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Report NEP-ECM-2022-03-21
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:
- Xingyu Li & Yan Shen & Qiankun Zhou, 2022, "Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects," Papers, arXiv.org, number 2202.12078, Feb.
- Mikkel Plagborg-Møller & Christian K. Wolf, 2020, "Local Projections and VARs Estimate the Same Impulse Responses," Working Papers, Princeton University. Economics Department., number 2020-16, Oct.
- Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022, "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers, arXiv.org, number 2202.04154, Feb, revised Jul 2025.
- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 1-2022, Feb.
- Chenchuan (Mark) Li & Ulrich K. Müller, 2020, "Linear Regression with Many Controls of Limited Explanatory Power," Working Papers, Princeton University. Economics Department., number 2020-57, Mar.
- Jackson Bunting, 2022, "Continuous permanent unobserved heterogeneity in dynamic discrete choice models," Papers, arXiv.org, number 2202.03960, Feb, revised Sep 2025.
- Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2022, "Bonferroni Type Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 32447, Mar.
- Tommaso Mariotti & Fabrizio Lillo & Giacomo Toscano, 2022, "From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution," Papers, arXiv.org, number 2202.12137, Feb, revised Sep 2022.
- Clément de Chaisemartin & Xavier D'Haultfoeuille, 2022, "Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 29734, Feb.
- Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2022, "Statistical Uncertainty in the Ranking of Journals and Universities," NBER Working Papers, National Bureau of Economic Research, Inc, number 29768, Feb.
- Ulrich K. Müller & Mark W. Watson, 2020, "Low-Frequency Analysis of Economic Time Series," Working Papers, Princeton University. Economics Department., number 2020-13, Sep.
- Chen, Zezhun & Dassios, Angelos, 2022, "Cluster point processes and Poisson thinning INARMA," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113652, May.
- Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2022, "Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects," Post-Print, HAL, number hal-03331114, DOI: 10.1016/j.ejor.2021.06.053.
- Christian Bontemps & Raquel Menezes Bezerra Sampaio, 2020, "Entry games for the airline industry," Post-Print, HAL, number hal-02137358, Dec, DOI: 10.4324/9780429021855.
- Philippe Goulet Coulombe, 2022, "A Neural Phillips Curve and a Deep Output Gap," Papers, arXiv.org, number 2202.04146, Feb, revised Oct 2024.
- Narayanaswamy Balakrishnan & Efe A. Ok & Pietro Ortoleva, 2021, "Inferential Choice Theory," Working Papers, Princeton University. Economics Department., number 2021-60, Feb.