Report NEP-ECM-2017-08-13

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:

• Ruben Crevits & Christophe Croux, 2017. "Robust estimation of linear state space models," Working Papers of Department of Decision Sciences and Information Management, Leuven 588734, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Shosei Sakaguchi, 2017. "Estimation of Average Treatment Effects Using Panel Data when Treatment Effects Are Heterogeneous by Unobserved Fixed Effects," KIER Working Papers 970, Kyoto University, Institute of Economic Research.
• Do Won Kwak & Kam Ki Tang & Juyoung Cheong, 2017. "The projection approach for multi-way error components models with partially balanced panel data," Discussion Papers Series 583, School of Economics, University of Queensland, Australia.
• Matteo Barigozzi & Lorenzo Trapani, 2017. "Sequential testing for structural stability in approximate factor models," Papers 1708.02786, arXiv.org, revised Mar 2020.
• Deniz Akinc & Martina Vandebroek, 2017. "Estimating the mixed logit model by maximum simulated likelihood and hierarchical Bayes," Working Papers of Department of Decision Sciences and Information Management, Leuven 588550, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• David T. Frazier & Tatsushi Oka & Dan Zhu, 2017. "Indirect Inference with a Non-Smooth Criterion Function," Papers 1708.02365, arXiv.org, revised Jul 2019.
• Thomas Kneib & Nikolaus Umlauf, 2017. "A Primer on Bayesian Distributional Regression," Working Papers 2017-13, Faculty of Economics and Statistics, Universität Innsbruck.
• Ferman, Bruno & Ponczek, Vladimir, 2017. "Should we drop covariate cells with attrition problems?," MPRA Paper 80686, University Library of Munich, Germany.
• Michael B. Gordy & Alexander J. McNeil, 2017. "Spectral backtests of forecast distributions with application to risk management," Papers 1708.01489, arXiv.org, revised Jul 2019.
• Ruben Crevits & Christophe Croux, 2017. "Forecasting using robust exponential smoothing with damped trend and seasonal components," Working Papers of Department of Decision Sciences and Information Management, Leuven 588812, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Aufenanger, Tobias, 2018. "Treatment allocation for linear models," FAU Discussion Papers in Economics 14/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2018.
• Austin Nichols & Linden McBride, 2017. "Propensity Scores and Causal Inference Using Machine Learning Methods," 2017 Stata Conference 13, Stata Users Group.
• Luca Barbaglia & Christophe Croux & Ines Wilms, 2017. "Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach," Papers 1708.02073, arXiv.org.
• Golan, Amos & LaFrance, Jeffrey T & Perloff, Jeffrey M. & Seabold, Skipper, 2017. "Estimating a Demand System with Choke Prices," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt4qt9q8vr, Department of Agricultural & Resource Economics, UC Berkeley.
• Joseph P. Romano & Michael Wolf, 2017. "Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap," ECON - Working Papers 254, Department of Economics - University of Zurich.
• JIANG, Peiyun & 蒋, 佩芸 & KUROZUMI, Eiji & 黒住, 英司, 2017. "Power Properties of the Modified CUSUM Tests," Discussion Papers 2017-05, Graduate School of Economics, Hitotsubashi University.
• David T. Frazier & Christian P. Robert & Judith Rousseau, 2017. "Model Misspecification in ABC: Consequences and Diagnostics," Papers 1708.01974, arXiv.org, revised Jul 2019.
• Ralf Brüggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
• Peter Z. Schochet, "undated". "What is Design-Based Causal Inference and Why Should I Use It?," Mathematica Policy Research Reports 82a207630f374ef6a7dfd4a60, Mathematica Policy Research.
• Ottaviani, Marco & Di Tillio, Alfredo & Sørensen, Peter Norman, 2017. "Strategic Sample Selection," CEPR Discussion Papers 12202, C.E.P.R. Discussion Papers.