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Report NEP-ECM-2020-01-06
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:
- Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
- Xiaohong Chen & Zhuo Huang & Yanping Yi, 2019, "Efficient Estimation of Multivariate Semi-nonparametric GARCH Filtered Copula Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2215, Oct.
- Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019, "Inference after estimation of breaks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/19, Oct.
- Anisha Ghosh & Oliver Linton, 2019, "Estimation with Mixed Data Frequencies: A Bias-Correction Approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP65/19, Nov.
- Rahul Mukherjee & Tirthankar Dasgupta, 2019, "Randomization-based causal inference from possibly unbalanced split-plot designs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9711678, Oct.
- Sebastian Ankargren & Paulina Jon'eus, 2019, "Estimating Large Mixed-Frequency Bayesian VAR Models," Papers, arXiv.org, number 1912.02231, Dec.
- Belloni, Alexandre & Chen, Mingli & Madrid Padilla, Oscar Hernan & Wang, Zixuan (Kevin), 2019, "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1230.
- Charles F. Manski, 2019, "Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald," Papers, arXiv.org, number 1912.08726, Dec, revised Feb 2021.
- Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang, 2019, "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," Papers, arXiv.org, number 1912.02151, Dec, revised Aug 2022.
- Klopp, Eric & Klößner, Stefan, 2019, "The Impact of Scaling Methods on the Properties and Interpretation of Parameter Estimates in Structural Equation Models with Latent Variables," OSF Preprints, Center for Open Science, number c9ke8, Aug, DOI: 10.31219/osf.io/c9ke8.
- Kyle Colangelo & Ying-Ying Lee, 2019, "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP54/19, Oct.
- Eleni Aristodemou & Adam Rosen, 2019, "A discrete choice model for partially ordered alternatives," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/19, Nov.
- Joaquim Andrade & Pedro Cordeiro & Guilherme Lambais, 2019, "Estimating a Behavioral New Keynesian Model," Papers, arXiv.org, number 1912.07601, Dec.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2019, "An adaptive test of stochastic monotonicity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP49/19, Oct.
- Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc & Villani, Mattias, 2019, "Hamiltonian Monte Carlo with Energy Conserving Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 372, Apr.
- Bruno Ferman, 2019, "Assessing Inference Methods," Papers, arXiv.org, number 1912.08772, Dec, revised Oct 2025.
- Carlos Cesar Trucios-Maza & João H. G Mazzeu & Luis K. Hotta & Pedro L. Valls Pereira & Marc Hallin, 2019, "On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-32, Dec.
- Naveen Narisetty & Roger Koenker, 2019, "Censored quantile regression survival models with a cure proportion," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP56/19, Oct.
- Andrew Chesher & Adam Rosen & Zahra Siddique, 2019, "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP66/19, Nov.
- Ghislain B. D. Aïhounton & Arne Henningsen, 2019, "Units of Measurement and the Inverse Hyperbolic Sine Transformation," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/10, Dec.
- Mogens Fosgerau & Dennis Kristensen, 2019, "Identification of a class of index models: A topological approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/19, Oct.
- Andrei Sirchenko, 2019, "A regime-switching model for the federal funds rate target," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 19-01, Dec.