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Report NEP-ECM-2019-09-16
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:
- Andrey Simonov & Jean-Pierre H. Dubé & Günter J. Hitsch & Peter E. Rossi, 2019, "State-Dependent Demand Estimation with Initial Conditions Correction," NBER Working Papers, National Bureau of Economic Research, Inc, number 26217, Sep.
- Ivan Korolev, 2019, "A Consistent LM Type Specification Test for Semiparametric Panel Data Models," Papers, arXiv.org, number 1909.05649, Sep.
- Ayden Higgins & Federico Martellosio, 2019, "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers, arXiv.org, number 1909.02823, Sep, revised Nov 2021.
- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr.
- Peter C.B. Phillips & Ying Wang, 2019, "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2193, May.
- Qi Wang & Jos'e E. Figueroa-L'opez & Todd Kuffner, 2019, "Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise," Papers, arXiv.org, number 1909.04853, Sep.
- Susan Athey & Guido Imbens & Jonas Metzger & Evan Munro, 2019, "Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations," Papers, arXiv.org, number 1909.02210, Sep, revised Jul 2020.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly, 2019, "Fast Algorithms for the Quantile Regression Process," Papers, arXiv.org, number 1909.05782, Sep, revised Apr 2020.
- Mohammad Arshad Rahman & Angela Vossmeyer, 2019, "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Papers, arXiv.org, number 1909.05560, Sep.
- Fiona Burlig & Louis Preonas & Matt Woerman, 2019, "Panel Data and Experimental Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 26250, Sep.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2019, "Estimation of Varying Coefficient Models with Measurement Error," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1905, Sep.
- Nicholas Illenberger & Dylan S. Small & Pamela A. Shaw, 2019, "Regression to the Mean's Impact on the Synthetic Control Method: Bias and Sensitivity Analysis," Papers, arXiv.org, number 1909.04706, Sep.
- Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2019, "Estimating Stochastic Ray Production Frontiers," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/06, Sep.
- Christophe BELLEGO & Louis-Daniel PAPE, 2019, "Dealing with the log of zero in regression models," Working Papers, Center for Research in Economics and Statistics, number 2019-13, Aug.
- Christian Francq & Jean-Michel Zakoian, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers, arXiv.org, number 1909.04661, Sep.
- Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2019, "Multiway Cluster Robust Double/Debiased Machine Learning," Papers, arXiv.org, number 1909.03489, Sep, revised Mar 2020.
- Tatiana Komarova & Javier Hidalgo, 2019, "Testing nonparametric shape restrictions," Papers, arXiv.org, number 1909.01675, Sep, revised Jun 2020.
- Rahul Singh & Liyang Sun, 2019, "Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics," Papers, arXiv.org, number 1909.05244, Sep, revised Dec 2022.
- Nibbering, D. & Paap, R., 2019, "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-30, Sep.
- Martin Huber & Mark Schelker & Anthony Strittmatter, 2019, "Direct and Indirect Effects based on Changes-in-Changes," Papers, arXiv.org, number 1909.04981, Sep, revised Oct 2019.
- Nathalie Gimenes & Emmanuel Guerre, 2019, "Quantile regression methods for first-price auctions," Papers, arXiv.org, number 1909.05542, Sep, revised Sep 2020.
- Bruno Ferman, 2019, "Inference in Difference-in-Differences: How Much Should We Trust in Independent Clusters?," Papers, arXiv.org, number 1909.01782, Sep, revised Sep 2022.
- Robert W. Dimand, 2019, "Macroeconomic Dynamics at the Cowles Commission from the 1930s to the 1950s," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2195, Apr.