Report NEP-ECM-2020-11-23

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:

• Martin Bruns & Helmut Luetkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series 2020-06, School of Economics, University of East Anglia, Norwich, UK..
• Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Nov 2024.
• Hartwig, Benny, 2020. "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224528, Verein für Socialpolitik / German Economic Association.
• Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini, 2020. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," Papers 2011.04577, arXiv.org, revised Apr 2023.
• Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2020. "Instrumental Variable Identification of Dynamic Variance Decompositions," Papers 2011.01380, arXiv.org, revised Jul 2021.
• Alyssa Carlson, 2020. "Relaxing Conditional Independence in an Endogenous Binary Response Model," Working Papers 2008, Department of Economics, University of Missouri.
• Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
• Jianqing Fan & Ricardo P. Masini & Marcelo C. Medeiros, 2020. "Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction," Papers 2011.03996, arXiv.org, revised Jan 2022.
• Kugler, Philipp & Biewen, Martin, 2020. "Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224538, Verein für Socialpolitik / German Economic Association.
• Brian Quistorff & Gentry Johnson, 2020. "Machine Learning for Experimental Design: Methods for Improved Blocking," Papers 2010.15966, arXiv.org.
• Hiroyuki Kasahara & Yoichi Sugita, 2020. "Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data," CESifo Working Paper Series 8667, CESifo.
• Dietmar Pfeifer & Olena Ragulina, 2020. "Adaptive Bernstein Copulas and Risk Management," Papers 2011.00909, arXiv.org, revised Mar 2021.
• Michael Pollmann, 2020. "Causal Inference for Spatial Treatments," Papers 2011.00373, arXiv.org, revised Jan 2023.
• Lingxiao Huang & K. Sudhir & Nisheeth K. Vishnoi, 2020. "Coresets for Regressions with Panel Data," Papers 2011.00981, arXiv.org, revised Nov 2020.
• Uanhoro, James Ohisei, 2020. "Parameterizing structural equation models as Bayesian multilevel regression models: An example with the Global Multidimensional Poverty Index," OSF Preprints yrd34, Center for Open Science.
• Vincenzo Candila & Giampiero M. Gallo & Lea Petrella, 2020. "Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall," Papers 2011.00552, arXiv.org, revised Mar 2023.