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Report NEP-ECM-2021-05-10
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:
- Jad Beyhum & Jean-Pierre Florens & Ingrid Van Keilegom, 2021, "A nonparametric instrumental approach to endogeneity in competing risks models," Papers, arXiv.org, number 2105.00946, May.
- Laurent Davezies & Xavier D'Haultf{oe}uille & Louise Laage, 2021, "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Papers, arXiv.org, number 2105.00879, May, revised Dec 2024.
- Pacifico, Antonio, 2021, "Semiparametric Forecasting Problem in High Dimensional Dynamic Panel with Correlated Random Effects: A Hierarchical Empirical Bayes Approach," MPRA Paper, University Library of Munich, Germany, number 107523.
- Santiago Acerenza & Kyunghoon Ban & D'esir'e K'edagni, 2021, "Local Average and Marginal Treatment Effects with a Misclassified Treatment," Papers, arXiv.org, number 2105.00358, May, revised Sep 2024.
- Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021, "Automatic Debiased Machine Learning via Riesz Regression," Papers, arXiv.org, number 2104.14737, Apr, revised Mar 2024.
- Eric Benhamou, 2021, "Distribution and statistics of the Sharpe Ratio," Working Papers, HAL, number hal-03207169, Apr.
- Forni, Mario & Gambetti, Luca & Sala, Luca, 2021, "Downside and Upside Uncertainty Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15881, Mar.
- Christophe Chorro & Emmanuelle Jay & Philippe De Peretti & Thibault Soler, 2021, "Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21013, Apr.
- Timmermann, Allan & Zhu, Yinchu, 2021, "Conditional Rotation Between Forecasting Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15917, Mar.
- Yong Cai, 2021, "A Modified Randomization Test for the Level of Clustering," Papers, arXiv.org, number 2105.01008, May, revised Jan 2022.
- Benjamin Poignard & Manabu Asai, 2021, "Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-03, Apr.
- Qingfeng Liu & Yang Feng, 2021, "Machine Collaboration," Papers, arXiv.org, number 2105.02569, May, revised Feb 2024.
- Nikolay Iskrev, 2021, "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w202105.
- Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021, "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0621, Jun, revised Jun 2021.