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Report NEP-ECM-2019-10-07
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:
- Skinner, Chris J., 2018, "Analysis of categorical data for complex surveys," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89707, Sep.
- Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2019, "Informational Content of Factor Structures in Simultaneous Binary Response Models," Papers, arXiv.org, number 1910.01318, Oct, revised Mar 2022.
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2019, "Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions," Papers, arXiv.org, number 1909.12592, Sep, revised Feb 2021.
- Jiangtao Duan & Wei Gao & Hao Qu & Hon Keung Tony, 2019, "Subspace Clustering for Panel Data with Interactive Effects," Papers, arXiv.org, number 1909.09928, Sep, revised Feb 2021.
- Jun Ma & Vadim Marmer & Artyom Shneyerov & Pai Xu, 2019, "Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions," Papers, arXiv.org, number 1909.12974, Sep.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019, "Inference for Linear Conditional Moment Inequalities," Papers, arXiv.org, number 1909.10062, Sep, revised Dec 2022.
- Takaaki Koike & Marius Hofert, 2019, "Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations," Papers, arXiv.org, number 1909.11794, Sep, revised May 2020.
- Marcel Bräutigam & Marie Kratz, 2018, "On the Dependence between Quantiles and Dispersion Estimators," Working Papers, HAL, number hal-02296832, Dec.
- Yi Huang & Ishanu Chattopadhyay, 2019, "Data Smashing 2.0: Sequence Likelihood (SL) Divergence For Fast Time Series Comparison," Papers, arXiv.org, number 1909.12243, Sep, revised Oct 2019.
- Clément de Chaisemartin & Luc Behaghel, 2019, "Estimating the Effect of Treatments Allocated by Randomized Waiting Lists," NBER Working Papers, National Bureau of Economic Research, Inc, number 26282, Sep.
- Piotr Zwiernik & Majid M. Al-Sadoon, 2019, "The Identification Problem for Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 1114, Sep.
- Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar, 2019, "Insurance ratemaking using the Exponential-Lognormal regression model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101729, Jun.
- Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-51, Sep.
- Angelo Gutierrez & Miguel Ángel Ballester & Jose Apesteguia, 2019, "Random Models for the Joint Treatment of Risk and Time Preferences," Working Papers, Barcelona School of Economics, number 1117, Sep.
- Laura Garcia-Jorcano & Alfonso Novales, 2019, "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-23, Sep.
- Laura Garcia-Jorcano & Alfonso Novales, 2019, "Volatility specifications versus probability distributions in VaR forecasting," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-26, Sep.
- Naoki Awaya & Yasuhiro Omori, 2019, "Particle Rolling MCMC," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1126, Sep.