Report NEP-ECM-2019-01-14

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:

• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018. "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers 1841, Banco de España.
• Ryosuke Igari & Takahiro Hoshino, 2018. "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series 2018-021, Institute for Economics Studies, Keio University.
• Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
• Davy Paindaveine & Thomas Verdebout, 2019. "Inference for Spherical Location under High Concentration," Working Papers ECARES 2019-02, ULB -- Universite Libre de Bruxelles.
• Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2018. "A $t$-test for synthetic controls," Papers 1812.10820, arXiv.org, revised Jan 2024.
• Ben Deaner, 2019. "Nonparametric Instrumental Variables Estimation Under Misspecification," Papers 1901.01241, arXiv.org, revised Dec 2022.
• Prosper Dovonon & Alastair Hall, 2018. "The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification," CIRANO Working Papers 2018s-37, CIRANO.
• Harold D. Chiang, 2018. "Many Average Partial Effects: with An Application to Text Regression," Papers 1812.09397, arXiv.org, revised Jan 2022.
• Davy Paindaveine & Julien Remy & Thomas Verdebout, 2019. "Sign Tests for Weak Principal Directions," Working Papers ECARES 2019-01, ULB -- Universite Libre de Bruxelles.
• Matthew A. Masten & Alexandre Poirier, 2018. "Salvaging Falsified Instrumental Variable Models," Papers 1812.11598, arXiv.org, revised Jan 2020.
• Lechner, Michael, 2019. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," Economics Working Paper Series 1901, University of St. Gallen, School of Economics and Political Science.
• Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018. "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper 91136, University Library of Munich, Germany.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018. "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers 986, Kyoto University, Institute of Economic Research.
• Gabriele Fiorentini & Enrique Sentana, 2019. "New testing approaches for mean-variance predictability," Working Paper series 19-01, Rimini Centre for Economic Analysis.
• Hiroaki Kaido & Kaspar Wuthrich, 2018. "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers 1812.10925, arXiv.org, revised Sep 2020.
• Item repec:wrk:wrkemf:19 is not listed on IDEAS anymore

• Neng-Chieh Chang, 2018. "Semiparametric Difference-in-Differences with Potentially Many Control Variables," Papers 1812.10846, arXiv.org, revised Jan 2019.
• Tobias Hartl & Roland Weigand, 2018. "Approximate State Space Modelling of Unobserved Fractional Components," Papers 1812.09142, arXiv.org, revised May 2020.
• Chen, Siyan & Desiderio, Saul, 2018. "Factor analysis with a single common factor," MPRA Paper 90426, University Library of Munich, Germany.
• Timothy M. Christensen, 2018. "Dynamic Models with Robust Decision Makers: Identification and Estimation," Papers 1812.11246, arXiv.org, revised Jan 2019.
• Victor Lapshin & Sofia Sokhatskaya, 2018. "Choosing The Weighting Coefficients For Estimating The Term Structure From Sovereign Bonds," HSE Working papers WP BRP 73/FE/2018, National Research University Higher School of Economics.
• Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
• Yanchun Jin & Ryo Okui, 2018. "Testing for Overconfidence Statistically: A Moment Inequality Approach," KIER Working Papers 984, Kyoto University, Institute of Economic Research.
• Natalia Lazzati & John K.-H. Quah & Koji Shirai, 2018. "Nonparametric analysis of monotone choice," Discussion Paper Series 184, School of Economics, Kwansei Gakuin University.
• Nail Kashaev, 2018. "Identification and estimation of multinomial choice models with latent special covariates," Papers 1811.05555, arXiv.org, revised Mar 2022.
• David Preinerstorfer, 2018. "How to avoid the zero-power trap in testing for correlation," Papers 1812.10752, arXiv.org.
• Fabio Canova & Filippo Ferroni, 2018. "Mind the gap! Stylized dynamic facts and structural models," Working Papers No 13/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.