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Report NEP-ECM-2021-05-31
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:
- Alyssa Carlson & Riju Joshi, 2021, "Sample Selection in Linear Panel Data Models with Heterogeneous Coefficients," Working Papers, Department of Economics, University of Missouri, number 2103.
- Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021, "Specification tests for GARCH processes," Discussion Papers, University of Copenhagen. Department of Economics, number 21-06, 05.
- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2021, "Intercept Estimation in Nonlinear Selection Models," IZA Discussion Papers, IZA Network @ LISER, number 14364, May.
- Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202107, May.
- Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021, "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers, arXiv.org, number 2105.12891, May, revised Jul 2024.
- Jiang, Peiyun & Kurozumi, Eiji, 2021, "A new test for common breaks in heterogeneous panel data models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-107, May.
- Canepa, Alessandra, 2021, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202108, Mar.
- Martin Bruns & Helmut Luetkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-04, May.
- Marina Dias & Demian Pouzo, 2021, "Inference for multi-valued heterogeneous treatment effects when the number of treated units is small," Papers, arXiv.org, number 2105.10965, May.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
- Gaillac, Christophe & Gautier, Eric, 2021, "Non Parametric Classes for Identification in Random Coefficients Models when Regressors have Limited Variation," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1218, May.
- Eric Auerbach, 2021, "Identification and Estimation of a Partially Linear Regression Model using Network Data: Inference and an Application to Network Peer Effects," Papers, arXiv.org, number 2105.10002, May.
- Stauskas, Ovidijus, 2021, "Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors," Working Papers, Lund University, Department of Economics, number 2021:9, May.
- Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020, "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15217, Aug.
- Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2020, "Quasi-Experimental Shift-Share Research Designs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15212, Aug.
- Item repec:rim:rimwps:21-12 is not listed on IDEAS anymore
- Yong Shi & Wei Dai & Wen Long & Bo Li, 2021, "Deep Kernel Gaussian Process Based Financial Market Predictions," Papers, arXiv.org, number 2105.12293, May.
- Stefan Leknes & Sturla A. Løkken, 2021, "Flexible empirical Bayes estimation of local fertility schedules. reducing small area problems and preserving regional variation," Discussion Papers, Statistics Norway, Research Department, number 953, Apr.
- Thomas von Brasch & Arvid Raknerud, 2021, "A two-stage pooled panel data estimator of demand elasticities," Discussion Papers, Statistics Norway, Research Department, number 951, Apr.
- Chemla, Gilles & Hennessy, Christopher, 2020, "Signaling, Random Assignment, and Causal Effect Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15175, Aug.
- Valencia Caicedo, Felipe, 2020, "Historical Econometrics: Instrumental Variables and Regression Discontinuity Designs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15208, Aug.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Forecasting with Shadow-Rate VARs," Working Papers, Federal Reserve Bank of Cleveland, number 21-09, Mar, DOI: 10.26509/frbc-wp-202109.