Report NEP-ECM-2020-10-12

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:

• Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers 32/20, Monash University, Department of Econometrics and Business Statistics.
• Sungwon Lee, 2020. "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Haensch, Anna-Carolina & Drechsler, Jörg & Bernhard, Sarah, 2020. "TippingSens: An R Shiny Application to Facilitate Sensitivity Analysis for Causal Inference Under Confounding," IAB-Discussion Paper 202029, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Sungwon Lee, 2020. "Identification and Confidence Regions for Treatment Effect and its Distribution under Stochastic Dominance," Working Papers 2011, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• In Choi & Rui Lin & Yongcheol Shin, 2020. "Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers 2008, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• In Choi & Rui Lin & Yongcheol Shin, 2020. "Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers 2009, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
• Julia Gilhodes & Florence Dalenc & Jocelyn Gal & Christophe Zemmour & Eve Leconte & Jean Marie Boher & Thomas Filleron, 2020. "Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings," Post-Print hal-02934793, HAL.
• Gadat, Sébastien & Costa, Manon, 2020. "Non asymptotic controls on a stochastic algorithm for superquantile approximation," TSE Working Papers 20-1149, Toulouse School of Economics (TSE).
• Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers 33/20, Monash University, Department of Econometrics and Business Statistics.
• Colin Jareb & Sergey K. Nigai, 2020. "Gravity Models and the Law of Large Numbers," CESifo Working Paper Series 8548, CESifo.
• Anoek Castelein & Dennis Fok & Richard Paap, 2020. "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers 20-069/III, Tinbergen Institute.
• Katrine Marie Jakobsen & Jakob Egholt Søgaard, 2020. "Identifying Behavioral Responses to Tax Reforms: New Insights and a New Approach," CEBI working paper series 20-23, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Peter H. Egger & Mario Larch & Yoto V. Yotov, 2020. "Gravity-Model Estimation with Time-Interval Data: Revisiting the Impact of Free Trade Agreements," CESifo Working Paper Series 8553, CESifo.
• Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2020. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Discussion Papers LFIN 2020006, Université catholique de Louvain, Louvain Finance (LFIN).
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020. "A Suggestion for a Dynamic Multi Factor Model (DMFM)," Working Papers 282, Bank of Greece.