Report NEP-ECM-2021-10-04

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:

• Ulrich Hounyo & Kajal Lahiri, 2021, "Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-14, Sep.
• Pengzhou Wu & Kenji Fukumizu, 2021, "Towards Principled Causal Effect Estimation by Deep Identifiable Models," Papers, arXiv.org, number 2109.15062, Sep, revised Nov 2021.
• Savi Virolainen, 2021, "Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock," Papers, arXiv.org, number 2109.13648, Sep, revised Jun 2024.
• Anish Agarwal & Munther Dahleh & Devavrat Shah & Dennis Shen, 2021, "Causal Matrix Completion," Papers, arXiv.org, number 2109.15154, Sep.
• Hugo Freeman & Martin Weidner, 2021, "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers, arXiv.org, number 2109.11911, Sep, revised Aug 2022.
• Loh, Wen Wei & Ren, Dongning, 2021, "Data-driven Covariate Selection for Confounding Adjustment by Focusing on the Stability of the Effect Estimator," OSF Preprints, Center for Open Science, number yve6u, Sep, DOI: 10.31219/osf.io/yve6u.
• David C. Mallinson, 2021, "Assessing Outcome-to-Outcome Interference in Sibling Fixed Effects Models," Papers, arXiv.org, number 2109.13399, Sep, revised Nov 2021.
• Michael Keane & Timothy Neal, 2021, "A Practical Guide to Weak Instruments," Discussion Papers, School of Economics, The University of New South Wales, number 2021-05b, Aug.
• Tim Janke & Mohamed Ghanmi & Florian Steinke, 2021, "Implicit Generative Copulas," Papers, arXiv.org, number 2109.14567, Sep, revised Nov 2021.
• Milian Bachem & Lerby Ergun & Casper de Vries, 2021, "Covariates Hiding in the Tails," Staff Working Papers, Bank of Canada, number 21-45, Sep, DOI: 10.34989/swp-2021-45.
• Anik Burman & Sayantan Banerjee, 2021, "High-dimensional Portfolio Optimization using Joint Shrinkage," Papers, arXiv.org, number 2109.13633, Sep.
• Sarun Kamolthip, 2021, "Macroeconomic forecasting with LSTM and mixed frequency time series data," Papers, arXiv.org, number 2109.13777, Sep.
• Ioanna Arkoudi & Carlos Lima Azevedo & Francisco C. Pereira, 2021, "Combining Discrete Choice Models and Neural Networks through Embeddings: Formulation, Interpretability and Performance," Papers, arXiv.org, number 2109.12042, Sep, revised Sep 2021.
• Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021, "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-13, Sep.
• Lena Janys, 2021, "Testing the Presence of Implicit Hiring Quotas with Application to German Universities," Papers, arXiv.org, number 2109.14343, Sep, revised Nov 2021.
• Evan Munro & Xu Kuang & Stefan Wager, 2021, "Treatment Effects in Market Equilibrium," Papers, arXiv.org, number 2109.11647, Sep, revised Feb 2025.

Report NEP-ECM-2021-10-04

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: