Showing posts with label treatment effects. Show all posts
Showing posts with label treatment effects. Show all posts

Monday, November 5, 2018

Econometrics Reading for November

In between raking leaves and dealing with some early snow, I've put together this list of suggested reading for you:
  • Beckert, W., 2018. A note on specification testing in some structural regression models. Mimeo., Department of Economics, Mathematics and Statistics, Birkbeck College, University of London.
  • Clarke, D., 2018. A convenient omitted bias formula for treatment effect models. Economics Letters, in press.
  • Liu, Y. & Y. Rho, 2018. On the choice of instruments in mixed frequency specification tests. Mimeo., School of Business and Economics, Michigan Technological University.
  • Lütkepohl, H., A. Staszewska-Bystrova, & P. Winker, 2018. Constructing joint confidence bands for impulse functions of VAR models - A review. Lodz Economic Working Paper 4/2018, Faculty of Economics and Sociology, University of Lodz.
  • Richardson, A., T. van Florenstein Mulder, & T. Vehbi, 2018. Nowcasting New Zealand GDP using machine learning algorithms.
  • Słoczyński, T., 2018. A general weighted average representation of the ordinary and two-stage least squares estimands. Mimeo., Department of Economics, Brandeis University.

© 2018, David E. Giles