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Report NEP-ECM-2021-09-06
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:
- Wenjie Wang & Yichong Zhang, 2021, "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers, arXiv.org, number 2108.13707, Aug, revised Jan 2024.
- Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2021, "Revisiting Event Study Designs: Robust and Efficient Estimation," Papers, arXiv.org, number 2108.12419, Aug, revised Jan 2024.
- James G. MacKinnon, 2021, "Fast cluster bootstrap methods for linear regression models," Working Paper, Economics Department, Queen's University, number 1465, Sep.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Robust Bayesian Analysis for Econometrics," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-11, Aug, DOI: 10.21033/wp-2021-11.
- Honda, Toshio & 本田, 敏雄 & Lin, Chien-Tong, 2022, "Forward variable selection for ultra-high dimensional quantile regression models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2021-02, May.
- Stéphane Girard & Gilles Claude Stupfler & Antoine Usseglio-Carleve, 2021, "Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models," Post-Print, HAL, number hal-03306230, Dec, DOI: 10.1214/21-AOS2087.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2021, "Bandwidth Selection for Nonparametric Regression with Errors-in-Variables," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2104, Aug.
- François Gardes, 2021, "Biases on variances estimated on large data-sets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03325118, Mar.
- Juergen Deppner & Marcelo Cajias & Wolfgang Schäfers, 2021, "Accounting for Spatial Autocorrelation in Algorithm-Driven Hedonic Models: A Spatial Cross-Validation Approach," ERES, European Real Estate Society (ERES), number eres2021_51, Jan.
- Jin Li & Ye Luo & Xiaowei Zhang, 2021, "Dynamic Selection in Algorithmic Decision-making," Papers, arXiv.org, number 2108.12547, Aug, revised Sep 2023.
- Liu, Dungang & Li, Shaobo & Yu, Yan & Moustaki, Irini, 2020, "Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105558, Aug.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021, "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper, University Library of Munich, Germany, number 109231, Aug.
- Gordon John Anderson & Teng Wah Leo, 2021, "On Extending Stochastic Dominance Comparisons to Ordinal Variables and Generalising Hammond Dominance," Working Papers, University of Toronto, Department of Economics, number tecipa-705, Sep.
- Nguyen, Hoang & Javed, Farrukh, 2021, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Working Papers, Örebro University, School of Business, number 2021:15, Aug.
- Lang, Megan & Qiu, Wenfeng, 2021, "Cherry Picking," MetaArXiv, Center for Open Science, number as9zd, Aug, DOI: 10.31219/osf.io/as9zd.
- Mani Bayani, 2021, "Robust PCA Synthetic Control," Papers, arXiv.org, number 2108.12542, Aug, revised Oct 2021.
- Andres, Antonio Rodriguez & Otero, Abraham & Amavilah, Voxi Heinrich, 2021, "Evaluation of technology clubs by clustering: A cautionary note," MPRA Paper, University Library of Munich, Germany, number 109138, May.
- Marcelo Cajias & Willwersch Jonas & Lorenz Felix & Franz Fuerst, 2021, "Peeking inside the Black Box: Interpretable Machine Learning and Hedonic Rental Estimation," ERES, European Real Estate Society (ERES), number eres2021_104, Jan.
- Lisa Crosato & Caterina Liberati & Marco Repetto, 2021, "Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default," Papers, arXiv.org, number 2108.13914, Aug, revised Sep 2021.