Report NEP-ECM-2018-08-13

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:

• Helmut Lütkepohl & Thore Schlaak, 2018. "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin 1750, DIW Berlin, German Institute for Economic Research.
• Eric Blankmeyer, 2018. "Measurement Errors as Bad Leverage Points," Papers 1807.02814, arXiv.org, revised Mar 2020.
• Amaresh K Tiwari, 2018. "Panel Data Binary Response Model In A Triangular System," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 110, Faculty of Economics and Business Administration, University of Tartu (Estonia).
• Bo E. Honore & Luojia Hu, 2018. "Selection Without Exclusion," Working Paper Series WP-2018-10, Federal Reserve Bank of Chicago.
• Chunrong Ai & Lukang Huang & Zheng Zhang, 2018. "A Simple and Efficient Estimation of the Average Treatment Effect in the Presence of Unmeasured Confounders," Papers 1807.05678, arXiv.org.
• Farnè, Matteo & Vouldis, Angelos T., 2018. "A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data," Working Paper Series 2171, European Central Bank.
• Dmitry Arkhangelsky & Guido Imbens, 2018. "Fixed Effects and the Generalized Mundlak Estimator," Papers 1807.02099, arXiv.org, revised Aug 2023.
• Bo E. Honore & Luojia Hu, 2018. "Easy Bootstrap-Like Estimation of Asymptotic Variances," Working Paper Series WP-2018-11, Federal Reserve Bank of Chicago.
• GONÇALVES, Sílvia & PERRON, Benoit, 2018. "Bootstrapping factor models with cross sectional dependence," Cahiers de recherche 2018-07, Universite de Montreal, Departement de sciences economiques.
• Bontemps, Christian & Kumar, Rohit, 2018. "A Geometric Approach to Inference in Set-Identified Entry Games," TSE Working Papers 18-943, Toulouse School of Economics (TSE), revised Mar 2019.
• Hecq, Alain & Goetz, Thomas, 2018. "Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes," MPRA Paper 87746, University Library of Munich, Germany.
• Stanislav Anatolyev & Anna Mikusheva, 2018. "Factor models with many assets: strong factors, weak factors, and the two-pass procedure," Papers 1807.04094, arXiv.org, revised Apr 2019.
• Milan Kumar Das & Anindya Goswami, 2018. "Testing of Binary Regime Switching Models using Squeeze Duration Analysis," Papers 1807.04393, arXiv.org, revised Aug 2018.
• Conny Wunsch & Renate Strobl, 2018. "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Design," CESifo Working Paper Series 7142, CESifo.
• Catherine Doz & Anna Petronevich, 2017. "On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study," Working Papers halshs-01592863, HAL.
• Alfons, A. & Ates, N.Y. & Groenen, P.J.F., 2018. "A Robust Bootstrap Test for Mediation Analysis," ERIM Report Series Research in Management ERS-2018-005-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Wunsch, Conny & Strobl, Renate, 2018. "Identification of causal mechanisms based on between-subject double randomization designs," CEPR Discussion Papers 13028, C.E.P.R. Discussion Papers.
• Alexis Derumigny & Jean-David Fermanian, 2018. "About Kendall's regression," Working Papers 2018-01, Center for Research in Economics and Statistics.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018. "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series 18-08, Swiss Finance Institute.
• Vishal Kamat, 2018. "On the Identifying Content of Instrument Monotonicity," Papers 1807.01661, arXiv.org, revised Oct 2019.
• Ernesto Carrella & Richard M. Bailey & Jens Koed Madsen, 2018. "Indirect inference through prediction," Papers 1807.01579, arXiv.org.
• Christian Gouriéroux & Alain Monfort & Jean-Michel Zakoian, 2018. "Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations," Working Papers 2018-08, Center for Research in Economics and Statistics.
• Item repec:spo:wpmain:info:hdl:2441/sb7ftvod18eb8hqptthmmeddt is not listed on IDEAS anymore

• Moriah B. Bostian & Cinzia Daraio & Rolf Fare & Shawna Grosskopf & Maria Grazia Izzo & Luca Leuzzi & Giancarlo Ruocco & William L. Weber, 2018. "Inference for Nonparametric Productivity Networks: A Pseudo-likelihood Approach," DIAG Technical Reports 2018-06, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
• Antoine Mandel & Amir Sani, 2017. "A Machine Learning Approach to the Forecast Combination Puzzle," Working Papers halshs-01317974, HAL.
• Jan Obloj & Johannes Wiesel, 2018. "Robust estimation of superhedging prices," Papers 1807.04211, arXiv.org, revised Apr 2020.