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Report NEP-ECM-2021-08-09
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:
- Adam Lee & Geert Mesters, 2021, "Robust non-Gaussian inference for linear simultaneous equations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1792, Jul.
- Xiaohong Chen & Timothy M. Christensen & Sid Kankanala, 2021, "Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2292, Jul.
- Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, "“Detecting multiple level shifts in bounded time series”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202106, Jul, revised Jul 2021.
- Szymon Sacher & Laura Battaglia & Stephen Hansen, 2021, "Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data," Papers, arXiv.org, number 2107.08112, Jul, revised Feb 2024.
- Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021, "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 91, Jul.
- Seisho Sato & Naoto Kunitomo, 2021, "Backward Smoothing for Noisy Non-stationary Time Series," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-517, Jul.
- David Kohns & Tibor Szendrei, 2021, "Decoupling Shrinkage and Selection for the Bayesian Quantile Regression," Papers, arXiv.org, number 2107.08498, Jul.
- Silvia De Nicol`o & Maria Rosaria Ferrante & Silvia Pacei, 2021, "Mind the Income Gap: Bias Correction of Inequality Estimators in Small-Sized Samples," Papers, arXiv.org, number 2107.08950, Jul, revised May 2023.
- Jiafeng Chen & David M. Ritzwoller, 2021, "Semiparametric Estimation of Long-Term Treatment Effects," Papers, arXiv.org, number 2107.14405, Jul, revised Aug 2023.
- Jaime Sevilla & Alexandra Mayn, 2021, "A conditional independence test for causality in econometrics," Papers, arXiv.org, number 2107.09765, Jul.
- Item repec:rim:rimwps:21-13 is not listed on IDEAS anymore
- Felix Brunner & Ruben Hipp, 2021, "Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers," Staff Working Papers, Bank of Canada, number 21-37, Aug, DOI: 10.34989/swp-2021-37.
- Wen Su, 2021, "Volatility of S&P500: Estimation and Evaluation," Papers, arXiv.org, number 2107.09273, Jul.
- Barkowski, Scott, 2021, "Interpretation of nonlinear difference-in-differences: the role of the parallel trends assumption," MPRA Paper, University Library of Munich, Germany, number 108975, Jun.
- Gadat, Sébastien & Bercu, Bernard & Bigot, Jérémie & Siviero, Emilia, 2021, "A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport," TSE Working Papers, Toulouse School of Economics (TSE), number 21.1231, Jul.
- Martin Bruns & Michele Piffer, 2021, "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-07, Aug.
- Filip Premik, 2021, "Evaluating the 500+ child support program in Poland," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 53.
- Cem Cakmakli & Verda Ozturk, 2021, "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2110, Jul.
- Mathur, Maya B & VanderWeele, Tyler, 2021, "Methods to address confounding and other biases in meta-analyses: Review and recommendations," OSF Preprints, Center for Open Science, number v7dtq, Jul, DOI: 10.31219/osf.io/v7dtq.
- Allan W. Gregory & James McNeil & Gregor W. Smith, 2022, "US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM," Working Paper, Economics Department, Queen's University, number 1461, Apr.