Report NEP-ECM-2020-03-16

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:

• Francq, Christian & Zakoian, Jean-Michel, 2019. "Testing the existence of moments for GARCH processes," MPRA Paper 98892, University Library of Munich, Germany.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers 20-015/III, Tinbergen Institute.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2020. "Density Deconvolution with Laplace Errors and Unknown Variance," Center for Policy Research Working Papers 225, Center for Policy Research, Maxwell School, Syracuse University.
• Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
• Lafférs, Lukáš & Mellace, Giovanni, 2020. "Identification of the average treatment effect when SUTVA is violated," Discussion Papers on Economics 3/2020, University of Southern Denmark, Department of Economics.
• Christian Garciga & Randal J. Verbrugge, 2020. "A New Tool for Robust Estimation and Identification of Unusual Data Points," Working Papers 20-08, Federal Reserve Bank of Cleveland.
• Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
• Philipp F. M. Baumann & Michael Schomaker & Enzo Rossi, 2020. "Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation," Papers 2003.02208, arXiv.org, revised May 2021.
• Jiri Panos & Petr Polak, 2019. "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers 2019/9, Czech National Bank.
• Vrugt, Jasper A. & Beven, Keith J., 2018. "Embracing equifinality with efficiency : limits of acceptability sampling using the DREAM(LOA) algorithm," LSE Research Online Documents on Economics 87291, London School of Economics and Political Science, LSE Library.
• Markus Heinrich & Magnus Reif, 2020. "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series 8054, CESifo.
• Yoshimasa Uematsu & Takashi Yamagatay, 2020. "Estimation of Weak Factor Models," DSSR Discussion Papers 108, Graduate School of Economics and Management, Tohoku University.
• Helmut Farbmacher & Martin Huber & Luk'av{s} Laff'ers & Henrika Langen & Martin Spindler, 2020. "Causal mediation analysis with double machine learning," Papers 2002.12710, arXiv.org, revised Feb 2021.
• Anton Gerunov, 2020. "Binary Classification Problems in Economics and 136 Different Ways to Solve Them," Bulgarian Economic Papers bep-2020-02, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Mar 2020.
• Knaus, Michael C., 2020. "Double Machine Learning based Program Evaluation under Unconfoundedness," Economics Working Paper Series 2004, University of St. Gallen, School of Economics and Political Science.
• Duc P. Truong & Erik Skau & Vladimir I. Valtchinov & Boian S. Alexandrov, 2020. "Determination of Latent Dimensionality in International Trade Flow," Papers 2003.00129, arXiv.org.