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Report NEP-ECM-2022-02-28
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:
- Fan Yang & Yi Qian & Hui Xie, 2022, "Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 29708, Jan.
- Nezakati, Ensiyeh & Pircalabelu, Eugen, 2021, "Unbalanced distributed estimation and inference for precision matrices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021031, Jan.
- Masahiro Kato & Masaaki Imaizumi, 2022, "Benign-Overfitting in Conditional Average Treatment Effect Prediction with Linear Regression," Papers, arXiv.org, number 2202.05245, Feb, revised Feb 2022.
- Karsten Schweikert, 2022, "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers, arXiv.org, number 2201.05430, Jan, revised Sep 2024.
- Christine Blandhol & John Bonney & Magne Mogstad & Alexander Torgovitsky, 2022, "When is TSLS Actually LATE?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29709, Jan.
- Pircalabelu, Eugen & Claeskens, Gerda, 2021, "Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021032, Apr.
- Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers, University of California at Riverside, Department of Economics, number 202207, Feb.
- Lambert, Philippe, 2021, "Moment-based density and risk estimation from grouped summary statistics," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021039, Jul.
- G. Cubadda & S. Grassi & B. Guardabascio, 2022, "The Time-Varying Multivariate Autoregressive Index Model," Papers, arXiv.org, number 2201.07069, Jan.
- James G. MacKinnon, 2022, "Using Large Samples in Econometrics," Working Paper, Economics Department, Queen's University, number 1482, Feb.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille & F'elix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare, 2022, "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Papers, arXiv.org, number 2201.06898, Jan, revised Aug 2025.
- Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2023, "A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112222, Jan.
- Ding, Y., 2021, "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2179, Nov.
- Jérôme Trinh, 2022, "Testing for cointegration with structural changes in very small sample," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-01.
- Tzougas, George & Hong, Natalia & Ho, Ryan, 2022, "Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113616, Jan.
- Tapsoba, Augustin, 2022, "Conflict Prediction using Kernel Density Estimation," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1295, Jan.
- Calonaci, Fabio & Kapetanios, George & Price, Simon, 2022, "Stock returns predictability with unstable predictors," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 32331, Feb.
- Pircalabelu, Eugen, 2021, "A spline-based time-varying reproduction number for modelling epidemiological outbreaks," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021030, Apr.
- Collin Philipps, 2022, "Interpreting Expectiles," Working Papers, Department of Economics and Geosciences, US Air Force Academy, number 2022-01, Jan.
- Isaiah Andrews & Drew Fudenberg & Lihua Lei & Annie Liang & Chaofeng Wu, 2022, "The Transfer Performance of Economic Models," Papers, arXiv.org, number 2202.04796, Feb, revised Mar 2025.