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Report NEP-ECM-2021-08-23
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:
- Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021, "Culling the herd of moments with penalized empirical likelihood," Papers, arXiv.org, number 2108.03382, Aug, revised May 2022.
- Hanno Reuvers & Etienne Wijler, 2021, "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers, arXiv.org, number 2108.02864, Aug, revised Dec 2021.
- Stephen Coussens & Jann Spiess, 2021, "Improving Inference from Simple Instruments through Compliance Estimation," Papers, arXiv.org, number 2108.03726, Aug.
- Tadao Hoshino & Takahide Yanagi, 2021, "Causal Inference with Noncompliance and Unknown Interference," Papers, arXiv.org, number 2108.07455, Aug, revised Oct 2023.
- Kenwin Maung, 2021, "Estimating high-dimensional Markov-switching VARs," Papers, arXiv.org, number 2107.12552, Jul.
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2021, "Normal but Skewed?," Working Papers, CEMFI, number wp2021_2104, May.
- Ruoxuan Xiong & Allison Koenecke & Michael Powell & Zhu Shen & Joshua T. Vogelstein & Susan Athey, 2021, "Federated Causal Inference in Heterogeneous Observational Data," Papers, arXiv.org, number 2107.11732, Jul, revised Apr 2023.
- Guido Imbens & Nathan Kallus & Xiaojie Mao, 2021, "Controlling for Unmeasured Confounding in Panel Data Using Minimal Bridge Functions: From Two-Way Fixed Effects to Factor Models," Papers, arXiv.org, number 2108.03849, Aug.
- Sakae Oya & Teruo Nakatsuma, 2021, "Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution," Papers, arXiv.org, number 2108.04019, Aug.
- Amadou Barry & Karim Oualkacha & Arthur Charpentier, 2021, "Weighted asymmetric least squares regression with fixed-effects," Papers, arXiv.org, number 2108.04737, Aug.
- Nicolas Debarsy & James Lesage, 2022, "Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices," Post-Print, HAL, number hal-03046651, DOI: 10.1080/07350015.2020.1840993.
- Bastian Schäfer & Yuanhua Feng, 2021, "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 143, Aug.
- Zhaonan Qu & Ruoxuan Xiong & Jizhou Liu & Guido Imbens, 2021, "Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference," Papers, arXiv.org, number 2107.12420, Jul, revised Jun 2024.
- Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
- Subhadeep Mukhopadhyay, 2021, "Density Sharpening: Principles and Applications to Discrete Data Analysis," Papers, arXiv.org, number 2108.07372, Aug, revised Aug 2021.
- Zheng Fang, 2021, "A Unifying Framework for Testing Shape Restrictions," Papers, arXiv.org, number 2107.12494, Jul, revised Aug 2021.
- Michael Keane & Timothy Neal, 2021, "A New Perspective on Weak Instruments," Discussion Papers, School of Economics, The University of New South Wales, number 2021-05a, Jun.
- Yuanhua Feng & Bastian Schäfer, 2021, "Boundary modification in local polynomial regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 144, Aug.
- Serena Ng, 2021, "Modeling Macroeconomic Variations after Covid-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 29060, Jul.
- Muhammed Taher Al-Mudafer & Benjamin Avanzi & Greg Taylor & Bernard Wong, 2021, "Stochastic loss reserving with mixture density neural networks," Papers, arXiv.org, number 2108.07924, Aug.
- Emmanouil Sfendourakis & Ioane Muni Toke, 2021, "LOB modeling using Hawkes processes with a state-dependent factor," Papers, arXiv.org, number 2107.12872, Jul, revised Dec 2021.
- Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2021, "Multivariate decompositions and seasonal gender employment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-72, Aug.
- Arie Beresteanu, 2021, "Identification of Incomplete Preferences," Working Paper, Department of Economics, University of Pittsburgh, number 7145, Jan.