Report NEP-ECM-2019-06-24

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:

• Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & O. Scaillet, 2019. "Saddlepoint Approximations for Spatial Panel Data Models," Swiss Finance Institute Research Paper Series 19-18, Swiss Finance Institute, revised Mar 2019.
• Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019. "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers 19/715, School of Economics, University of Bristol, UK.
• George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure," SERIES 03-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
• Mengheng Li & Ivan Mendieta-Munoz, 2019. "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series 2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• St'ephane Bonhomme & Martin Weidner, 2019. "Posterior Average Effects," Papers 1906.06360, arXiv.org, revised Sep 2021.
• Bartalotti, Otávio & Brummet, Quentin & Dieterle, Steven G., 2019. "A Correction for Regression Discontinuity Designs with Group-Specific Mismeasurement of the Running Variable," IZA Discussion Papers 12366, Institute of Labor Economics (IZA).
• Marc Hallin & Gilles Nisol & Shahin Tavakoli, 2019. "High-Dimensional Functional Factor Models," Working Papers ECARES 2019-16, ULB -- Universite Libre de Bruxelles.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
• Graham Elliott & Nikolay Kudrin & Kaspar Wuthrich, 2019. "Detecting p-hacking," Papers 1906.06711, arXiv.org, revised May 2021.
• Bruno Ferman, 2019. "On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls," Papers 1906.06665, arXiv.org, revised May 2020.
• Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2019. "lpdensity: Local Polynomial Density Estimation and Inference," Papers 1906.06529, arXiv.org, revised Feb 2021.
• Kleijnen, Jack & van Beers, W.C.M., 2019. "Statistical Tests for Cross-Validation of Kriging Models," Discussion Paper 2019-022, Tilburg University, Center for Economic Research.
• Laura Palagi & Ruggiero Seccia, 2019. "Online Block Layer Decomposition schemes for training Deep Neural Networks," DIAG Technical Reports 2019-06, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Christophe Chesneau & Salima El Kolei & Junke Kou & Fabien Navarro, 2019. "Nonparametric estimation in a regression model with additive and multiplicative noise," Papers 1906.07695, arXiv.org, revised Jun 2020.
• Arthur Charpentier & Emmanuel Flachaire, 2019. "Pareto Models for Top Incomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02145024, HAL.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series 19-27, Swiss Finance Institute, revised May 2019.
• Christelis, Dimitris & Messina, Julián, 2019. "Partial Identification of Population Average and Quantile Treatment Effects in Observational Data under Sample Selection," IDB Publications (Working Papers) 9520, Inter-American Development Bank.
• Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019. "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers 1906.00059, arXiv.org.
• Vahagn Grigoryan & Arpine Dallakyan, 2007. "Equilibrium Real Exchange Rate Model of Armenia," Working Papers 1, Central Bank of the Republic of Armenia.
• Taisuke Otsu & Mengshan Xu, 2019. "Score estimation of monotone partially linear index model," STICERD - Econometrics Paper Series 603, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.