Report NEP-ECM-2020-09-07

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:

• Angus Deaton, 2020, "Randomization in the Tropics Revisited: a Theme and Eleven Variations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27600, Jul.
• Tien Mai & Patrick Jaillet, 2020, "A Relation Analysis of Markov Decision Process Frameworks," Papers, arXiv.org, number 2008.07820, Aug.
• Youssef M. Aboutaleb & Moshe Ben-Akiva & Patrick Jaillet, 2020, "Learning Structure in Nested Logit Models," Papers, arXiv.org, number 2008.08048, Aug.
• Phillip Heiler, 2020, "Efficient Covariate Balancing for the Local Average Treatment Effect," Papers, arXiv.org, number 2007.04346, Jul.
• Boyuan Zhang, 2020, "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers, arXiv.org, number 2007.02435, Jul, revised Oct 2020.
• Lenza, Michele & Primiceri, Giorgio E., 2020, "How to estimate a VAR after March 2020," Working Paper Series, European Central Bank, number 2461, Aug.
• Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020, "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/20.
• Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020, "Policy Evaluation with Multiple Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 27546, Jul.
• Marco Battaglini & Forrest W. Crawford & Eleonora Patacchini & Sida Peng, 2020, "A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers," NBER Working Papers, National Bureau of Economic Research, Inc, number 27557, Jul.
• Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020, "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2020-010-MKT, Aug.
• Brantly Callaway, 2020, "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers, arXiv.org, number 2008.08117, Aug.
• Neil Shephard, 2020, "An estimator for predictive regression: reliable inference for financial economics," Papers, arXiv.org, number 2008.06130, Aug.
• Jules Sadefo-Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou, 2021, "S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes," Post-Print, HAL, number hal-02901595, DOI: 10.1142/S1793005721500101.
• Jean-Yves Pitarakis, 2020, "A Novel Approach to Predictive Accuracy Testing in Nested Environments," Papers, arXiv.org, number 2008.08387, Aug, revised Oct 2023.
• Item repec:hal:wpaper:hal-02891046 is not listed on IDEAS anymore

• Aknouche, Abdelhakim & Francq, Christian, 2020, "Stationarity and ergodicity of Markov switching positive conditional mean models," MPRA Paper, University Library of Munich, Germany, number 102503, Aug.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2020, "Testing Sharpe ratio: luck or skill?," Working Papers, HAL, number hal-02886500, Jul.
• Andres Sagner, 2020, "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile, Central Bank of Chile, number 886, Aug.
• Mynbayev, Kairat & Darkenbayeva, Gulsim, 2019, "Analyzing variance in central limit theorems," MPRA Paper, University Library of Munich, Germany, number 101685.
• Long Feng & Tiefeng Jiang & Binghui Liu & Wei Xiong, 2020, "Max-sum tests for cross-sectional dependence of high-demensional panel data," Papers, arXiv.org, number 2007.03911, Jul.
• Georges Sfeir & Maya Abou-Zeid & Filipe Rodrigues & Francisco Camara Pereira & Isam Kaysi, 2020, "Semi-nonparametric Latent Class Choice Model with a Flexible Class Membership Component: A Mixture Model Approach," Papers, arXiv.org, number 2007.02739, Jul.
• Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no, 2020, "Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects," Papers, arXiv.org, number 2008.06564, Aug.
• Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu, 2020, "Neural Network-based Automatic Factor Construction," Papers, arXiv.org, number 2008.06225, Aug, revised Oct 2020.
• Sookyo Jeong & Hongseok Namkoong, 2020, "Assessing External Validity Over Worst-case Subpopulations," Papers, arXiv.org, number 2007.02411, Jul, revised Feb 2022.
• Philippe Goulet Coulombe, 2020, "To Bag is to Prune," Papers, arXiv.org, number 2008.07063, Aug, revised Sep 2024.

Report NEP-ECM-2020-09-07

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: