Report NEP-ECM-2018-04-16

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:

• Alessandro Casini & Pierre Perron, 2018. "Generalized Laplace Inference in Multiple Change-Points Models," Papers 1803.10871, arXiv.org, revised Jan 2021.
• Peng, Liang & Yao, Qiwei, 2017. "Estimating conditional means with heavy tails," LSE Research Online Documents on Economics 73082, London School of Economics and Political Science, LSE Library.
• Giovanni Angelini & Paolo Gorgi, 2018. "DSGE Models with Observation-Driven Time-Varying parameters," Tinbergen Institute Discussion Papers 18-030/III, Tinbergen Institute.
• Hirukawa, Masayuki & Prokhorov, Artem, 2017. "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers 2123/18063, University of Sydney Business School, Discipline of Business Analytics.
• Li, Kunpeng, 2018. "Spatial panel data models with structural change," MPRA Paper 85388, University Library of Munich, Germany.
• Jonathan Roth, 2018. "Should We Adjust for the Test for Pre-trends in Difference-in-Difference Designs?," Papers 1804.01208, arXiv.org, revised May 2018.
• Bontemps, Christian, 2018. "Moment-based tests under parameter uncertainty," IDEI Working Papers 18-883, Institut d'Économie Industrielle (IDEI), Toulouse.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Endogenous Uncertainty," Working Papers (Old Series) 1805, Federal Reserve Bank of Cleveland.
• Timothy B. Armstrong & Michal Koles'ar, 2017. "Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness," Papers 1712.04594, arXiv.org, revised Jan 2021.
• Clarke, Damian, 2018. "A Convenient Omitted Variable Bias Formula for Treatment Effect Models," MPRA Paper 85236, University Library of Munich, Germany.
• Costa, Manon & Gadat, Sébastien & Gonnord, Pauline & Risser, Laurent, 2018. "Cytometry inference through adaptive atomic deconvolution," TSE Working Papers 18-905, Toulouse School of Economics (TSE).
• Florian Huber & Tam'as Krisztin & Michael Pfarrhofer, 2018. "A Bayesian panel VAR model to analyze the impact of climate change on high-income economies," Papers 1804.01554, arXiv.org, revised Feb 2021.
• Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
• Alessandro Casini & Pierre Perron, 2018. "Continuous Record Asymptotics for Change-Points Models," Papers 1803.10881, arXiv.org, revised Nov 2021.
• Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
• Skrobotov Anton, 2018. "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers wpaper-2018-302, Gaidar Institute for Economic Policy, revised 2018.
• Harin, Alexander, 2018. "Forbidden zones and biases for the expectation of a random variable. Version 2," MPRA Paper 85607, University Library of Munich, Germany.
• Daniel Kinn, 2018. "Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning," Papers 1804.01764, arXiv.org, revised Jul 2018.
• Gualdani, Cristina, 2018. "An Econometric Model of Network Formation with an Application to Board Interlocks between Firms," TSE Working Papers 17-898, Toulouse School of Economics (TSE), revised Jul 2019.
• Michel Fliess & Cédric Join & Cyril Voyant, 2018. "Prediction bands for solar energy: New short-term time series forecasting techniques," Post-Print hal-01736518, HAL.
• Li, Weiming & Gao, Jing & Li, Kunpeng & Yao, Qiwei, 2016. "Modelling multivariate volatilities via latent common factors," LSE Research Online Documents on Economics 68121, London School of Economics and Political Science, LSE Library.
• Öberg, Stefan, 2018. "Instrumental variables based on twin births are by definition not valid," Göteborg Papers in Economic History 23, University of Gothenburg, Unit for Economic History.