Printed from https://ideas.repec.org/n/nep-ecm/2021-01-18.html
Report NEP-ECM-2021-01-18
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:
- Karun Adusumilli & Taisuke Otsu & Chen Qiu, 2020, "Reweighted nonparametric likelihood inference for linear functionals," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 614, Nov.
- Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021, "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202104, Jan, revised Jan 2021.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2019, "Nonparametric intermediate order regression quantiles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 608, Nov.
- Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202103, Jan, revised Jan 2021.
- Yukitoshi Matsushita & Taisuke Otsu, 2020, "Second-order refinements for t-ratios with many instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 612, May.
- Yukitoshi Matsushita & Taisuke Otsu, 2020, "Jackknife Lagrange multiplier test with many weak instruments," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 613, Aug.
- Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020, "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series, Institute for Advanced Studies, number 27, Dec.
- Paul Ho & Thomas A. Lubik & Christian Matthes, 2020, "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper, Federal Reserve Bank of Richmond, number 20-10, Aug, DOI: 10.21144/wp20-10.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020, "Optimal Minimax Rates against Non-smooth Alternatives," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1051, Dec.
- V A Hajivassiliou, 2019, "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 610, Nov.
- Malo, Pekka & Eskelinen, Juha & Zhou, Xun & Kuosmanen, Timo, 2020, "Computing Synthetic Controls Using Bilevel Optimization," MPRA Paper, University Library of Munich, Germany, number 104085, Nov.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020, "Smooth Robust Multi-Horizon Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2020-009, Dec.