Report NEP-ECM-2019-09-09

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:

• Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019, "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers, arXiv.org, number 1908.07821, Aug, revised May 2020.
• Stéphane Lhuissier, 2019, "Bayesian Inference for Markov-switching Skewed Autoregressive Models," Working papers, Banque de France, number 726.
• Tetsuya Kaji, 2019, "Theory of Weak Identification in Semiparametric Models," Papers, arXiv.org, number 1908.10478, Aug, revised Aug 2020.
• Huber, Martin & Solovyeva, Anna, 2018, "Direct and indirect effects under sample selection and outcome attrition," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 496, Oct.
• Christophe Muller, 2019, "Linear Quantile Regression and Endogeneity Correction," Working Papers, HAL, number halshs-02272874, Jul.
• Gunawan, David & Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc, 2019, "Subsampling Sequential Monte Carlo for Static Bayesian Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 371, Apr.
• Martin Weidner & Thomas Zylkin, 2019, "Bias and Consistency in Three-way Gravity Models," Papers, arXiv.org, number 1909.01327, Sep, revised Jun 2021.
• Tore Selland Kleppe & Roman Liesenfeld & Guilherme Valle Moura & Atle Oglend, 2019, "Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility," Papers, arXiv.org, number 1908.07798, Aug.
• Denis Belomestny & Leonid Iosipoi, 2019, "Fourier transform MCMC, heavy tailed distributions and geometric ergodicity," Papers, arXiv.org, number 1909.00698, Sep, revised Dec 2019.
• Bram De Rock & Laurens Cherchye & Bart Smeulders, 2019, "Nonparametric Analysis of Random Utility Models: Computational Tools for Statistical Testing," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-19, Aug.
• Huber, Martin, 2019, "An introduction to flexible methods for policy evaluation," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 504, Aug.
• Kosiorowski Daniel & Jerzy P. Rydlewski, 2019, "Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland," Papers, arXiv.org, number 1908.11099, Aug, revised Sep 2019.
• G'abor Petneh'azi, 2019, "Quantile Convolutional Neural Networks for Value at Risk Forecasting," Papers, arXiv.org, number 1908.07978, Aug, revised Sep 2020.
• Francisco C. Pereira, 2019, "Rethinking travel behavior modeling representations through embeddings," Papers, arXiv.org, number 1909.00154, Aug.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Gutierrez, Federico H., 2019, "A Simple Solution to the Problem of Independence of Irrelevant Alternatives in Choo and Siow Marriage Market Model," GLO Discussion Paper Series, Global Labor Organization (GLO), number 387.
• Du Nguyen, 2019, "Vector Autoregressive Moving Average Model with Scalar Moving Average," Papers, arXiv.org, number 1909.00386, Sep.
• Yuya Sasaki & Yulong Wang, 2019, "Fixed-k Inference for Conditional Extremal Quantiles," Papers, arXiv.org, number 1909.00294, Aug, revised Jul 2020.
• 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," IZA Discussion Papers, IZA Network @ LISER, number 12526, Aug.
• Huber, Martin, 2019, "A review of causal mediation analysis for assessing direct and indirect treatment effects," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 500, Jan.
• Yixiao Li & Gloria Lin & Thomas Lau & Ruochen Zeng, 2019, "A Review of Changepoint Detection Models," Papers, arXiv.org, number 1908.07136, Aug.

Report NEP-ECM-2019-09-09

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: