Report NEP-ECM-2018-12-17

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:

• Wenger, Kai & Leschinski, Christian, 2018. "Fixed-Bandwidth CUSUM Tests Under Long Memory," Hannover Economic Papers (HEP) dp-647, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Amit Sharma, 2018. "Necessary and Probably Sufficient Test for Finding Valid Instrumental Variables," Papers 1812.01412, arXiv.org.
• Whitney K. Newey & Sami Stouli, 2018. "Heterogenous Coefficients, Discrete Instruments, and Identification of Treatment Effects," Papers 1811.09837, arXiv.org.
• Catalina Bolancé & Ricardo Cao & Montserrat Guillen, 2018. "“Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data”," IREA Working Papers 201829, University of Barcelona, Research Institute of Applied Economics, revised Dec 2018.
• Ramsey, A., 2018. "Conditional Distributions of Crop Yields: A Bayesian Approach for Characterizing Technological Change," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277253, International Association of Agricultural Economists.
• Matias D. Cattaneo & Michael Jansson & Xinwei Ma, 2018. "Simple Local Polynomial Density Estimators," Papers 1811.11512, arXiv.org, revised Jun 2019.
• David M. Kaplan & Longhao Zhuo, 2018. "Comparing latent inequality with ordinal data," Working Papers 1816, Department of Economics, University of Missouri, revised Feb 2019.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2018. "Rationalizing Rational Expectations? Tests and Deviations," NBER Working Papers 25274, National Bureau of Economic Research, Inc.
• Chih-Sheng Hsieh & Stanley I. M. Ko & Jaromír Kovářík & Trevon Logan, 2018. "Non-Randomly Sampled Networks: Biases and Corrections," NBER Working Papers 25270, National Bureau of Economic Research, Inc.
• Ivan Korolev, 2018. "LM-BIC Model Selection in Semiparametric Models," Papers 1811.10676, arXiv.org.
• Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.
• Richard Blundell & Joel Horowitz & Matthias Parey, 2018. "Estimation of a Heterogeneous Demand Function with Berkson Errors," Papers 1811.10690, arXiv.org, revised Aug 2019.
• Bart Smeulders, 2018. "Column Generation Algorithms for Nonparametric Analysis of Random Utility Models," Papers 1812.01400, arXiv.org.
• Maréchal, Pierre & Simar, Léopold & Vanhems, Anne, 2018. "A mollifier approach to the deconvolution of probability densities," TSE Working Papers 18-965, Toulouse School of Economics (TSE).
• Marco Raffaella Piccarreta & Marco Bonetti & Stefano Lombardi, 2018. "Comparing models for sequence data: prediction and dissimilarities," Working Papers 113, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
• Alexander Heinemann & Sean Telg, 2018. "A Residual Bootstrap for Conditional Expected Shortfall," Papers 1811.11557, arXiv.org.
• Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2018. "Financial time series forecasting using empirical mode decomposition and support vector regression," LSE Research Online Documents on Economics 91028, London School of Economics and Political Science, LSE Library.
• Zihao Zhang & Stefan Zohren & Stephen Roberts, 2018. "BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books," Papers 1811.10041, arXiv.org.
• Greg Kirczenow & Masoud Hashemi & Ali Fathi & Matt Davison, 2018. "Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds," Papers 1812.01102, arXiv.org.
• Julian Hidalgo & Michelle Sovinsky, 2018. "Forensic Econometrics: Demand Estimation when Data are Missing," CRC TR 224 Discussion Paper Series crctr224_058_2018, University of Bonn and University of Mannheim, Germany.