Printed from https://ideas.repec.org/n/nep-ecm/2022-03-14.html
Report NEP-ECM-2022-03-14
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:
- Harsh Parikh & Carlos Varjao & Louise Xu & Eric Tchetgen Tchetgen, 2022, "Validating Causal Inference Methods," Papers, arXiv.org, number 2202.04208, Feb, revised Jul 2022.
- Christis Katsouris, 2022, "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers, arXiv.org, number 2202.00141, Jan, revised Feb 2022.
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021, "SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?," Working Papers, Princeton University. Economics Department., number 2021-24, Aug.
- Crudu, Federico & Mellace, Giovanni & Smits, Joeri & Knaus, Michael, 2022, "What does OLS identify under the zero conditional mean assumption?," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2022, Feb, revised 15 Nov 2022.
- Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.
- Mikio Ito, 2022, "Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique," Papers, arXiv.org, number 2202.02988, Feb.
- Hafner, C. M., 2022, "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2214, Feb.
- Heckman, James J. & Pinto, Rodrigo, 2022, "Causality and Econometrics," IZA Discussion Papers, IZA Network @ LISER, number 15081, Feb.
- Caio Almeida & Jianqing Fan & Francesca Tang, 2021, "Can a Machine Correct Option Pricing Models?," Working Papers, Princeton University. Economics Department., number 2021-44, May.
- Liu Yang & Kajal Lahiri & Adrian Pagan, 2022, "Getting the ROC into Sync," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-01, Jan.