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Report NEP-ECM-2019-09-30
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:
- Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019, "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-660, Sep.
- Federico Martellosio & Grant Hillier, 2019, "Adjusted QMLE for the spatial autoregressive parameter," Papers, arXiv.org, number 1909.08141, Sep.
- Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019, "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 326.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-48, Sep.
- Item repec:hal:cesptp:hal-02291224 is not listed on IDEAS anymore
- Dmitry Arkhangelsky & Guido W. Imbens, 2019, "Doubly Robust Identification for Causal Panel Data Models," Papers, arXiv.org, number 1909.09412, Sep, revised Feb 2022.
- Laurent LAMY & Manasa PATNAM & Michael VISSER, 2019, "Distinguishing Incentive from Selection Effects in Auction-Determined Contracts," Working Papers, Center for Research in Economics and Statistics, number 2019-15, Sep.
- Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2019, "Alternative Estimators For The Fdi Gravity Model: An Application To German Outward Fdi," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1907, Sep.
- Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019, "Persistent zeros: The extensive margin of trade," Kiel Working Papers, Kiel Institute for the World Economy, number 2139.
- Victor Aguirregabiria & Mathieu Marcoux, 2019, "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers, University of Toronto, Department of Economics, number tecipa-646, Sep.
- Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019, "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers, Society for Economic Dynamics, number 855.
- Robson, M.; & Doran, T.; & Cookson, R.;, 2019, "Estimating and Decomposing Conditional Average Treatment Effects: The Smoking Ban in England," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 19/20, Sep.
- Ali Charkhi & Gerda Claeskens, 2018, "Asymptotic post-selection inference for Akaike’s information criterion," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 616160, Feb.
- Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019, "Reusing Natural Experiments," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-21, Sep.
- Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019, "Distributional conformal prediction," Papers, arXiv.org, number 1909.07889, Sep, revised Aug 2021.
- Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019, "The Memory of Beta Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-661, Sep.
- Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2019, "Latent Heterogeneity in the Marginal Propensity to Consume," 2019 Meeting Papers, Society for Economic Dynamics, number 519.