Report NEP-ECM-2019-09-30

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:

• Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019. "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP) dp-660, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Federico Martellosio & Grant Hillier, 2019. "Adjusted QMLE for the spatial autoregressive parameter," Papers 1909.08141, arXiv.org.
• Heiss, Florian & Hetzenecker, Stephan & Osterhaus, Maximilian, 2019. "Nonparametric estimation of the random coefficients model: An elastic net approach," DICE Discussion Papers 326, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
• Fabien Perez & Guillaume Hollard & Radu Vranceanu & Delphine Dubart, 2019. "How Serious is the Measurement-Error Problem in a Popular Risk-Aversion Task?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02291224, HAL.
• Dmitry Arkhangelsky & Guido W. Imbens, 2019. "Doubly Robust Identification for Causal Panel Data Models," Papers 1909.09412, arXiv.org, revised Feb 2022.
• Laurent LAMY & Manasa PATNAM & Michael VISSER, 2019. "Distinguishing Incentive from Selection Effects in Auction-Determined Contracts," Working Papers 2019-15, Center for Research in Economics and Statistics.
• Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2019. "Alternative Estimators For The Fdi Gravity Model: An Application To German Outward Fdi," Working Papers 1907, Department of Applied Economics II, Universidad de Valencia.
• Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
• Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
• Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
• Robson, M.; & Doran, T.; & Cookson, R.;, 2019. "Estimating and Decomposing Conditional Average Treatment Effects: The Smoking Ban in England," Health, Econometrics and Data Group (HEDG) Working Papers 19/20, HEDG, c/o Department of Economics, University of York.
• Ali Charkhi & Gerda Claeskens, 2018. "Asymptotic post-selection inference for Akaike’s information criterion," Working Papers of Department of Decision Sciences and Information Management, Leuven 616160, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019. "Reusing Natural Experiments," Working Paper Series 2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu, 2019. "Distributional conformal prediction," Papers 1909.07889, arXiv.org, revised Aug 2021.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019. "The Memory of Beta Factors," Hannover Economic Papers (HEP) dp-661, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Daniel Lewis & Davide Melcangi & Laura Pilossoph, 2019. "Latent Heterogeneity in the Marginal Propensity to Consume," 2019 Meeting Papers 519, Society for Economic Dynamics.