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Report NEP-ECM-2022-01-10
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:
- Sayoni Roychowdhury & Indrila Ganguly & Abhik Ghosh, 2021, "Robust Estimation of Average Treatment Effects from Panel Data," Papers, arXiv.org, number 2112.13228, Dec, revised Dec 2022.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021, "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper, University Library of Munich, Germany, number 110899, Nov.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021, "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper, University Library of Munich, Germany, number 110954, Dec, revised 06 Dec 2021.
- Victor Chernozhukov & Carlos Cinelli & Whitney Newey & Amit Sharma & Vasilis Syrgkanis, 2021, "Long Story Short: Omitted Variable Bias in Causal Machine Learning," Papers, arXiv.org, number 2112.13398, Dec, revised May 2024.
- Purevdorj Tuvaandorj, 2021, "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers, arXiv.org, number 2111.13774, Nov, revised Jul 2024.
- Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han, 2021, "Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-27, Dec.
- Yuichi Goto & Tobias Kley & Ria Van Hecke & Stanislav Volgushev & Holger Dette & Marc Hallin, 2021, "The Integrated Copula Spectrum," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-29, Dec.
- Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O'Hara & Matt Shum, 2021, "Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching," Papers, arXiv.org, number 2111.13744, Nov.
- Florian Gunsilius & Yuliang Xu, 2021, "Matching for causal effects via multimarginal unbalanced optimal transport," Papers, arXiv.org, number 2112.04398, Dec, revised Jul 2022.
- Yu-Chin Hsu & Robert P. Lieli, 2021, "Inference for ROC Curves Based on Estimated Predictive Indices," Papers, arXiv.org, number 2112.01772, Dec.
- Laurens Cherchye & Thomas Demuynck & Bram De Rock & Cédric Duprez & Glenn Magerman & Marijn Verschelde, 2021, "Structural Identification of Productivity under Biased Technological Change∗," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-28, Dec.
- Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
- Kumar Yashaswi, 2021, "Adaptive calibration of Heston Model using PCRLB based switching Filter," Papers, arXiv.org, number 2112.04576, Dec.
- Xinkun Nie & Guido Imbens & Stefan Wager, 2021, "Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations," Papers, arXiv.org, number 2112.04723, Dec.
- Marc Hallin & Gilles Mordant, 2021, "On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-24, Nov.
- Lorenzo Masoero & Suhas Vijaykumar & Thomas Richardson & James McQueen & Ido Rosen & Brian Burdick & Pat Bajari & Guido Imbens, 2021, "Multiple Randomization Designs: Estimation and Inference with Interference," Papers, arXiv.org, number 2112.13495, Dec, revised Dec 2025.
- Konrad Menzel, 2021, "Structural Sieves," Papers, arXiv.org, number 2112.01377, Dec, revised Apr 2022.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille, 2021, "Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey," Papers, arXiv.org, number 2112.04565, Dec, revised Jun 2022.
- Mike Tsionas & Valentin Zelenyuk, 2021, "Goodness-of-fit in Optimizing Models of Production: A Generalization with a Bayesian Perspective," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP182021, Dec.
- Filippo Pellegrino, 2021, "Factor-augmented tree ensembles," Papers, arXiv.org, number 2111.14000, Nov, revised Jun 2023.
- Jean-David Fermanian & Dominique Guégan, 2021, "Fair learning with bagging," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21034, Nov.
- Jianian Wang & Sheng Zhang & Yanghua Xiao & Rui Song, 2021, "A Review on Graph Neural Network Methods in Financial Applications," Papers, arXiv.org, number 2111.15367, Nov, revised Apr 2022.
- Grigory Franguridi, 2021, "Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017)," Papers, arXiv.org, number 2112.04637, Dec.