Report NEP-ECM-2018-01-08

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:

• Andrea Nocera, 2017. "Estimation and Inference in Mixed Fixed and Random Coefficient Panel Data Models," Birkbeck Working Papers in Economics and Finance 1703, Birkbeck, Department of Economics, Mathematics & Statistics.
• Ruben Loaiza-Maya & Michael Stanley Smith, 2017. "Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series," Papers 1712.09150, arXiv.org, revised Jul 2018.
• Can, S.U. & Einmahl, John & Laeven, R.J.A., 2017. "Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas," Discussion Paper 2017-052, Tilburg University, Center for Economic Research.
• Hepsag, Aycan, 2017. "New unit root tests with two smooth breaks and nonlinear adjustment," MPRA Paper 83353, University Library of Munich, Germany.
• Zacharias Psaradakis & Marian Vavra, 2017. "Normality Tests for Dependent Data," Working and Discussion Papers WP 12/2017, Research Department, National Bank of Slovakia.
• Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val, 2017. "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Papers 1712.04802, arXiv.org, revised Oct 2023.
• Zacharias Psaradakis & Martin Sola, 2017. "Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities," Birkbeck Working Papers in Economics and Finance 1702, Birkbeck, Department of Economics, Mathematics & Statistics.
• Bontemps, Christophe & Nauges, Céline, 2017. "Endogenous Variables in Binary Choice Models: Some Insights for Practitioners," TSE Working Papers 17-855, Toulouse School of Economics (TSE).
• Sven Klaassen & Jannis Kueck & Martin Spindler, 2017. "Transformation Models in High-Dimensions," Papers 1712.07364, arXiv.org.
• Alexandre Belloni & Christian Hansen & Whitney Newey, 2017. "Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables," Papers 1712.08102, arXiv.org, revised Aug 2019.
• Andrea Nocera, 2017. "Causes and Effects of Negative Definite Covariance Matrices in Swamy Type Random Coefficient Models," Birkbeck Working Papers in Economics and Finance 1704, Birkbeck, Department of Economics, Mathematics & Statistics.
• Satya Paul & Sriram Shankar, 2017. "An alternative single parameter functional form for Lorenz curve," Crawford School Research Papers 1712, Crawford School of Public Policy, The Australian National University.
• Sören Blomquist & Whitney K. Newey, 2017. "The Bunching Estimator Cannot Identify the Taxable Income Elasticity," CESifo Working Paper Series 6736, CESifo.
• Julio López-Laborda & Carmen Marín-González & Jorge Onrubia, 2017. "Estimating Engel curves: A new way to improve the SILC-HBS matching process," Working Papers 2017-15, FEDEA.
• Vira Semenova, 2017. "Debiased Machine Learning of Set-Identified Linear Models," Papers 1712.10024, arXiv.org, revised Dec 2022.
• Xinkun Nie & Stefan Wager, 2017. "Quasi-Oracle Estimation of Heterogeneous Treatment Effects," Papers 1712.04912, arXiv.org, revised Aug 2020.
• Sellner, Richard, 2017. "Non-discriminatory Trade Policies in Structural Gravity Models. Evidence from Monte Carlo Simulations," Economics Series 335, Institute for Advanced Studies.
• Zhou, Bo, 2017. "Semiparametric inference for non-LAN models," Other publications TiSEM 0ea4fd8a-937d-4c19-8f77-f, Tilburg University, School of Economics and Management.
• Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2017. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Papers 1712.09089, arXiv.org, revised May 2021.
• Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series 582, Center for Financial Studies (CFS).
• Doll, Monika, 2017. "Relative efficiency of confidence interval methods around effect sizes," FAU Discussion Papers in Economics 22/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.