Report NEP-ECM-2018-04-30

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:

• Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2018. "On the Estimation of Treatment Effects with Endogenous Misreporting," IZA Discussion Papers 11426, Institute of Labor Economics (IZA).
• Robert Pal Lieli & Yu-Chin Hsu, 2018. "Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors," CEU Working Papers 2018_1, Department of Economics, Central European University.
• Chiu, Ching-Wai (Jeremy) & hayes, simon & kapetanios, george & Theodoridis, Konstantinos, 2018. "A new approach for detecting shifts in forecast accuracy," Bank of England working papers 721, Bank of England.
• Tsionas, Mike & Malikov, Emir & Kumbhakar, Subal C., 2018. "An Internally Consistent Approach to the Estimation of Market Power and Cost Efficiency with an Application to U.S. Banking," MPRA Paper 85811, University Library of Munich, Germany.
• Stephen Wright & James Mitchell & Donald Robertson, 2018. "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance 1804, Birkbeck, Department of Economics, Mathematics & Statistics.
• Doucouliagos, Chris & Paldam, Martin & Stanley, T. D., 2018. "Skating on Thin Evidence: Implications for Public Policy," IZA Discussion Papers 11424, Institute of Labor Economics (IZA).
• Sevrin Waights, 2018. "Does gentrification displace poor households? An 'identification-via-interaction' approach," CEP Discussion Papers dp1540, Centre for Economic Performance, LSE.
• João Madeira & Nuno Palma, 2018. "Measuring Monetary Policy Deviations from the Taylor Rule," Economics Discussion Paper Series 1803, Economics, The University of Manchester.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.