Report NEP-ECM-2020-12-14This 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.
The following items were announced in this report:
- Akanksha Negi, 2020. "Doubly weighted M-estimation for nonrandom assignment and missing outcomes," Papers 2011.11485, arXiv.org.
- In Choi & Sanghyun Jung, 2020. "Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels," Working Papers 2007, Research Institute for Market Economy, Sogang University.
- Fei Liu & Jiti Gao & Yanrong Yang, 2020. "Time-Varying Panel Data Models with an Additive Factor Structure," Monash Econometrics and Business Statistics Working Papers 42/20, Monash University, Department of Econometrics and Business Statistics.
- Frédérique Bec & Alain Guay, 2020. "A simple unit root test consistent against any stationary alternative," THEMA Working Papers 2020-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Tomasz Olma, 2020. "Nonparametric Estimation of Truncated Conditional Expectation Functions," CRC TR 224 Discussion Paper Series crctr224_2020_244, University of Bonn and University of Mannheim, Germany.
- Zhaoxing Gao & Ruey S. Tsay, 2020. "A Two-Way Transformed Factor Model for Matrix-Variate Time Series," Papers 2011.09029, arXiv.org.
- Dong, Hao & Millimet, Daniel L., 2020. "Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions," IZA Discussion Papers 13893, Institute of Labor Economics (IZA).
- Silvia Noirjean & Marco Mariani & Alessandra Mattei & Fabrizia Mealli, 2020. "Exploiting network information to disentangle spillover effects in a field experiment on teens' museum attendance," Papers 2011.11023, arXiv.org, revised May 2022.
- David M. Kaplan, 2020. "Inference on Consensus Ranking of Distributions," Working Papers 2010, Department of Economics, University of Missouri.
- David M. Kaplan, 2020. "Assessing Policy Effects with Unconditional Quantile Regression," Working Papers 2011, Department of Economics, University of Missouri.
- Won-Ki Seo, 2020. "Fully Modified Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Jun 2022.
- Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," AMSE Working Papers 2038, Aix-Marseille School of Economics, France.
- Einmahl, John & Segers, Johan, 2020. "Empirical Tail Copulas for Functional Data," Other publications TiSEM edc722e6-cc70-4221-87a2-8, Tilburg University, School of Economics and Management.
- Srijan Sood & Zhen Zeng & Naftali Cohen & Tucker Balch & Manuela Veloso, 2020. "Visual Time Series Forecasting: An Image-driven Approach," Papers 2011.09052, arXiv.org, revised Nov 2021.
- G.M. Gallo & D. Lacava & E. Otranto, 2020. "On Classifying the Effects of Policy Announcements on Volatility," Working Paper CRENoS 202008, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Stefan Hubner, 2020. "It's complicated: A Non-parametric Test of Preference Stability between Singles and Couples," Bristol Economics Discussion Papers 20/735, School of Economics, University of Bristol, UK.
- Kaiser, Caspar & Vendrik, Maarten C.M., 2020. "How threatening are transformations of happiness scales to subjective wellbeing research?," Research Memorandum 032, Maastricht University, Graduate School of Business and Economics (GSBE).