Report NEP-ECM-2019-08-19

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:

• Prosper Dovonon & Firmin Doko Tchatoka & Michael Aguessy, 2019. "Relevant moment selection under mixed identification strength," School of Economics and Public Policy Working Papers 2019-04, University of Adelaide, School of Economics and Public Policy.
• Bruno, Randolph Luca & Magazzini, Laura & Stampini, Marco, 2019. "Exploiting Information from Singletons in Panel Data Analysis: A GMM Approach," IZA Discussion Papers 12465, Institute of Labor Economics (IZA).
• Lee, M-j.; & Park, S-s.; & Shim, H-c.;, 2019. "Regression Discontinuity with Integer Running Variable and Non-Integer Cutoff: Dental Care Program Effect on Expenditure," Health, Econometrics and Data Group (HEDG) Working Papers 19/16, HEDG, c/o Department of Economics, University of York.
• Martin Magris, 2019. "A Vine-copula extension for the HAR model," Papers 1907.08522, arXiv.org.
• Mateusz Buczyński & Marcin Chlebus, 2019. "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers 2019-12, Faculty of Economic Sciences, University of Warsaw.
• van den Berg, Gerard J. & Vikström, Johan, 2019. "Long-Run Effects of Dynamically Assigned Treatments: A New Methodology and an Evaluation of Training Effects on Earnings," IZA Discussion Papers 12470, Institute of Labor Economics (IZA).
• Ando, Tomohiro & Bai, Jushan & Nishimura, Mitohide & Yu, Jun, 2019. "A Quantile-based Asset Pricing Model," Economics and Statistics Working Papers 15-2019, Singapore Management University, School of Economics.
• Sida Peng, 2019. "Heterogeneous Endogenous Effects in Networks," Papers 1908.00663, arXiv.org.
• Polanski, Arnold & Stoja, Evarist & Chiu, Ching-Wai (Jeremy), 2019. "Tail risk interdependence," Bank of England working papers 815, Bank of England.
• Stanley, T. D. & Doucouliagos, Chris, 2019. "Practical Significance, Meta-Analysis and the Credibility of Economics," IZA Discussion Papers 12458, Institute of Labor Economics (IZA).
• Chen, Maolong & Myers, Robert J. & Hu, Chaoran, 2019. "Estimating Dynamic Discrete Choice Panel Models Using Irregularly Spaced Data," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291216, Agricultural and Applied Economics Association.
• David M. Ritzwoller & Joseph P. Romano, 2019. "Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences," Papers 1908.01406, arXiv.org, revised Apr 2021.
• Yingying DONG & Ying-Ying LEE & Michael GOU, 2019. "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers 19058, Research Institute of Economy, Trade and Industry (RIETI).
• Yilanci, Veli, 2019. "A Residual-Based Cointegration test with a Fourier Approximation," MPRA Paper 95395, University Library of Munich, Germany.
• Nicolas Mäder & Jean-Guillaume Poulain & Julien Reynaud, 2019. "Assessing IMF Lending: a Model of Sample Selection," IMF Working Papers 19/157, International Monetary Fund.
• Lionel Yelibi & Tim Gebbie, 2019. "Agglomerative Likelihood Clustering," Papers 1908.00951, arXiv.org, revised Oct 2021.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019. "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers 2019-06, University of Graz, Department of Economics.