Report NEP-ECM-2015-02-05

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:

• Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper 2015-002, Tilburg University, Center for Economic Research.
• Wu, Billy & Yao, Qiwei & Zhu, Shiwu, 2013. "Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood," LSE Research Online Documents on Economics 50043, London School of Economics and Political Science, LSE Library.
• Rothe, Christoph, 2015. "Robust Confidence Intervals for Average Treatment Effects under Limited Overlap," IZA Discussion Papers 8758, Institute of Labor Economics (IZA).
• Audrino, Francesco & Camponovo, Lorenzo & Roth, Constantin, 2015. "Testing the lag structure of assets’ realized volatility dynamics," Economics Working Paper Series 1501, University of St. Gallen, School of Economics and Political Science.
• Helene Roth & Stefan Lang & Helga Wagner, 2015. "Random intercept selection in structured additive regression models," Working Papers 2015-02, Faculty of Economics and Statistics, Universität Innsbruck.
• David Card & David S. Lee & Zhuan Pei & Andrea Weber, 2015. "Inference on Causal Effects in a Generalized Regression Kink Design," Upjohn Working Papers 15-218, W.E. Upjohn Institute for Employment Research.
• Andrew J. Buck & George M. Lady, 2015. "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers 1506, Department of Economics, Temple University.
• Ismael Mourifie & Yuanyuan Wan, 2015. "(Partially) Identifying potential outcome distributions in triangular systems," Working Papers tecipa-532, University of Toronto, Department of Economics.
• KUROZUMI, Eiji & 黒住, 英司 & YAMAMOTO, Yohei & 山本, 庸平, 2015. "Confidence Sets for the Break Date Based on Optimal Tests," Discussion Papers 2015-01, Graduate School of Economics, Hitotsubashi University.
• Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014. "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers 0181, Dipartimento di Scienze Economiche "Marco Fanno".
• Daniela Marella & Mauro Mezzini & Paola Vicard, 2015. "Improving Discretization Exploiting Dependence Structure," Departmental Working Papers of Economics - University 'Roma Tre' 0199, Department of Economics - University Roma Tre.
• Komarova, Tatiana, 2013. "A new approach to identifying generalized competing risks models with application to second-price auctions," LSE Research Online Documents on Economics 50245, London School of Economics and Political Science, LSE Library.
• Morales, Raffaello & Di Matteo, T. & Aste, Tomaso, 2014. "Dependency structure and scaling properties of financial time series are related," LSE Research Online Documents on Economics 56622, London School of Economics and Political Science, LSE Library.
• Thomas Boyer-Kassem & Sébastien Duchêne & Eric Guerci, 2015. "Testing Quantum-like Models of Judgment for Question Order Effects," GREDEG Working Papers 2015-06, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Kuha, Jouni & Jackson, Jonathan, 2014. "The item count method for sensitive survey questions: modelling criminal behaviour," LSE Research Online Documents on Economics 48069, London School of Economics and Political Science, LSE Library.
• Frank T. Denton & Dean C. Mountain, 2015. "Biases in Consumer Elasticities Based on Micro and Aggregate Data: An Integrated Framework and Empirical Evaluation," Department of Economics Working Papers 2015-01, McMaster University.