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Report NEP-ECM-2020-05-25
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:
- Rub'en Loaiza-Maya & Michael Stanley Smith & David J. Nott & Peter J. Danaher, 2020, "Fast and Accurate Variational Inference for Models with Many Latent Variables," Papers, arXiv.org, number 2005.07430, May, revised Apr 2021.
- Lavergne, Pascal & Bertail, Patrice, 2020, "Bootstrapping Quasi Likelihood Ratio Tests under Misspecification," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1102, May.
- Zhaoxing Gao & Ruey S. Tsay, 2020, "Modeling High-Dimensional Unit-Root Time Series," Papers, arXiv.org, number 2005.03496, May, revised Aug 2020.
- Gary Koop & Dimitris Korobilis, 2020, "Bayesian dynamic variable selection in high dimensions," Working Papers, Business School - Economics, University of Glasgow, number 2020_11, May.
- Arthur Lewbel & Jin-Young Choi & Zhuzhu Zhou, 2019, "Over-Identified Doubly Robust Identification and Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 1003, Dec, revised 15 Jan 2022.
- Shujie Ma & Liangjun Su & Yichong Zhang, 2020, "Detecting Latent Communities in Network Formation Models," Papers, arXiv.org, number 2005.03226, May, revised Mar 2021.
- Benjamin Avanzi & Gregory Clive Taylor & Phuong Anh Vu & Bernard Wong, 2020, "On unbalanced data and common shock models in stochastic loss reserving," Papers, arXiv.org, number 2005.03500, May, revised May 2020.
- Dieter Wang & Julia Schaumburg, 2020, "Smooth marginalized particle filters for dynamic network effect models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-023/III, May.
- Michael Gilraine & Jiaying Gu & Robert McMillan, 2020, "A New Method for Estimating Teacher Value-Added," NBER Working Papers, National Bureau of Economic Research, Inc, number 27094, May.
- Michele Leonardo Bianchi & Asmerilda Hitaj & Gian Luca Tassinari, 2020, "Multivariate non-Gaussian models for financial applications," Papers, arXiv.org, number 2005.06390, May.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.
- Arthur Lewbel, 2020, "Kotlarski with a Factor Loading," Boston College Working Papers in Economics, Boston College Department of Economics, number 1001, Apr, revised 15 Dec 2020.
- Christian GOURIEROUX & Joann JASIAK, 2020, "Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus," Working Papers, Center for Research in Economics and Statistics, number 2020-11, Mar, revised 08 May 2020.
- Christoph Rothe, 2020, "Combining Population and Study Data for Inference on Event Rates," Papers, arXiv.org, number 2005.06769, May.
- Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
- Wallimann, Hannes & Imhof, David & Huber, Martin, 2020, "A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 513, Apr.
- Huntington-Klein, Nick & Arenas, Andreu & Beam, Emily & Bertoni, Marco & Bloem, Jeffrey R. & Burli, Pralhad & Chen, Naibin & Greico, Paul & Ekpe, Godwin & Pugatch, Todd & Saavedra, Martin & Stopnitzky, 2020, "The Influence of Hidden Researcher Decisions in Applied Microeconomics," GLO Discussion Paper Series, Global Labor Organization (GLO), number 537.
- Huber, Martin & Laffers, Lukáš, 2020, "Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 514, May.
- Arthur Lewbel & Xi Qu & Xun Tang, 2019, "Social Networks with Unobserved Links," Boston College Working Papers in Economics, Boston College Department of Economics, number 1004, Jul, revised 15 Jul 2022.
- Hollingsworth, Alex & Wing, Coady, 2020, "Tactics for design and inference in synthetic control studies: An applied example using high-dimensional data," SocArXiv, Center for Open Science, number fc9xt, May, DOI: 10.31219/osf.io/fc9xt.