causal heterogeneity under high-dimensional confounding," Papers 1908.08779, arXiv.org.
• António Rua & Hossein Hassani, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.
• Victor Chernozhukov & Whitney Newey & Vira Semenova, 2019. "Welfare Analysis in Dynamic Models," Papers 1908.09173, arXiv.org, revised Oct 2024.
• Federico Crudu & Felipe Osorio, 2019. "Bilinear form test statistics for extremum estimation," Department of Economics University of Siena 804, Department of Economics, University of Siena.
• Paulo M.M. Rodrigues & Gabriel Zsurkis, 2019. "A reexamination of inflation persistence dynamics in OECD countries: A new approach," Working Papers w201909, Banco de Portugal, Economics and Research Department.
• Joshua C. C. Chan, 2019. "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," CAMA Working Papers 2019-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Andrii Babii & Rohit Kumar, 2019. "Isotonic Regression Discontinuity Designs," Papers 1908.05752, arXiv.org, revised Dec 2020.
• Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
• 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 26174, National Bureau of Economic Research, Inc.
• Bryan S. Graham, 2019. "Dyadic Regression," Papers 1908.09029, arXiv.org.
• Anoek Castelein & Dennis Fok & Richard Paap, 2019. "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers 19-056/III, Tinbergen Institute.
• 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 1910, University of St. Gallen, School of Economics and Political Science.
• Katherine Baicker & Theodore Svoronos, 2019. "Testing the Validity of the Single Interrupted Time Series Design," NBER Working Papers 26080, National Bureau of Economic Research, Inc.
• Kamat, Vishal, 2019. "Identification with Latent Choice Sets," TSE Working Papers 19-1031, Toulouse School of Economics (TSE).