Report NEP-ECM-2018-06-25

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:

• Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018. "Bayesian Dynamic Tensor Regression," Working Papers 2018:13, Department of Economics, University of Venice "Ca' Foscari".
• Bruce E. Hansen & Seojeong Jay Lee, 2018. "Inference for Iterated GMM Under Misspecification and Clustering," Discussion Papers 2018-07, School of Economics, The University of New South Wales.
• Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers 2018:14, Department of Economics, University of Venice "Ca' Foscari".
• Denis Nekipelov & Vira Semenova & Vasilis Syrgkanis, 2018. "Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models," Papers 1806.04823, arXiv.org, revised Sep 2021.
• Yuya Sasaki & Takuya Ura, 2018. "Estimation and Inference for Policy Relevant Treatment Effects," Papers 1805.11503, arXiv.org, revised Jul 2020.
• Benjamin Williams, 2018. "Identification of the Linear Factor Model," Working Papers 2018-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Andreas Masuhr, 2018. "Bayesian Estimation of Generalized Partition of Unity Copulas," CQE Working Papers 7318, Center for Quantitative Economics (CQE), University of Muenster.
• Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
• Leschinski, Christian & Sibbertsen, Philipp, 2018. "The Periodogram of Spurious Long-Memory Processes," Hannover Economic Papers (HEP) dp-632, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018. "LASSO-Driven Inference in Time and Space," Papers 1806.05081, arXiv.org, revised May 2020.
• Matteo Iacopini & Dominique Guégan, 2018. "Nonparametric Forecasting of Multivariate Probability Density Functions," Working Papers 2018:15, Department of Economics, University of Venice "Ca' Foscari".
• Knaus, Michael C., 2018. "A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student's Skills," IZA Discussion Papers 11547, Institute of Labor Economics (IZA).
• Vanessa Berenguer Rico & Ines Wilms, 2018. "White heteroscedasticty testing after outlier removal," Economics Series Working Papers 853, University of Oxford, Department of Economics.
• Benjamin Williams, 2018. "Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity," Working Papers 2018-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Nicky L. Grant & Richard J. Smith, 2018. "GEL-Based Inference from Unconditional Moment Inequality Restrictions," Economics Discussion Paper Series 1802, Economics, The University of Manchester.
• Andreas Tryphonides, 2018. "Tilting Approximate Models," Papers 1805.10869, arXiv.org, revised Mar 2024.
• Michael Pfarrhofer & Philipp Piribauer, 2018. "Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models," Papers 1805.10822, arXiv.org.
• Max Tabord-Meehan, 2018. "Stratification Trees for Adaptive Randomization in Randomized Controlled Trials," Papers 1806.05127, arXiv.org, revised Jul 2022.
• Igor L. Kheifets & Pentti J. Saikkonen, 2018. "Stationarity and ergodicity of vector STAR models," Papers 1805.11311, arXiv.org, revised Aug 2019.
• Aronsson, Thomas & Jenderny, Katharina & Lanot, Gauthier, 2018. "Alternative parametric bunching estimators of the ETI," Umeå Economic Studies 956, Umeå University, Department of Economics.
• David Dale & Andrei Sirchenko, 2018. "Estimation of Nested and Zero-Inflated Ordered Probit Models," HSE Working papers WP BRP 193/EC/2018, National Research University Higher School of Economics.
• Brigham R. Frandsen & Lars J. Lefgren, 2018. "Partial Identification of the Distribution of Treatment Effects with an Application to the Knowledge Is Power Program (KIPP)," NBER Working Papers 24616, National Bureau of Economic Research, Inc.
• Golubev, Yuri & Safarian, Mher M., 2018. "On robust stopping times for detecting changes in distribution," Working Paper Series in Economics 116, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Anastasiou, Andreas, 2017. "Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables," LSE Research Online Documents on Economics 83635, London School of Economics and Political Science, LSE Library.
• Zhu, Yajing & Steele, Fiona & Moustaki, Irini, 2017. "A general 3-step maximum likelihood approach to estimate the effects of multiple latent categorical variables on a distal outcome," LSE Research Online Documents on Economics 81850, London School of Economics and Political Science, LSE Library.
• Jackson, Emerson Abraham, 2018. "Theoretical and Methodological Context of (Post)-Modern Econometrics and Competing Philosophical Discourses for Policy Prescription," MPRA Paper 86796, University Library of Munich, Germany, revised 19 May 2018.
• Karol Gellert & Erik Schlögl, 2018. "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Research Paper Series 392, Quantitative Finance Research Centre, University of Technology, Sydney.