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Report NEP-ECM-2021-11-22
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:
- Francq, Christian & Zakoian, Jean-Michel, 2021, "Testing the existence of moments and estimating the tail index of augmented garch processes," MPRA Paper, University Library of Munich, Germany, number 110511.
- Yuefeng Han & Dan Yang & Cun-Hui Zhang & Rong Chen, 2021, "CP Factor Model for Dynamic Tensors," Papers, arXiv.org, number 2110.15517, Oct, revised Apr 2024.
- Alexander Krei{ss} & Christoph Rothe, 2021, "Inference in Regression Discontinuity Designs with High-Dimensional Covariates," Papers, arXiv.org, number 2110.13725, Oct, revised May 2022.
- Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2132, Nov.
- Zhan, Ruohan & Hadad, Vitor & Hirshberg, David A. & Athey, Susan, 2021, "Off-Policy Evaluation via Adaptive Weighting with Data from Contextual Bandits," Research Papers, Stanford University, Graduate School of Business, number 3970, Jun.
- Shi, Chengchun & Xu, Tianlin & Bergsma, Wicher & Li, Lexin, 2021, "Double generative adversarial networks for conditional independence testing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112550, Dec.
- Brendan Kline & Ariel Pakes & Elie Tamer, 2021, "Moment Inequalities and Partial Identification in Industrial Organization," NBER Working Papers, National Bureau of Economic Research, Inc, number 29409, Oct.
- Graziano Moramarco, 2021, "Regime-Switching Density Forecasts Using Economists' Scenarios," Papers, arXiv.org, number 2110.13761, Oct, revised Feb 2024.
- Pratha Khandelwal & Philip Nadler & Rossella Arcucci & William Knottenbelt & Yi-Ke Guo, 2021, "A Scalable Inference Method For Large Dynamic Economic Systems," Papers, arXiv.org, number 2110.14346, Oct.
- Leonardo N. Ferreira, 2021, "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series, Central Bank of Brazil, Research Department, number 559, Nov.
- Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Incorporating Search and Sales Information in Demand Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313, Nov.
- Lingxiao Huang & K. Sudhir & Nisheeth Vishnoi, 2021, "Coresets for Time Series Clustering," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2310, Nov.
- Zouhaier Dhifaoui, 2021, "Robustness of Detrended Cross-correlation Analysis Method Under Outliers Observations," Working Papers, HAL, number hal-03411380, Nov.
- Hossein Babaei & Sina Alemohammad & Richard Baraniuk, 2021, "Covariate Balancing Methods for Randomized Controlled Trials Are Not Adversarially Robust," Papers, arXiv.org, number 2110.13262, Oct, revised Aug 2022.
- Krishnamurthy, Sanath Kumar & Hadad, Vitor & Athey, Susan, 2021, "Adapting to Misspecification in Contextual Bandits with Offline Regression Oracles," Research Papers, Stanford University, Graduate School of Business, number 3951, Feb.