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Report NEP-ECM-2022-05-16
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:
- Sloczynski, Tymon & Uysal, Derya & Wooldridge, Jeffrey M., 2022, "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15241, Apr.
- Christis Katsouris, 2022, "Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions," Papers, arXiv.org, number 2204.02073, Apr, revised Aug 2023.
- Ali Mehrabani & Aman Ullah, 2022, "Weighted Average Estimation in Panel Data," Working Papers, University of California at Riverside, Department of Economics, number 202209, Apr, revised Apr 2022.
- Qihui Chen, 2022, "Robust Estimation of Conditional Factor Models," Papers, arXiv.org, number 2204.00801, Apr, revised Apr 2022.
- Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2022, "Partially Linear Models under Data Combination," NBER Working Papers, National Bureau of Economic Research, Inc, number 29953, Apr.
- Federico Bugni & Ivan Canay & Azeem Shaikh & Max Tabord-Meehan, 2022, "Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes," Papers, arXiv.org, number 2204.08356, Apr, revised Apr 2024.
- Wüthrich, Kaspar & Zhu, Ying, 2023, "Omitted Variable Bias of Lasso-Based Inference Methods: A Finite Sample Analysis," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt1gp6g9gm, Jul.
- Clément de Chaisemartin, 2022, "Trading-off Bias and Variance in Stratified Experiments and in Staggered Adoption Designs, Under a Boundedness Condition on the Magnitude of the Treatment Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 29879, Mar.
- Myungkou Shin, 2022, "Finitely Heterogeneous Treatment Effect in Event-study," Papers, arXiv.org, number 2204.02346, Apr, revised Oct 2024.
- Philippe Casgrain & Martin Larsson & Johanna Ziegel, 2022, "Anytime-valid sequential testing for elicitable functionals via supermartingales," Papers, arXiv.org, number 2204.05680, Apr, revised Jun 2023.
- Li, Chenxing, 2022, "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper, University Library of Munich, Germany, number 112792, Mar.
- Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022, "Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data," Papers, arXiv.org, number 2204.05480, Apr, revised May 2023.
- Alfred Galichon & Bernard Salani'e, 2022, "Estimating Separable Matching Models," Papers, arXiv.org, number 2204.00362, Apr.
- Zexuan Yin & Paolo Barucca, 2022, "Variational Heteroscedastic Volatility Model," Papers, arXiv.org, number 2204.05806, Apr.