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Report NEP-ECM-2021-05-17
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:
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2108, revised May 2021.
- Tingguo Zheng & Han Xiao & Rong Chen, 2021, "Generalized Autoregressive Moving Average Models with GARCH Errors," Papers, arXiv.org, number 2105.05532, May.
- Hauber, Philipp & Schumacher, Christian, 2021, "Precision-based sampling with missing observations: A factor model application," Discussion Papers, Deutsche Bundesbank, number 11/2021.
- Guido M. Kuersteiner & Ingmar R. Prucha & Ying Zeng, 2021, "Efficient Peer Effects Estimators with Group Effects," Papers, arXiv.org, number 2105.04330, May, revised Apr 2022.
- Kim, Namhyun & W. Saart, Patrick, 2021, "Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/9, May.
- Bodnar, Olha & Bodnar, Taras, 2021, "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers, Örebro University, School of Business, number 2021:5, May.
- Dong, C. & Li, S., 2021, "Specification Lasso and an Application in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2139, May.
- Reisinger, Markus & Berg, Tobias & Streitz, Daniel, 2020, "Spillover Effects in Empirical Corporate Finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15549, Dec.
- W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Modeling and predicting agricultural land use in England based on spatially high-resolution data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/7, May.
- Guastadisegni, Lucia & Cagnone, Silvia & Moustaki, Irini & Vasdekis, Vassilis, 2022, "Use of the Lagrange multiplier test for assessing measurement invariance under model misspecification," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110358, Apr.
- Rustam Ibragimov & Paul Kattuman & Anton Skrobotov, 2021, "Robust Inference on Income Inequality: $t$-Statistic Based Approaches," Papers, arXiv.org, number 2105.05335, May, revised Nov 2021.
- Eric Auerbach & Hongchang Guo & Max Tabord-Meehan, 2021, "The Local Approach to Causal Inference under Network Interference," Papers, arXiv.org, number 2105.03810, May, revised Mar 2025.
- Julián Martínez-Iriarte, 2021, "Sensitivity analysis in unconditional quantile effects," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 52, Apr.
- Geoffrey Ducournau, 2021, "Bayesian inference and superstatistics to describe long memory processes of financial time series," Papers, arXiv.org, number 2105.04171, May.
- Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021, "Estimating macro models and the potentially misleading nature of Bayesian estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15684, Jan.
- Bart Capéau & Liebrecht De Sadeleer & Sebastiaan Maes & André Decoster, 2020, "Nonparametric welfare analysis for discrete choice: levels and differences of individual and social welfare," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 674666.
- Silva Lopes, Artur C., 2021, "Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test," MPRA Paper, University Library of Munich, Germany, number 107676, Mar, revised 19 Mar 2021.
- Öberg, Stefan, 2021, "Treatment for natural experiments: How to improve causal estimates using conceptual definitions and substantive interpretations," SocArXiv, Center for Open Science, number pkyue, May, DOI: 10.31219/osf.io/pkyue.
- Saparya Suresh & Malay Bhattacharya, 2021, "Normal Mixture Process," Working papers, Indian Institute of Management Kozhikode, number 410, Mar.
- Schiraldi, Pasquale & Levy, Matthew R., 2021, "Identification of Dynamic Discrete-Continuous Choice Models, with an Application to Consumption-Savings-Retirement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15719, Jan.
- Kyle Butts, 2021, "Difference-in-Differences Estimation with Spatial Spillovers," Papers, arXiv.org, number 2105.03737, May, revised Jun 2023.
- Saparya Suresh & Malay Bhattacharya, 2021, "Testing the Change in Correlation Structure across Markets : High-Dimensional Data," Working papers, Indian Institute of Management Kozhikode, number 411, Mar.
- Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021, "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 61, Apr.