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Report NEP-ECM-2022-01-17
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:
- Joel L. Horowitz & Sokbae (Simon) Lee, 2021, "Inference in a class of optimization problems: Con?dence regions and ?nite sample bounds on errors in coverage probabilities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/21, Aug.
- Yukitoshi Matsushita & Taisuke Otsu & Keisuke Takahata, 2022, "Estimating density ratio of marginals to joint: Applications to causal inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 619, Jan.
- Lai Xinglin, 2021, "Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest," Papers, arXiv.org, number 2111.15320, Nov, revised Mar 2022.
- Jonas Krampe & Luca Margaritella, 2021, "Factor Models with Sparse VAR Idiosyncratic Components," Papers, arXiv.org, number 2112.07149, Dec, revised May 2022.
- Thomas Carr & Toru Kitagawa, 2021, "Testing Instrument Validity with Covariates," Papers, arXiv.org, number 2112.08092, Dec, revised Sep 2023.
- Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021, "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2319, Dec.
- Andrew Chesher & Dongwoo Kim & Adam Rosen, 2021, "IV methods for Tobit models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/21, Jun.
- Haitian Xie, 2021, "Uniform Convergence Results for the Local Linear Regression Estimation of the Conditional Distribution," Papers, arXiv.org, number 2112.08546, Dec, revised Jun 2023.
- Zhexiao Lin & Peng Ding & Fang Han, 2021, "Estimation based on nearest neighbor matching: from density ratio to average treatment effect," Papers, arXiv.org, number 2112.13506, Dec.
- Mike Gilraine & Jiaying Gu & Robert McMillan, 2022, "A Nonparametric Approach for Studying Teacher Impacts," Working Papers, University of Toronto, Department of Economics, number tecipa-716, Jan.
- Malikov, Emir & Zhao, Shunan, 2022, "On the Estimation of Cross-Firm Productivity Spillovers with an Application to FDI," 2022 Allied Social Sciences Association (ASSA) Annual Meeting (Virtual), January 7-9, 2022, Agricultural and Applied Economics Association, number 316529, Jan, DOI: 10.22004/ag.econ.316529.
- Badunenko, Oleg & Henderson, Daniel J., 2021, "Production Analysis with Asymmetric Noise," MPRA Paper, University Library of Munich, Germany, number 110888, Nov.
- Martinez-Iriarte, Julian & Montes-Rojas, Gabriel & Sun, Yixiao, 2022, "Location-Scale and Compensated Effects in Unconditional Quantile Regressions," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt89z1w74z, Jan.
- Pan, Jingwei, 2021, "Volatility and Dependence Models with Applications to U.S. Equity Markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 129944.
- Kumar Yashaswi, 2021, "Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting," Papers, arXiv.org, number 2112.03193, Dec.
- Frank Schorfheide & Dongho Song, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 29535, Dec.
- Christina Korting & Carl Lieberman & Jordan Matsudaira & Zhuan Pei & Yi Shen, 2021, "Visual Inference and Graphical Representation in Regression Discontinuity Designs," Papers, arXiv.org, number 2112.03096, Dec, revised Jan 2023.
- Pietro Emilio Spini, 2021, "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers, arXiv.org, number 2112.09259, Dec, revised Aug 2024.
- Christian Meyer, 2021, "Estimation of inter-sector asset correlations," Papers, arXiv.org, number 2111.15204, Nov.
- Frederico Finan & Demian Pouzo, 2021, "Reinforcing RCTs with Multiple Priors while Learning about External Validity," Papers, arXiv.org, number 2112.09170, Dec, revised Sep 2024.
- Elias Tsakas, 2021, "Identification of misreported beliefs," Papers, arXiv.org, number 2112.12975, Dec.
- Xiao Huang, 2021, "Lassoed Boosting and Linear Prediction in the Equities Market," Papers, arXiv.org, number 2112.08934, Dec, revised May 2024.
- Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2021, "The Virtue of Complexity in Machine Learning Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-90, Dec.