Report NEP-ECM-2018-09-10

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:

• Li, Liyao & Yang, Zhenlin, 2018. "Spatial Dynamic Panel Data Models with Correlated Random Effects," Economics and Statistics Working Papers 15-2018, Singapore Management University, School of Economics.
• Francesco Bartolucci & Claudia Pigini, 2018. "Partial effects estimation for fixed-effects logit panel data models," Working Papers 431, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Susan Athey & Guido Imbens, 2018. "Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption," Papers 1808.05293, arXiv.org, revised Sep 2018.
• Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2018. "A Unified Framework for Efficient Estimation of General Treatment Models," Papers 1808.04936, arXiv.org, revised Aug 2018.
• Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," Caepr Working Papers 2016-004 Classification J, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington, revised Jan 2018.
• Matias D. Cattaneo & Luke Keele & Rocio Titiunik & Gonzalo Vazquez-Bare, 2018. "Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs," Papers 1808.04416, arXiv.org, revised Apr 2020.
• Chevillon, Guillaume, 2017. "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers WP1710, ESSEC Research Center, ESSEC Business School.
• Sven Klaassen & Jannis Kuck & Martin Spindler & Victor Chernozhukov, 2018. "Uniform Inference in High-Dimensional Gaussian Graphical Models," Papers 1808.10532, arXiv.org, revised Dec 2018.
• Haroon Mumtaz, 2018. "Measuring the origins of macroeconomic uncertainty," Working Papers 864, Queen Mary University of London, School of Economics and Finance.
• Andreas Groll & Julien Hambuckers & Thomas Kneib & Nikolaus Umlauf, 2018. "LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape," Working Papers 2018-16, Faculty of Economics and Statistics, Universität Innsbruck.
• Kuang, Kun & Xiong, Ruoxuan & Cui, Peng & Athey, Susan & Li, Bo, 2018. "Stable Predictions across Unknown Environments," Research Papers 3695, Stanford University, Graduate School of Business.
• Hualde, Javier & Orregaard Nielsen, Morten, 2017. "Truncated sum of squares estimation of fractional time series models with deterministic trends," Queen's Economics Department Working Papers 274702, Queen's University - Department of Economics.
• Djogbenou, Antoine A., 2018. "Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors," Queen's Economics Department Working Papers 274718, Queen's University - Department of Economics.
• Franses, Ph.H.B.F. & Wiemann, T., 2018. "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers EI2018-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Eric Benhamou, 2018. "Connecting Sharpe ratio and Student t-statistic, and beyond," Papers 1808.04233, arXiv.org, revised May 2019.
• MacKinnon, James G., 2016. "Inference with Large Clustered Datasets," Queen's Economics Department Working Papers 274691, Queen's University - Department of Economics.
• Rina Friedberg & Julie Tibshirani & Susan Athey & Stefan Wager, 2018. "Local Linear Forests," Papers 1807.11408, arXiv.org, revised Sep 2020.
• Rommel, Jens & Weltin, Meike, 2017. "Is there a cult of statistical significance in Agricultural Economics?," 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017 261998, German Association of Agricultural Economists (GEWISOLA).
• Cavaliere, Giuseppe & ßrregaard Nielsen, Morten & Taylor, A.M. Robert, 2018. "Adaptive inference in heteroskedastic fractional time series models," Queen's Economics Department Working Papers 274716, Queen's University - Department of Economics.