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Report NEP-ECM-2022-04-18
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:
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper, Economics Department, Queen's University, number 1485, Oct.
- Shuowen Chen, 2022, "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers, arXiv.org, number 2203.10683, Mar, revised Apr 2022.
- Krebs, Johannes & Rademacher, Daniel & von Sachs, Rainer, 2022, "Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022004, Feb.
- Pesaran, M. H. & Pick, A. & Timmermann, A., 2022, "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2219, Mar.
- Nicolás Ronderos Pulido, 2022, "Modified Instruments: An Iterative Process for Reducing Endogeneity Bias Using Large Samples," Documentos de Economía, Universidad Javeriana - Bogotá, number 20049, Apr.
- Karoline Bax & Emanuele Taufer & Sandra Paterlini, 2022, "A generalized precision matrix for t-Student distributions in portfolio optimization," Papers, arXiv.org, number 2203.13740, Mar.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Copula-based estimation of health concentration curves with an application to COVID-19," CIRANO Working Papers, CIRANO, number 2022s-07, Apr.
- Marko Mlikota & Frank Schorfheide, 2022, "Sequential Monte Carlo With Model Tempering," Papers, arXiv.org, number 2202.07070, Feb.
- Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021, "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_06, Aug.
- David Benatia & Christophe Bell'ego & Louis Pape, 2022, "Dealing with Logs and Zeros in Regression Models," Papers, arXiv.org, number 2203.11820, Mar, revised Sep 2025.
- Jérôme Trinh, 2022, "Disaggregation of very small time series with multiple endogenous partial structural breaks," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-10.
- Marion, Rebecca & Lederer, Johannes & Govaerts, Bernadette & von Sachs, Rainer, 2021, "VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021040, Dec.
- Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent, 2022, "GAM(L)A: An econometric model for interpretable Machine Learning," Papers, arXiv.org, number 2203.11691, Mar.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2021, "Self-Fulfilling Debt Crises, Revisited," Working Papers, Princeton University. Economics Department., number 2021-92, Nov.
- Elias Tsakas, 2022, "Belief identification with state-dependent utilities," Papers, arXiv.org, number 2203.10505, Mar, revised Nov 2022.
- Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022, "Selection and parallel trends," Papers, arXiv.org, number 2203.09001, Mar, revised Feb 2026.
- Cizek, Pavel & Sadikoglu, Serhan, 2022, "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper, Tilburg University, Center for Economic Research, number 2022-009.