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Report NEP-ECM-2022-01-31
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:
- Saman Banafti & Tae-Hwy Lee, 2022, "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers, University of California at Riverside, Department of Economics, number 202203, Jan.
- Justin Dang & Aman Ullah, 2021, "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 202204, Jan, revised Jan 2022.
- Dakyung Seong, 2022, "Binary response model with many weak instruments," Papers, arXiv.org, number 2201.04811, Jan, revised Jun 2024.
- Andras Fulop & Jeremy Heng & Junye Li, 2022, "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers, arXiv.org, number 2201.01094, Jan.
- Rahul Singh & Hannah Zhou, 2022, "Kernel methods for long term dose response curves," Papers, arXiv.org, number 2201.05139, Jan, revised Dec 2024.
- Filip Stanek, 2021, "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp712, Nov.
- Shuzhen Yang, 2021, "Compensatory model for quantile estimation and application to VaR," Papers, arXiv.org, number 2112.07278, Dec.
- Shenshen Yang, 2022, "A Double Robust Approach for Non-Monotone Missingness in Multi-Stage Data," Papers, arXiv.org, number 2201.01010, Jan, revised Aug 2024.
- Masahiro Kato & Kaito Ariu & Masaaki Imaizumi & Masahiro Nomura & Chao Qin, 2022, "Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap," Papers, arXiv.org, number 2201.04469, Jan, revised Dec 2022.
- Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021, "Visualization, Identification, and stimation in the Linear Panel Event-Study Design," Working Papers, Federal Reserve Bank of Philadelphia, number 21-44, Dec, DOI: 10.21799/frbp.wp.2021.44.
- Jonathan Roth & Pedro H. C. Sant'Anna & Alyssa Bilinski & John Poe, 2022, "What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature," Papers, arXiv.org, number 2201.01194, Jan, revised Jan 2023.
- Kabeer, Naila, 2020, "Misbehaving’ RCTs: the confounding problem of human agency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102940, Mar.
- Matthew Kovach & Gerelt Tserenjigmid, 2021, "Behavioral Foundations of Nested Stochastic Choice and Nested Logit," Papers, arXiv.org, number 2112.07155, Dec, revised Feb 2022.
- Jiaying Gu & Roger Koenker, 2021, "Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis," Papers, arXiv.org, number 2112.11064, Dec.