Report NEP-ECM-2018-04-09

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:

• Takaki Sato & Yasumasa Matsuda, 2018. "Spatial GARCH Models," DSSR Discussion Papers 78, Graduate School of Economics and Management, Tohoku University.
• Kosaku Takanashi, 2018. "Nonparametric Inference in Functional Linear Quantile Regression by RKHS Approach," Keio-IES Discussion Paper Series 2018-002, Institute for Economics Studies, Keio University.
• Stefan Bruder, 2018. "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers 281, Department of Economics - University of Zurich.
• Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
• Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
• Luisa Bisaglia & Margherita Gerolimetto, "undated". "Estimation and forecasting in INAR(p) models using sieve bootstrap," Working Papers 2018:06, Department of Economics, University of Venice "Ca' Foscari".
• Bensalma, Ahmed, 2018. "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper 84969, University Library of Munich, Germany.
• Richard H. Spady & Sami Stouli, 2018. "Simultaneous Mean-Variance Regression," Bristol Economics Discussion Papers 18/697, School of Economics, University of Bristol, UK.
• Timothy B. Armstrong & Michal Koles�r, 2016. "Simple and Honest Confidence Intervals in Nonparametric Regression," Cowles Foundation Discussion Papers 2044R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2018.
• Edward McFowland III & Sriram Somanchi & Daniel B. Neill, 2018. "Efficient Discovery of Heterogeneous Quantile Treatment Effects in Randomized Experiments via Anomalous Pattern Detection," Papers 1803.09159, arXiv.org, revised May 2023.
• Bruce E. Hansen & Jeffrey S. Racine, 2018. "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers 2018-09, McMaster University.
• Vikas Ramachandra, 2018. "Causal Inference for Survival Analysis," Papers 1803.08218, arXiv.org.
• Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille, 2018. "Two-way fixed effects estimators with heterogeneous treatment effects," Papers 1803.08807, arXiv.org, revised Mar 2020.
• Brantly Callaway & Pedro H. C. Sant'Anna, 2018. "Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment," DETU Working Papers 1804, Department of Economics, Temple University.
• Greg Lewis & Vasilis Syrgkanis, 2018. "Adversarial Generalized Method of Moments," Papers 1803.07164, arXiv.org, revised Apr 2018.
• Alberto Abadie, 2018. "Statistical Non-Significance in Empirical Economics," NBER Working Papers 24403, National Bureau of Economic Research, Inc.
• Luca Spadafora & Francesca Sivero & Nicola Picchiotti, 2018. "Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling," Papers 1803.07021, arXiv.org, revised Mar 2018.
• Ziping Zhao & Daniel P. Palomar, 2018. "Sparse Reduced Rank Regression With Nonconvex Regularization," Papers 1803.07247, arXiv.org.
• Mário Fernando De Sousa & Helton Saulo & Víctor Leiva & Paulo Scalco, 2018. "On Some Properties Of A New Asymmetry-Based Tobit Model," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 129, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].