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Report NEP-ECM-2020-02-03
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:
- Ya Chen & Mike Tsionas & Valentin Zelenyuk, 2020, "LASSO DEA for small and big data," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP022020, Jan.
- Shi, Chengchun & Song, Rui & Chen, Zhao & Li, Runze, 2019, "Linear hypothesis testing for high dimensional generalized linear models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102108, Oct.
- Yoonseok Lee & Yulong Wang, 2020, "Inference in Threshold Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 223, Jan.
- Léopold Simar & Valentin Zelenyuk, 2020, "Improving Finite Sample Approximation by Central Limit Theorems for Estimates from Data Envelopment Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012020, Jan.
- Takuya Ishihara, 2020, "Panel Data Quantile Regression for Treatment Effect Models," Papers, arXiv.org, number 2001.04324, Jan, revised Nov 2021.
- Shi, Chengchun & Lu, Wenbin & Song, Rui, 2018, "A massive data framework for M-estimators with cubic-rate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102111, Oct.
- Shi, Chengchun & Song, Rui & Lu, Wenbin, 2019, "On testing conditional qualitative treatment effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102109, Aug.
- Chainarong Amornbunchornvej & Elena Zheleva & Tanya Y. Berger-Wolf, 2019, "Variable-lag Granger Causality for Time Series Analysis," Papers, arXiv.org, number 1912.10829, Dec.
- Jinwoo Park, 2020, "Clustering Approaches for Global Minimum Variance Portfolio," Papers, arXiv.org, number 2001.02966, Jan, revised Apr 2020.
- Adam Dearing & Jason R. Blevins, 2019, "Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games," Papers, arXiv.org, number 1912.10488, Dec, revised Apr 2024.
- Hossein Alidaee & Eric Auerbach & Michael P. Leung, 2020, "Recovering Network Structure from Aggregated Relational Data using Penalized Regression," Papers, arXiv.org, number 2001.06052, Jan.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2019, "Improved Central Limit Theorem and bootstrap approximations in high dimensions," Papers, arXiv.org, number 1912.10529, Dec, revised May 2022.
- Joshua Angrist & Brigham Frandsen, 2019, "Machine Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 26584, Dec.
- Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2018, "Robust measurement via a fused latent and graphical item response theory model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103181, Sep.
- Shi, Chengchun & Fan, Ailin & Song, Rui & Lu, Wenbin, 2018, "High-dimensional A-learning for optimal dynamic treatment regimes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102113, Jun.
- Budnik, Katarzyna & Rünstler, Gerhard, 2020, "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series, European Central Bank, number 2353, Jan.
- Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020, "Peer Effects in Networks: a Survey," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1936, Jan.
- Stefan Tubbicke, 2020, "Entropy Balancing for Continuous Treatments," Papers, arXiv.org, number 2001.06281, Jan, revised May 2020.
- Florian Gunsilius, 2020, "Distributional synthetic controls," Papers, arXiv.org, number 2001.06118, Jan, revised Dec 2021.
- Bryan S. Graham, 2019, "Network Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26577, Dec.
- Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019, "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 26593, Dec.