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Report NEP-ECM-2022-03-28
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:
- Zongwu Cai & Xiyuan Liu, 2020, "A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202209, Oct, revised Mar 2022.
- Xingyu Li & Xiaojun Song & Zhenting Sun, 2022, "Unified Inference on Moment Restrictions with Nuisance Parameters," Papers, arXiv.org, number 2202.11031, Feb, revised Dec 2025.
- Verena Monschang & Bernd Wilfling, 2022, "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9722, Mar.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202208, Feb.
- Ricardo Masini, 2022, "Distributional Counterfactual Analysis in High-Dimensional Setup," Papers, arXiv.org, number 2202.11671, Feb, revised Sep 2023.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Working Paper, Economics Department, Queen's University, number 1483, May.
- Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022, "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers, Statistics Norway, Research Department, number 976, Mar.
- Martin Mugnier, 2022, "Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models," Working Papers, Center for Research in Economics and Statistics, number 2022-07, Mar.
- Andrea Carriero & Alessio Volpicella, 2022, "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0322, Mar.
- Fengshi Niu & Harsha Nori & Brian Quistorff & Rich Caruana & Donald Ngwe & Aadharsh Kannan, 2022, "Differentially Private Estimation of Heterogeneous Causal Effects," Papers, arXiv.org, number 2202.11043, Feb.
- Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
- Zexuan Yin & Paolo Barucca, 2022, "Neural Generalised AutoRegressive Conditional Heteroskedasticity," Papers, arXiv.org, number 2202.11285, Feb.
- Baye Matar Kandji, 2022, "Iterated Function Systems driven by non independent sequences: structure and inference," Working Papers, Center for Research in Economics and Statistics, number 2022-03, Jan.
- Item repec:rim:rimwps:22-05 is not listed on IDEAS anymore
- Shunsuke Imai & Yoshihiko Nishiyama, 2022, "Higher-Order Asymptotic Properties of Kernel Density Estimator with Plug-In Bandwidth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1076, Mar.
- Tim P. Morrison & Art B. Owen, 2022, "Multivariate Tie-breaker Designs," Papers, arXiv.org, number 2202.10030, Feb, revised Oct 2024.
- Domenico Di Gangi & Giacomo Bormetti & Fabrizio Lillo, 2022, "Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks," Papers, arXiv.org, number 2202.09854, Feb, revised Mar 2022.
- Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes, 2022, "Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables," Papers, arXiv.org, number 2202.08977, Feb.