Report NEP-ECM-2017-07-30

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:

• Lovcha, Yuliya & Pérez Laborda, Alejandro, 2016. "Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis," Working Papers 2072/290743, Universitat Rovira i Virgili, Department of Economics.
• Mikio Ito & Akihiko Noda & Tatsuma Wada, 2017. "An Alternative Estimation Method of a Time-Varying Parameter Model," Papers 1707.06837, arXiv.org, revised Dec 2017.
• Rahul Mukherjee, 2017. "Causal Inference Using Potential Outcomes for a General Assignment Scheme," Proceedings of International Academic Conferences 4607283, International Institute of Social and Economic Sciences.
• Ryan T. Godwin & David E. Giles, 2017. "Analytic Bias Correction for Maximum Likelihood Estimators When the Bias Function is Non-Constant," Econometrics Working Papers 1702, Department of Economics, University of Victoria.
• Catherine Hausman & David S. Rapson, 2017. "Regression Discontinuity in Time: Considerations for Empirical Applications," NBER Working Papers 23602, National Bureau of Economic Research, Inc.
• Castagnetti, Carolina & Rosti, Luisa & Töpfer, Marina, 2017. "The convergence of the gender pay gap: An alternative estimation approach," Hohenheim Discussion Papers in Business, Economics and Social Sciences 14-2017, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Jeremy T. Fox, 2017. "A Note on Nonparametric Identification of Distributions of Random Coefficients in Multinomial Choice Models," NBER Working Papers 23621, National Bureau of Economic Research, Inc.
• Gloria Gheno, 2017. "A new semiparametric approach for mediation analyses," Proceedings of International Academic Conferences 5007336, International Institute of Social and Economic Sciences.
• Fabian Eckert & Costas Arkolakis, 2017. "Combinatorial Discrete Choice," 2017 Meeting Papers 249, Society for Economic Dynamics.
• Daniel Benjamin & James Berger & Magnus Johannesson & Brian Nosek & E. Wagenmakers & Richard Berk & Kenneth Bollen & Bjorn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Christopher Chambe, 2017. "Redefine Statistical Significance," Artefactual Field Experiments 00612, The Field Experiments Website.
• Zeya Zhang & Weizheng Chen & Hongfei Yan, 2017. "Stock Prediction: a method based on extraction of news features and recurrent neural networks," Papers 1707.07585, arXiv.org.
• Luciano Lopez & Sylvain Weber, 2017. "Testing for Granger causality in panel data," IRENE Working Papers 17-03, IRENE Institute of Economic Research.