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Report NEP-ECM-2020-03-16
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:
- Francq, Christian & Zakoian, Jean-Michel, 2019, "Testing the existence of moments for GARCH processes," MPRA Paper, University Library of Munich, Germany, number 98892, Dec.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-015/III, Mar.
- Jun Cai & William C. Horrace & Christopher F. Parmeter, 2020, "Density Deconvolution with Laplace Errors and Unknown Variance," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 225, Mar.
- Ji Hyung Lee & Youngki Shin, 2020, "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers, McMaster University, number 2020-03, Mar.
- Lafférs, Lukáš & Mellace, Giovanni, 2020, "Identification of the average treatment effect when SUTVA is violated," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2020, Mar.
- Christian Garciga & Randal J. Verbrugge, 2020, "A New Tool for Robust Estimation and Identification of Unusual Data Points," Working Papers, Federal Reserve Bank of Cleveland, number 20-08, Mar, DOI: 10.26509/frbc-wp-202008.
- Bertille Antoine & Pascal Lavergne, 2020, "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-03, Mar.
- Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020, "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers, arXiv.org, number 2003.02208, Mar, revised May 2021.
- Jiri Panos & Petr Polak, 2019, "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/9, Dec.
- Vrugt, Jasper A. & Beven, Keith J., 2018, "Embracing equifinality with efficiency : limits of acceptability sampling using the DREAM(LOA) algorithm," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87291, Apr.
- Markus Heinrich & Magnus Reif, 2020, "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series, CESifo, number 8054.
- Yoshimasa Uematsu & Takashi Yamagatay, 2020, "Estimation of Weak Factor Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 108, Sep.
- Helmut Farbmacher & Martin Huber & Luk'av{s} Laff'ers & Henrika Langen & Martin Spindler, 2020, "Causal mediation analysis with double machine learning," Papers, arXiv.org, number 2002.12710, Feb, revised Feb 2021.
- Anton Gerunov, 2020, "Binary Classification Problems in Economics and 136 Different Ways to Solve Them," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2020-02, Mar, revised Mar 2020.
- Knaus, Michael C., 2020, "Double Machine Learning based Program Evaluation under Unconfoundedness," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2004, Mar.
- Duc P. Truong & Erik Skau & Vladimir I. Valtchinov & Boian S. Alexandrov, 2020, "Determination of Latent Dimensionality in International Trade Flow," Papers, arXiv.org, number 2003.00129, Feb.