Report NEP-ECM-2018-02-12

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:

• Dogan, Osman & Taspinar, Suleyman, 2016. "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper 82829, University Library of Munich, Germany.
• Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," CHaRMS Working Papers 18-01, Centre for HeAlth Research at the Management School (CHaRMS).
• Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
• Harin, Alexander, 2018. "Forbidden zones for the expectation of a random variable. New version 1," MPRA Paper 84248, University Library of Munich, Germany.
• Pavlo Mozharovskyi & Julie Josse & François Husson, 2017. "Nonparametric imputation by data depth," Working Papers 2017-72, Center for Research in Economics and Statistics.
• Richard T. Carson & Mikołaj Czajkowski, 2018. "A New Baseline Model for Estimating Willingness to Pay from Discrete Choice Models," Working Papers 2018-04, Faculty of Economic Sciences, University of Warsaw.
• Federico Crudu, 2017. "Errors-in-Variables Models with Many Proxies," Department of Economics University of Siena 774, Department of Economics, University of Siena.
• Denisa Roberts & Douglas Patterson, 2018. "A Second Order Cumulant Spectrum Test That a Stochastic Process is Strictly Stationary and a Step Toward a Test for Graph Signal Strict Stationarity," Papers 1801.06727, arXiv.org, revised Mar 2020.
• Emanuele Bacchiocchi & Andrea Bastianin & Alessandro Missale & Eduardo Rossi, 2018. "Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows," Papers 1802.00793, arXiv.org.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Testing the Number of Regimes in Markov Regime Switching Models," Papers 1801.06862, arXiv.org, revised Jan 2018.
• Olivier Collier & Arnak Dalalyan, 2017. "Estimating linear functionals of a sparse family of Poisson means Price Discrimination," Working Papers 2017-19, Center for Research in Economics and Statistics.
• Alexandra Carpentier & Olga Klopp & Matthias Löffler, 2017. "Constructing confidence sets for the matrix completion problem," Working Papers 2017-41, Center for Research in Economics and Statistics.
• Fischer, Thomas & Krauss, Christopher & Treichel, Alex, 2018. "Machine learning for time series forecasting - a simulation study," FAU Discussion Papers in Economics 02/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Iv'an Fern'andez-Val & Aico van Vuuren & Francis Vella, 2018. "Nonseparable Sample Selection Models with Censored Selection Rules," Papers 1801.08961, arXiv.org, revised Sep 2020.
• J. Eduardo Vera-Vald'es, 2018. "Nonfractional Memory: Filtering, Antipersistence, and Forecasting," Papers 1801.06677, arXiv.org.
• Martin Feldkircher & Florian Huber & Gregor Kastner, 2018. "Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?," Department of Economics Working Papers wuwp260, Vienna University of Economics and Business, Department of Economics.