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Report NEP-ECM-2021-10-11
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:
- Ximing Wu, 2021, "Hierarchical Gaussian Process Models for Regression Discontinuity/Kink under Sharp and Fuzzy Designs," Papers, arXiv.org, number 2110.00921, Oct, revised Feb 2022.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021, "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper, University Library of Munich, Germany, number 110031, Oct.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021, "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper, University Library of Munich, Germany, number 110034, Oct.
- Bertille Antoine & Pascal Lavergne, 2021, "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers, Department of Economics, Simon Fraser University, number dp21-12, Oct.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Tests for random coefficient variation in vector autoregressive models," Working Papers, CEMFI, number wp2021_2108, Sep.
- Stanislav Anatolyev & Vladimir Pyrlik, 2021, "Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp699, Aug.
- Victor Chernozhukov & Whitney K. Newey & Victor Quintas-Martinez & Vasilis Syrgkanis, 2021, "RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests," Papers, arXiv.org, number 2110.03031, Oct, revised Jun 2022.
- Ming Li, 2021, "Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model," Papers, arXiv.org, number 2110.00982, Oct, revised Feb 2026.
- Bao Hoang Nguyen & Léopold Simar & Valentin Zelenyuk, 2021, "Data Sharpening for improving CLT approximations for DEA-type efficiency estimators," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP142021, Sep.
- Phillip Heiler & Michael C. Knaus, 2021, "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," Papers, arXiv.org, number 2110.01427, Oct, revised Aug 2023.
- Shaomin Li & Haoyu Wei & Xiaoyu Lei, 2021, "Heterogeneous Overdispersed Count Data Regressions via Double Penalized Estimations," Papers, arXiv.org, number 2110.03552, Oct, revised Feb 2022.
- Lucchetti, Riccardo & Valentini, Francesco, 2021, "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper, University Library of Munich, Germany, number 110033, Oct.
- Shijia Song & Handong Li, 2021, "A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score," Papers, arXiv.org, number 2110.02953, Oct.
- Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2021, "Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082021, Jun.
- Shijia Song & Handong Li, 2021, "Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score," Papers, arXiv.org, number 2110.02492, Oct.
- Charles F. Manski, 2021, "Probabilistic Prediction for Binary Treatment Choice: with focus on personalized medicine," Papers, arXiv.org, number 2110.00864, Oct.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers, arXiv.org, number 2110.03411, Oct.
- Yuta Kurose, 2021, "Stochastic volatility model with range-based correction and leverage," Papers, arXiv.org, number 2110.00039, Sep, revised Oct 2021.
- Xingwei Hu, 2021, "Feature Selection by a Mechanism Design," Papers, arXiv.org, number 2110.02419, Oct.