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Report NEP-ECM-2021-08-16
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Matteo Barigozzi & Giuseppe Cavaliere & Lorenzo Trapani, 2021, "Inference in heavy-tailed non-stationary multivariate time series," Papers, arXiv.org, number 2107.13894, Jul.
- Budhi Arta Surya, 2021, "Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling," Papers, arXiv.org, number 2108.01243, Aug, revised Jul 2022.
- Pesaran, M. H. & Xie, Y., 2021, "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2158, Aug.
- Jason R. Blevins & Minhae Kim, 2021, "Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games," Papers, arXiv.org, number 2108.02182, Aug, revised Jan 2023.
- Li, Erqian & Härdle, Wolfgang & Dai, Xiaowen & Tian, Maozai, 2021, "Penalized weigted competing risks models based on quantile regression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-013.
- Chang, Jinyuan & Kolaczyk, Eric D. & Yao, Qiwei, 2022, "Estimation of subgraph densities in noisy networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104684, Jan.
- Sungwon Lee, 2021, "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers, arXiv.org, number 2108.00723, Aug, revised Nov 2023.
- Dmitry Arkhangelsky & Guido W. Imbens & Lihua Lei & Xiaoman Luo, 2021, "Design-Robust Two-Way-Fixed-Effects Regression For Panel Data," Papers, arXiv.org, number 2107.13737, Jul, revised Mar 2024.
- Harold D Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2021, "Multiway empirical likelihood," Papers, arXiv.org, number 2108.04852, Aug, revised Aug 2024.
- Masahiro Kato & Masaaki Imaizumi & Kenichiro McAlinn & Haruo Kakehi & Shota Yasui, 2021, "Learning Causal Models from Conditional Moment Restrictions by Importance Weighting," Papers, arXiv.org, number 2108.01312, Aug, revised Sep 2022.
- Daniel R. Kowal & Antonio Canale, 2021, "Semiparametric Functional Factor Models with Bayesian Rank Selection," Papers, arXiv.org, number 2108.02151, Aug, revised May 2022.
- Hidalgo, Javier, 2021, "Bootstrap long memory processes in the frequency domain," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106149, Jun.
- Li Li & Yanfei Kang & Feng Li, 2021, "Bayesian forecast combination using time-varying features," Papers, arXiv.org, number 2108.02082, Aug, revised Jun 2022.
- Katsikatsou, Myrsini & Moustaki, Irini & Md Jamil, Haziq, 2022, "Pairwise likelihood estimation for confirmatory factor analysis models with categorical variables and data that are missing at random," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108933, Feb.
- Éric Gautier, 2021, "Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys," Post-Print, HAL, number hal-03306234, Jun, DOI: 10.1007/978-3-030-73249-3_4.
- Alberto Abadie & Jinglong Zhao, 2021, "Synthetic Controls for Experimental Design," Papers, arXiv.org, number 2108.02196, Aug, revised Apr 2025.
- Karol Binkowski & Peilun He & Nino Kordzakhia & Pavel Shevchenko, 2021, "On the Parameter Estimation in the Schwartz-Smiths Two-Factor Model," Papers, arXiv.org, number 2108.01881, Aug.
- Fernando E. Alvarez & Katarína Borovičková & Robert Shimer, 2021, "Consistent Evidence on Duration Dependence of Price Changes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29112, Jul.
- Ronald Richman & Mario V. Wuthrich, 2021, "LocalGLMnet: interpretable deep learning for tabular data," Papers, arXiv.org, number 2107.11059, Jul.
- William Torous & Florian Gunsilius & Philippe Rigollet, 2021, "An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences," Papers, arXiv.org, number 2108.05858, Aug, revised Mar 2024.
- Item repec:hal:wpaper:hal-03276127 is not listed on IDEAS anymore
- Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021, "A dynamic leverage stochastic volatility model," Working Papers, Örebro University, School of Business, number 2021:14, May.