Report NEP-ECM-2020-09-07

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:

• Angus Deaton, 2020. "Randomization in the Tropics Revisited: a Theme and Eleven Variations," NBER Working Papers 27600, National Bureau of Economic Research, Inc.
• Tien Mai & Patrick Jaillet, 2020. "A Relation Analysis of Markov Decision Process Frameworks," Papers 2008.07820, arXiv.org.
• Youssef M. Aboutaleb & Moshe Ben-Akiva & Patrick Jaillet, 2020. "Learning Structure in Nested Logit Models," Papers 2008.08048, arXiv.org.
• Phillip Heiler, 2020. "Efficient Covariate Balancing for the Local Average Treatment Effect," Papers 2007.04346, arXiv.org.
• Boyuan Zhang, 2020. "Forecasting with Bayesian Grouped Random Effects in Panel Data," Papers 2007.02435, arXiv.org, revised Oct 2020.
• Lenza, Michele & Primiceri, Giorgio E., 2020. "How to estimate a VAR after March 2020," Working Paper Series 2461, European Central Bank.
• Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020. "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers 29/20, Monash University, Department of Econometrics and Business Statistics.
• Magne Mogstad & Alexander Torgovitsky & Christopher R. Walters, 2020. "Policy Evaluation with Multiple Instrumental Variables," NBER Working Papers 27546, National Bureau of Economic Research, Inc.
• Marco Battaglini & Forrest W. Crawford & Eleonora Patacchini & Sida Peng, 2020. "A Graphical Lasso Approach to Estimating Network Connections: The Case of U.S. Lawmakers," NBER Working Papers 27557, National Bureau of Economic Research, Inc.
• Jacobs, B.J.D. & Fok, D. & Donkers, A.C.D., 2020. "Understanding Large-Scale Dynamic Purchase Behavior," ERIM Report Series Research in Management ERS-2020-010-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
• Neil Shephard, 2020. "An estimator for predictive regression: reliable inference for financial economics," Papers 2008.06130, arXiv.org.
• Jules Sadefo-Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou, 2021. "S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes," Post-Print hal-02901595, HAL.
• Jean-Yves Pitarakis, 2020. "A Novel Approach to Predictive Accuracy Testing in Nested Environments," Papers 2008.08387, arXiv.org, revised Oct 2023.
• Pierre-Olivier Goffard & Patrick Laub, 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Working Papers hal-02891046, HAL.
• Aknouche, Abdelhakim & Francq, Christian, 2020. "Stationarity and ergodicity of Markov switching positive conditional mean models," MPRA Paper 102503, University Library of Munich, Germany.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2020. "Testing Sharpe ratio: luck or skill?," Working Papers hal-02886500, HAL.
• Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
• Mynbayev, Kairat & Darkenbayeva, Gulsim, 2019. "Analyzing variance in central limit theorems," MPRA Paper 101685, University Library of Munich, Germany.
• Long Feng & Tiefeng Jiang & Binghui Liu & Wei Xiong, 2020. "Max-sum tests for cross-sectional dependence of high-demensional panel data," Papers 2007.03911, arXiv.org.
• Georges Sfeir & Maya Abou-Zeid & Filipe Rodrigues & Francisco Camara Pereira & Isam Kaysi, 2020. "Semi-nonparametric Latent Class Choice Model with a Flexible Class Membership Component: A Mixture Model Approach," Papers 2007.02739, arXiv.org.
• Andr'es Ram'irez-Hassan & Raquel Vargas-Correa & Gustavo Garc'ia & Daniel Londo~no, 2020. "Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects," Papers 2008.06564, arXiv.org.
• Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu, 2020. "Neural Network-based Automatic Factor Construction," Papers 2008.06225, arXiv.org, revised Oct 2020.
• Sookyo Jeong & Hongseok Namkoong, 2020. "Assessing External Validity Over Worst-case Subpopulations," Papers 2007.02411, arXiv.org, revised Feb 2022.
• Philippe Goulet Coulombe, 2020. "To Bag is to Prune," Papers 2008.07063, arXiv.org, revised Sep 2024.