Report NEP-ECM-2021-07-26

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Jun Ma & Vadim Marmer & Zhengfei Yu, 2021. "Inference on Individual Treatment Effects in Nonseparable Triangular Models," Papers 2107.05559, arXiv.org, revised Feb 2023.
• Claudia Noack & Tomasz Olma & Christoph Rothe, 2021. "Flexible Covariate Adjustments in Regression Discontinuity Designs," Papers 2107.07942, arXiv.org, revised Dec 2024.
• Javier Espinosa-Brito & Christian Hennig, 2021. "Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response," Papers 2107.04946, arXiv.org, revised Jun 2023.
• Andrew Chesher & Adam Rosen, 2020. "Structural modeling of simultaneous discrete choice," CeMMAP working papers CWP9/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Daisuke Kurisu & Taisuke Otsu, 2021. "On linearization of nonparametric deconvolution estimators for repeated measurements model," STICERD - Econometrics Paper Series 615, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Pasha Andreyanov & Grigory Franguridi, 2021. "Nonparametric inference on counterfactuals in first-price auctions," Papers 2106.13856, arXiv.org, revised Oct 2024.
• Florian Huber & Gary Koop, 2021. "Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions," Papers 2107.07804, arXiv.org.
• Shosei Sakaguchi, 2021. "Partial Identification and Inference in Duration Models with Endogenous Censoring," Papers 2107.00928, arXiv.org.
• Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2021. "Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA," Working Papers ECARES 2021-13, ULB -- Universite Libre de Bruxelles.
• Carsten H. Chong & Thomas Delerue & Guoying Li, 2021. "When Frictions are Fractional: Rough Noise in High-Frequency Data," Papers 2106.16149, arXiv.org, revised Nov 2024.
• Bo E. Honor'e & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Papers 2107.03253, arXiv.org, revised Apr 2024.
• Jeffrey D. Michler & Anna Josephson, 2021. "Recent Developments in Inference: Practicalities for Applied Economics," Papers 2107.09736, arXiv.org.
• Stefano Giglio & Dacheng Xiu & Dake Zhang, 2021. "Test Assets and Weak Factors," NBER Working Papers 29002, National Bureau of Economic Research, Inc.
• Walter Beckert & Daniel Kaliski, 2019. "Honest inference for discrete outcomes," CeMMAP working papers CWP67/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Guy Tchuente, 2021. "A Note on the Topology of the First Stage of 2SLS with Many Instruments," Papers 2106.15003, arXiv.org.
• Zdzislaw Burda & Andrzej Jarosz, 2021. "Cleaning large-dimensional covariance matrices for correlated samples," Papers 2107.01352, arXiv.org, revised Feb 2022.
• Martin Bladt & Alexander J. McNeil, 2021. "Time series models with infinite-order partial copula dependence," Papers 2107.00960, arXiv.org.
• Gaurab Aryal & Federico Zincenko, 2021. "Empirical Framework for Cournot Oligopoly with Private Information," Papers 2106.15035, arXiv.org, revised Jan 2023.
• Giacomo Bormetti & Fulvio Corsi, 2021. "A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters," Papers 2107.05263, arXiv.org, revised Feb 2022.
• Brantly Callaway & Tong Li & Irina Murtazashvili, 2021. "Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility," Papers 2107.09235, arXiv.org, revised Jun 2024.
• Gautier Marti & Victor Goubet & Frank Nielsen, 2021. "cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope," Papers 2107.10606, arXiv.org.
• Alfred Galichon, 2021. "The unreasonable effectiveness of optimal transport in economics," Papers 2107.04700, arXiv.org.