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Report NEP-ECM-2020-10-12
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:
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/20.
- Sungwon Lee, 2020, "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2012.
- Sungwon Lee & Joon H. Ro, 2020, "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2013.
- Haensch, Anna-Carolina & Drechsler, Jörg & Bernhard, Sarah, 2020, "TippingSens: An R Shiny Application to Facilitate Sensitivity Analysis for Causal Inference Under Confounding," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202029, Oct.
- Sungwon Lee, 2020, "Identification and Confidence Regions for Treatment Effect and its Distribution under Stochastic Dominance," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2011.
- In Choi & Rui Lin & Yongcheol Shin, 2020, "Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2008.
- In Choi & Rui Lin & Yongcheol Shin, 2020, "Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2009.
- Julia Gilhodes & Florence Dalenc & Jocelyn Gal & Christophe Zemmour & Eve Leconte & Jean Marie Boher & Thomas Filleron, 2020, "Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings," Post-Print, HAL, number hal-02934793, Jul, DOI: 10.1155/2020/6795392.
- Gadat, Sébastien & Costa, Manon, 2020, "Non asymptotic controls on a stochastic algorithm for superquantile approximation," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1149, Sep.
- Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020, "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 33/20.
- Colin Jareb & Sergey K. Nigai, 2020, "Gravity Models and the Law of Large Numbers," CESifo Working Paper Series, CESifo, number 8548.
- Anoek Castelein & Dennis Fok & Richard Paap, 2020, "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-069/III, Sep.
- Katrine Marie Jakobsen & Jakob Egholt Søgaard, 2020, "Identifying Behavioral Responses to Tax Reforms: New Insights and a New Approach," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-23, Sep.
- Peter H. Egger & Mario Larch & Yoto V. Yotov, 2020, "Gravity-Model Estimation with Time-Interval Data: Revisiting the Impact of Free Trade Agreements," CESifo Working Paper Series, CESifo, number 8553.
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2020, "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020006, Jan.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020, "A Suggestion for a Dynamic Multi Factor Model (DMFM)," Working Papers, Bank of Greece, number 282, Jul.