Report NEP-ECM-2021-05-24

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:

• Manuel Denzer & Constantin Weiser, 2021. "Beyond F-statistic - A General Approach for Assessing Weak Identification," Working Papers 2107, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021. "Predicting Individual Effects in Fixed Effects Panel Probit Models," SoDa Laboratories Working Paper Series 2021-05, Monash University, SoDa Laboratories.
• Yi Qian & Hui Xie, 2021. "Simplifying Bias Correction for Selective Sampling: A Unified Distribution-Free Approach to Handling Endogenously Selected Samples," NBER Working Papers 28801, National Bureau of Economic Research, Inc.
• Yu, Jun, 2021. "Latent Local-to-Unity Models," Economics and Statistics Working Papers 4-2021, Singapore Management University, School of Economics.
• Yizhen Xu & Numair Sani & AmirEmad Ghassami & Ilya Shpitser, 2021. "Multiply Robust Causal Mediation Analysis with Continuous Treatments," Papers 2105.09254, arXiv.org, revised Oct 2024.
• Farbmacher, Helmut & Tauchmann, Harald, 2021. "Linear fixed-effects estimation with non-repeated outcomes," FAU Discussion Papers in Economics 03/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2021.
• Victor Chernozhukov & Chen Huang & Weining Wang, 2021. "Uniform Inference on High-dimensional Spatial Panel Networks," Papers 2105.07424, arXiv.org, revised Jan 2025.
• Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2021. "Bayesian Inference for Parametric Growth Incidence Curves," AMSE Working Papers 2131, Aix-Marseille School of Economics, France.
• Maurice J. G. Bun & Frank Kleibergen, 2021. "Identification robust inference for moments based analysis of linear dynamic panel data models," Papers 2105.08346, arXiv.org.
• Atsushi Inoue & Tong Li & Qi Xu, 2021. "Two Sample Unconditional Quantile Effect," Papers 2105.09445, arXiv.org.
• Adeola Oyenubi, 2020. "On sensitivity of Genetic Matching to the choice of balance measure," Working Papers 840, Economic Research Southern Africa.
• Dolado, Juan J & Rachinger, Heiko & Velasco, Carlos, 2020. "LM tests for joint breaks in the dynamics and level of a long-memory time series," CEPR Discussion Papers 15435, C.E.P.R. Discussion Papers.
• Kiran Tomlinson & Johan Ugander & Austin R. Benson, 2021. "Choice Set Confounding in Discrete Choice," Papers 2105.07959, arXiv.org, revised Aug 2021.
• Igor Custodio João & Andre Lucas & Julia Schaumburg, 2021. "Clustering Dynamics and Persistence for Financial Multivariate Panel Data," Tinbergen Institute Discussion Papers 21-040/III, Tinbergen Institute.
• Cl'ement de Chaisemartin, 2021. "Trading-off Bias and Variance in Stratified Experiments and in Matching Studies, Under a Boundedness Condition on the Magnitude of the Treatment Effect," Papers 2105.08766, arXiv.org, revised Jan 2024.
• Dong, Xueqi & Liu, Shuo Li, 2019. "Stochastic Choice: Rational or Erroneous?," MPRA Paper 107678, University Library of Munich, Germany.
• María Florencia Gabrielli & Manuel Willington, 2020. "Assessment of collusion damages in first price auctions," Working Papers 5, Red Nacional de Investigadores en Economía (RedNIE).
• D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2021. "Rationalizing Rational Expectations: Characterizations and Tests," TSE Working Papers 21-1211, Toulouse School of Economics (TSE).
• Debopam Bhattacharya & Tatiana Komarova, 2021. "Incorporating Social Welfare in Program-Evaluation and Treatment Choice," Papers 2105.08689, arXiv.org, revised Nov 2022.
• Antonio Peyrache & Maria C. A. Silva, 2021. "Multi-Level Parallel Production Networks," CEPA Working Papers Series WP052021, School of Economics, University of Queensland, Australia.
• Canova, Fabio, 2020. "Should we trust cross sectional multiplier estimates?," CEPR Discussion Papers 15330, C.E.P.R. Discussion Papers.
• Dodo Natatou Moutari & Hassane Abba Mallam & Diakarya Barro & Bisso Saley, 2021. "Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs," Papers 2105.09473, arXiv.org.