Report NEP-ECM-2020-07-20

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:

• Fu Ouyang & Thomas Tao Yang, 2020, "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 625, Jun.
• Sentana, Enrique & Amengual, Dante & Bei, Xinyue, 2020, "Hypothesis tests with a repeatedly singular information matrix," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14415, Feb.
• Nishanth Dikkala & Greg Lewis & Lester Mackey & Vasilis Syrgkanis, 2020, "Minimax Estimation of Conditional Moment Models," Papers, arXiv.org, number 2006.07201, Jun.
• Qingliang Fan & Yaqian Wu, 2020, "Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments," Papers, arXiv.org, number 2006.14998, Jun.
• Panos Toulis, 2020, "Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach," Papers, arXiv.org, number 2006.16214, Jun.
• Yong Bao & Xiaotian Liu & Aman Ullah, 2020, "On the Exact Statistical Distribution of Econometric Estimators and Test Statistics," Working Papers, University of California at Riverside, Department of Economics, number 202014, Jan, revised Jun 2020.
• Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2020, "Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination," Working Papers, University of California at Riverside, Department of Economics, number 202012, Jun.
• Haozhe Zhang & Yehua Li, 2020, "Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency," Papers, arXiv.org, number 2006.13489, Jun, revised Jun 2021.
• Veronika Czellar & David T. Frazier & Eric Renault, 2020, "Approximate Maximum Likelihood for Complex Structural Models," Papers, arXiv.org, number 2006.10245, Jun.
• Georges Bresson & Anoop Chaturvedi & Mohammad Arshad Rahman & Shalabh, 2020, "Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation," Papers, arXiv.org, number 2006.07074, Jun.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Periodic autoregressive conditional duration," MPRA Paper, University Library of Munich, Germany, number 101696, Jul, revised 08 Jul 2020.
• Jason Hartford & Victor Veitch & Dhanya Sridhar & Kevin Leyton-Brown, 2020, "Valid Causal Inference with (Some) Invalid Instruments," Papers, arXiv.org, number 2006.11386, Jun.
• Le-Yu Chen & Sokbae Lee, 2020, "Sparse Quantile Regression," Papers, arXiv.org, number 2006.11201, Jun, revised Mar 2023.
• Brantly Callaway & Sonia Karami, 2020, "Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods," Papers, arXiv.org, number 2006.15780, Jun, revised Feb 2022.
• Jing Zhou & Gerda Claeskens & Jelena Bradic, 2020, "Detangling robustness in high dimensions: composite versus model-averaged estimation," Papers, arXiv.org, number 2006.07457, Jun.
• Helmut Lütkepohl & Thore Schlaak, 2020, "Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1876.
• Ali Mehrabani & Aman Ullah, 2020, "Improved Average Estimation in Seemingly Unrelated Regressions," Working Papers, University of California at Riverside, Department of Economics, number 202013, Jan, revised Jun 2020.
• Anish Agarwal & Devavrat Shah & Dennis Shen, 2020, "Synthetic Interventions," Papers, arXiv.org, number 2006.07691, Jun, revised Aug 2024.
• Sokbae Lee & Serena Ng, 2020, "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Papers, arXiv.org, number 2007.07781, Jul, revised Jun 2022.
• David T. Frazier, 2020, "Robust and Efficient Approximate Bayesian Computation: A Minimum Distance Approach," Papers, arXiv.org, number 2006.14126, Jun.
• Hugh Christensen & Simon Godsill & Richard E Turner, 2020, "Hidden Markov Models Applied To Intraday Momentum Trading With Side Information," Papers, arXiv.org, number 2006.08307, Jun.
• Wei Wang & Huifu Xu & Tiejun Ma, 2020, "Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures," Papers, arXiv.org, number 2006.15491, Jun.
• Candelaria, Luis E., 2020, "A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1279.
• David Kohns & Tibor Szendrei, 2020, "Horseshoe Prior Bayesian Quantile Regression," Papers, arXiv.org, number 2006.07655, Jun, revised Mar 2021.
• Anna Bykhovskaya & Vadim Gorin, 2020, "Cointegration in large VARs," Papers, arXiv.org, number 2006.14179, Jun, revised Dec 2021.
• Schiraldi, Pasquale & Levy, Matthew R., 2020, "Identification of intertemporal preferences in history-dependent dynamic discrete choice models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14447, Feb.
• Susan Athey & Raj Chetty & Guido Imbens, 2020, "Using Experiments to Correct for Selection in Observational Studies," Papers, arXiv.org, number 2006.09676, Jun, revised May 2025.
• Niko Hauzenberger, 2020, "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers, arXiv.org, number 2006.10088, Jun, revised Nov 2020.
• Martin Bladt & Alexander J. McNeil, 2020, "Time series copula models using d-vines and v-transforms," Papers, arXiv.org, number 2006.11088, Jun, revised Jul 2021.
• Item repec:rza:wpaper:819 is not listed on IDEAS anymore

• Tatiana Komarova & Denis Nekipelov, 2020, "Privacy-aware identification," Papers, arXiv.org, number 2006.14732, Jun, revised Nov 2025.
• Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020, "Biases in Long-Horizon Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27410, Jun.
• Cem Cakmakli & Yasin Simsek, 2021, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2013, Feb.
• Karanasos, Menelaos & Paraskevopoulos,Alexandros & Canepa, Alessandra, 2020, "Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202008, Apr.
• Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020, "Proper scoring rules for evaluating asymmetry in density forecasting," Papers, arXiv.org, number 2006.11265, Jun, revised Sep 2020.

Report NEP-ECM-2020-07-20

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: