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Report NEP-ECM-2020-09-28
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:
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020, "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper, University Library of Munich, Germany, number 102488, Aug.
- Xiao Huang & Zhaoguo Zhan, 2020, "Local Composite Quantile Regression for Regression Discontinuity," Papers, arXiv.org, number 2009.03716, Sep, revised Oct 2021.
- Steven J. Haider & Melvin Stephens Jr., 2020, "Correcting for Misclassified Binary Regressors Using Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 27797, Sep.
- Youngki Shin & Zvezdomir Todorov, 2020, "Exact Computation of Maximum Rank Correlation Estimator," Papers, arXiv.org, number 2009.03844, Sep, revised Jan 2021.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 27715, Aug.
- Alessio Moneta & Gianluca Pallante, 2020, "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/24, Sep.
- Ana B. Galvão & Michael T. Owyang, 2020, "Forecasting Low Frequency Macroeconomic Events with High Frequency Data," Working Papers, Federal Reserve Bank of St. Louis, number 2020-028, Sep, revised Apr 2022, DOI: 10.20955/wp.2020.028.
- Biewen, Martin & Kugler, Philipp, 2020, "Two-Stage Least Squares Random Forests with an Application to Angrist and Evans (1998)," IZA Discussion Papers, IZA Network @ LISER, number 13613, Aug.
- Kettlewell, Nathan & Siminski, Peter, 2020, "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," IZA Discussion Papers, IZA Network @ LISER, number 13639, Aug.
- Harald Badinger & Stefan Schiman, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp300, Jul.
- Costa, Manon & Gadat, Sébastien & Bercu, Bernard, 2020, "Stochastic approximation algorithms for superquantiles estimation," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1142, Sep.
- Morgan Kelly, 2020, "Understanding Persistence," Working Papers, School of Economics, University College Dublin, number 202023, Sep.
- Bram van Os & Dick van Dijk, 2020, "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-057/VI, Sep, revised 14 Dec 2020.