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Report NEP-ECM-2020-04-06
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:
- Wang, Wenjie, 2020, "On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test," MPRA Paper, University Library of Munich, Germany, number 99109, Mar.
- Rui Duan & C. Jason Liang & Pamela Shaw & Cheng Yong Tang & Yong Chen, 2020, "Missing at Random or Not: A Semiparametric Testing Approach," Papers, arXiv.org, number 2003.11181, Mar.
- Víctor Morales-Oñate & Federico Crudu & Moreno Bevilacqua, 2020, "Blockwise Euclidean likelihood for spatio-temporal covariance models," Department of Economics University of Siena, Department of Economics, University of Siena, number 822, Mar.
- Weber, Frank & Knapp, Guido & Glass, Anne & Kundt, Günther & Ickstadt, Katja, 2020, "Interval estimation of the overall treatment effect in random-effects meta-analyses: Recommendations from a simulation study comparing frequentist, Bayesian, and bootstrap methods," OSF Preprints, Center for Open Science, number 5zbh6, Mar, DOI: 10.31219/osf.io/5zbh6.
- Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series, CESifo, number 8146.
- Tae-Hwan Kim & Christophe Muller, 2020, "Inconsistency transmission and variance reduction in two-stage quantile regression," Post-Print, HAL, number hal-02084505, Apr, DOI: 10.1080/03610918.2018.1493505.
- Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.
- Liangjun Su & Xia Wang, 2020, "Corrigendum to “On Time-varying Factor Models: Estimation and Testing” [J. Econometrics 198 (2017) 84-101]," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 8-2020, Feb.
- Shantanu Gupta & Zachary C. Lipton & David Childers, 2020, "Estimating Treatment Effects with Observed Confounders and Mediators," Papers, arXiv.org, number 2003.11991, Mar, revised Jun 2021.
- Ben Jann, 2020, "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 35, Mar, revised 31 Aug 2020.
- Tyrel Stokes & Russell Steele & Ian Shrier, 2020, "Causal Simulation Experiments: Lessons from Bias Amplification," Papers, arXiv.org, number 2003.08449, Mar.
- Yuan, Huiling & Zhou, Yong & Xu, Lu & Sun, Yulei & Cui, Xiangyu, 2020, "A New Volatility Model: GQARCH-Ito Model," SocArXiv, Center for Open Science, number hkzdr, Mar, DOI: 10.31219/osf.io/hkzdr.
- Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020, "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-009.
- Fischer, Manfred M. & LeSage, James P., 2020, "Network dependence in multi-indexed data on international trade flows," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2020/01, Sep.
- Davide Viviano, 2020, "Experimental Design under Network Interference," Papers, arXiv.org, number 2003.08421, Mar, revised Nov 2025.
- Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2021, "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds," Working Papers, HAL, number hal-02507499, Jan.
- Vladimir Hlasny, 2020, "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 90, Mar.
- Eric Blankmeyer, 2020, "NISE Estimation of an Economic Model of Crime," Papers, arXiv.org, number 2003.07860, Mar.
- Beltempo, Marc & Bresson, Georges & Etienne, Jean-Michel & Lacroix, Guy, 2020, "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13046, Mar.
- Daniel Bartl & Ludovic Tangpi, 2020, "Non-asymptotic convergence rates for the plug-in estimation of risk measures," Papers, arXiv.org, number 2003.10479, Mar, revised Oct 2022.
- Wolf, Elias & Mokinski, Frieder & Schüler, Yves, 2020, "On adjusting the one-sided Hodrick-Prescott filter," Discussion Papers, Deutsche Bundesbank, number 11/2020.