Report NEP-ECM-2021-09-27

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:

• Ying Fang & Ming Lin & Shengfang Tang & Zongwu Cai, 2021. "Testing Conditional Independence in Macroeconomic Policy Evaluation for Time Series Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202118, University of Kansas, Department of Economics, revised Sep 2021.
• Philipp Ketz & Adam McCloskey, 2021. "Short and Simple Confidence Intervals when the Directions of Some Effects are Known," Papers 2109.08222, arXiv.org.
• Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021. "Regression Discontinuity Design with Potentially Many Covariates," Papers 2109.08351, arXiv.org, revised Feb 2024.
• Vadim Kufenko & Klaus Prettner, 2021. "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers wuwp316, Vienna University of Economics and Business, Department of Economics.
• Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," Working Papers 21-31, Federal Reserve Bank of Philadelphia.
• Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Local Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised May 2024.
• Joel A. Middleton, 2021. "Unifying Design-based Inference: On Bounding and Estimating the Variance of any Linear Estimator in any Experimental Design," Papers 2109.09220, arXiv.org.
• Antoine Djogbenou & Razvan Sufana, 2021. "Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models," Papers 2109.09049, arXiv.org, revised Feb 2022.
• Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles, 2021. "A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters," Papers 2109.10950, arXiv.org.
• Michael Stanley Smith, 2021. "Implicit Copulas: An Overview," Papers 2109.04718, arXiv.org.
• Alfred Duncan, 2021. "Reverse mode differentiation for DSGE models," Studies in Economics 2108, School of Economics, University of Kent.
• Naoki Awaya & Yasuhiro Omori, 2021. "Particle Rolling MCMC with Double-Block Sampling ," CIRJE F-Series CIRJE-F-1175, CIRJE, Faculty of Economics, University of Tokyo.
• Fabien Perez & Guillaume Hollard & Radu Vranceanu, 2021. "How Serious is the Measurement-Error Problem in Risk-Aversion Tasks?," Working Papers 2021-13, Center for Research in Economics and Statistics.
• Zhe Wang & Ryan Martin, 2021. "Gibbs posterior inference on a Levy density under discrete sampling," Papers 2109.06567, arXiv.org.
• Matthew Read, 2021. "Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions," Papers 2109.10676, arXiv.org, revised Jan 2022.
• Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali, 2021. "Composite Likelihood for Stochastic Migration Model with Unobserved Factor," Papers 2109.09043, arXiv.org, revised Nov 2023.
• Vanesa Jorda & Jos Mar a Sarabia & Markus J ntti, 2020. "Estimation of Income Inequality from Grouped Data," LIS Working papers 804, LIS Cross-National Data Center in Luxembourg.
• Kyle Butts & John Gardner, 2021. "{did2s}: Two-Stage Difference-in-Differences," Papers 2109.05913, arXiv.org, revised May 2022.
• Holger Breinlich & Dennis Novy & Joao M.C. Santos Silva, 2021. "Trade, Gravity and Aggregation," School of Economics Discussion Papers 0721, School of Economics, University of Surrey.
• Mohit Batham & Soudeh Mirghasemi & Mohammad Arshad Rahman & Manini Ojha, 2021. "Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States," Papers 2109.10122, arXiv.org, revised May 2023.