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Report NEP-ECM-2020-08-10
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:
- Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020, "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers, McMaster University, number 2020-09, Jun.
- Florian Eckert & Samad Sarferaz, 2019, "Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-467, Dec, DOI: 10.3929/ethz-b-000384365.
- Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2020, "Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-32, Jul.
- Canepa, Alessandra, 2020, "Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202006, Mar.
- Zongwu Cai & Meng Shi & Yue Zhao & Wuqing Wu, 2020, "Testing Financial Hierarchy Based on A PDQ-CRE Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202011, Jul, revised Jul 2020.
- Bertille Antoine & Xiaolin Sun, 2020, "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-06, Jul.
- Gösser, Niklas & Moshgbar, Nima, 2020, "Smoothing time fixed effects," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 343.
- Denni Tommasi & Lina Zhang, 2020, "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/20.
- Luis Alvarez & Bruno Ferman, 2020, "Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation," Papers, arXiv.org, number 2006.16997, Jun, revised Apr 2023.
- Banzhaf, H. Spencer, 2019, "Difference-in-Difference Hedonics," MPRA Paper, University Library of Munich, Germany, number 101194, Aug.