Report NEP-ECM-2020-10-19

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:

• Fryzlewicz, Piotr, 2020, "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection—rejoinder," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106681, Dec.
• Andreas Hagemann, 2020, "Inference with a single treated cluster," Papers, arXiv.org, number 2010.04076, Oct.
• Bartalotti, Otávio & Kedagni, Desire & Possebom, Vitor, 2019, "Identifying Marginal Treatment Effects in the Presence of Sample Selection," ISU General Staff Papers, Iowa State University, Department of Economics, number 201909150700001080, Sep.
• Anthoulla Phella, 2020, "Consistent Specification Test of the Quantile Autoregression," Papers, arXiv.org, number 2010.03898, Oct, revised Jan 2024.
• Julien Royer, 2020, "Conditional asymmetry in ARCH($\infty$) models," Working Papers, Center for Research in Economics and Statistics, number 2020-21, Jul.
• Lukas Boer & Helmut Lütkepohl, 2020, "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1905.
• Christoph Breunig & Stephan Martin, 2020, "Nonclassical Measurement Error in the Outcome Variable," Papers, arXiv.org, number 2009.12665, Sep, revised May 2021.
• Chen, Yining, 2020, "Jump or kink: note on super-efficiency in segmented linear regression break-point estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103488, Sep.
• Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2020, "Local Regression Distribution Estimators," Papers, arXiv.org, number 2009.14367, Sep, revised Jan 2021.
• Kedagni, Desire, 2019, "Identification of Treatment Effects with Mismeasured Imperfect Instruments," ISU General Staff Papers, Iowa State University, Department of Economics, number 201906030700001073, Jun.
• Masahiro Kato & Shota Yasui & Kenichiro McAlinn, 2020, "The Adaptive Doubly Robust Estimator for Policy Evaluation in Adaptive Experiments and a Paradox Concerning Logging Policy," Papers, arXiv.org, number 2010.03792, Oct, revised Jun 2021.
• Nadja Klein & Michael Stanley Smith & David J. Nott, 2020, "Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices," Papers, arXiv.org, number 2010.01844, Oct, revised May 2021.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30899, Sep.
• Sukjin Han & Shenshen Yang, 2020, "A Computational Approach to Identification of Treatment Effects for Policy Evaluation," Papers, arXiv.org, number 2009.13861, Sep, revised Aug 2023.
• David M. Kaplan, 2020, "Interpreting Unconditional Quantile Regression with Conditional Independence," Papers, arXiv.org, number 2010.03606, Oct, revised Oct 2021.
• Yayi Yan & Jiti Gao & Bin Peng, 2020, "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers, arXiv.org, number 2010.01492, Oct.
• Del Bono, Emilia & Kinsler, Josh & Pavan, Ronni, 2020, "A Note on the Importance of Normalizations in Dynamic Latent Factor Models of Skill Formation," IZA Discussion Papers, IZA Network @ LISER, number 13714, Sep.
• Kedagni, Desire & Mourifié, Ismael, 2020, "Generalized instrumental inequalities: testing the instrumental variable independence assumption," ISU General Staff Papers, Iowa State University, Department of Economics, number 202002290800001697, Feb.
• Akanksha Negi & Jeffrey M. Wooldridge, 2020, "Robust and Efficient Estimation of Potential Outcome Means under Random Assignment," Papers, arXiv.org, number 2010.01800, Oct, revised Aug 2024.
• Chuheng Zhang & Yuanqi Li & Xi Chen & Yifei Jin & Pingzhong Tang & Jian Li, 2020, "DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis," Papers, arXiv.org, number 2010.01265, Oct, revised Jan 2021.
• Item repec:hal:wpaper:hal-02946146 is not listed on IDEAS anymore

• Tullio Mancini & Hector Calvo-Pardo & Jose Olmo, 2020, "Prediction intervals for Deep Neural Networks," Papers, arXiv.org, number 2010.04044, Oct, revised May 2021.
• Hirschauer, Norbert & Gruener, Sven & Mußhoff, Oliver & Becker, Claudia, 2020, "A primer on p-value thresholds and α-levels – two different kettles of fish," SocArXiv, Center for Open Science, number d46m2, Sep, DOI: 10.31219/osf.io/d46m2.
• Marco Avellaneda & Juan Andr'es Serur, 2020, "Hierarchical PCA and Modeling Asset Correlations," Papers, arXiv.org, number 2010.04140, Oct.
• Soichiro Yamauchi, 2020, "Difference-in-Differences for Ordinal Outcomes: Application to the Effect of Mass Shootings on Attitudes toward Gun Control," Papers, arXiv.org, number 2009.13404, Sep.

Report NEP-ECM-2020-10-19

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: