Printed from https://ideas.repec.org/n/nep-ecm/2022-02-07.html
Report NEP-ECM-2022-02-07
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:
- Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022, "Black-box Bayesian inference for economic agent-based models," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-05, Feb.
- B. Douglas Bernheim & Daniel Björkegren & Jeffrey Naecker & Michael Pollmann, 2021, "Causal Inference from Hypothetical Evaluations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29616, Dec.
- Arnab Chakrabarti & Rituparna Sen, 2022, "Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix," Papers, arXiv.org, number 2201.00119, Jan.
- Senay Sokullu & Irene Botosaru & Chris Muris, 2022, "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 22/756, Jan.
- George Gui & Harikesh Nair & Fengshi Niu, 2021, "Auction Throttling and Causal Inference of Online Advertising Effects," Papers, arXiv.org, number 2112.15155, Dec, revised Feb 2022.
- Alessia Paccagnini & Fabio Parla, 2021, "Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 97, Dec.
- Bart Capéau & Liebrecht De Sadeleer & Sebastiaan S. Maes, 2022, "Identifying the Distribution of Welfare from Discrete Choice," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-03, Jan.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022, "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 29635, Jan.