Report NEP-ECM-2020-02-03

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:

• Ya Chen & Mike Tsionas & Valentin Zelenyuk, 2020. "LASSO DEA for small and big data," CEPA Working Papers Series WP022020, School of Economics, University of Queensland, Australia.
• Shi, Chengchun & Song, Rui & Chen, Zhao & Li, Runze, 2019. "Linear hypothesis testing for high dimensional generalized linear models," LSE Research Online Documents on Economics 102108, London School of Economics and Political Science, LSE Library.
• Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
• Léopold Simar & Valentin Zelenyuk, 2020. "Improving Finite Sample Approximation by Central Limit Theorems for Estimates from Data Envelopment Analysis," CEPA Working Papers Series WP012020, School of Economics, University of Queensland, Australia.
• Takuya Ishihara, 2020. "Panel Data Quantile Regression for Treatment Effect Models," Papers 2001.04324, arXiv.org, revised Nov 2021.
• Shi, Chengchun & Lu, Wenbin & Song, Rui, 2018. "A massive data framework for M-estimators with cubic-rate," LSE Research Online Documents on Economics 102111, London School of Economics and Political Science, LSE Library.
• Shi, Chengchun & Song, Rui & Lu, Wenbin, 2019. "On testing conditional qualitative treatment effects," LSE Research Online Documents on Economics 102109, London School of Economics and Political Science, LSE Library.
• Chainarong Amornbunchornvej & Elena Zheleva & Tanya Y. Berger-Wolf, 2019. "Variable-lag Granger Causality for Time Series Analysis," Papers 1912.10829, arXiv.org.
• Jinwoo Park, 2020. "Clustering Approaches for Global Minimum Variance Portfolio," Papers 2001.02966, arXiv.org, revised Apr 2020.
• Adam Dearing & Jason R. Blevins, 2019. "Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games," Papers 1912.10488, arXiv.org, revised Apr 2024.
• Hossein Alidaee & Eric Auerbach & Michael P. Leung, 2020. "Recovering Network Structure from Aggregated Relational Data using Penalized Regression," Papers 2001.06052, arXiv.org.
• Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2019. "Improved Central Limit Theorem and bootstrap approximations in high dimensions," Papers 1912.10529, arXiv.org, revised May 2022.
• Joshua Angrist & Brigham Frandsen, 2019. "Machine Labor," NBER Working Papers 26584, National Bureau of Economic Research, Inc.
• Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2018. "Robust measurement via a fused latent and graphical item response theory model," LSE Research Online Documents on Economics 103181, London School of Economics and Political Science, LSE Library.
• Shi, Chengchun & Fan, Ailin & Song, Rui & Lu, Wenbin, 2018. "High-dimensional A-learning for optimal dynamic treatment regimes," LSE Research Online Documents on Economics 102113, London School of Economics and Political Science, LSE Library.
• Budnik, Katarzyna & Rünstler, Gerhard, 2020. "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series 2353, European Central Bank.
• Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2020. "Peer Effects in Networks: a Survey," AMSE Working Papers 1936, Aix-Marseille School of Economics, France.
• Stefan Tubbicke, 2020. "Entropy Balancing for Continuous Treatments," Papers 2001.06281, arXiv.org, revised May 2020.
• Florian Gunsilius, 2020. "Distributional synthetic controls," Papers 2001.06118, arXiv.org, revised Dec 2021.
• Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
• Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019. "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers 26593, National Bureau of Economic Research, Inc.