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Report NEP-ECM-2022-06-27
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:
- Martin Bruns & Helmut Lütkepohl, 2022, "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2005.
- Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2022, "Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP062022, Apr.
- Zhang, Siliang & Chen, Yunxiao, 2022, "Computation for latent variable model estimation: a unified stochastic proximal framework," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114489, Dec.
- Jean-Jacques Forneron, 2022, "Estimation and Inference by Stochastic Optimization," Papers, arXiv.org, number 2205.03254, May.
- Xavier D'Haultf{oe}uille & Purevdorj Tuvaandorj, 2022, "A Robust Permutation Test for Subvector Inference in Linear Regressions," Papers, arXiv.org, number 2205.06713, May, revised Sep 2023.
- Chen, Zezhun & Dassios, Angelos & Tzougas, George, 2022, "EM estimation for the bivariate mixed exponential regression model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115132, May.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022, "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Papers, arXiv.org, number 2205.03288, May, revised Nov 2023.
- Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2022, "Proportional Incremental Cost Probability Functions and their Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022016, May.
- Nathan Kallus & Miruna Oprescu, 2022, "Robust and Agnostic Learning of Conditional Distributional Treatment Effects," Papers, arXiv.org, number 2205.11486, May, revised Jun 2025.
- Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022, "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0522, Jun.
- Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2022, "We modeled long memory with just one lag!," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2022016, Apr.
- Fabiana Gomez & David Pacini, 2022, "Spillover Effects in Empirical Corporate Finance: Choosing the Proxy for the Treatment Intensity," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 22/766, May.
- Simon M. S. Lo & Ralf A. Wilke, 2022, "A single risk approach to the semiparametric copula competing risks model," Papers, arXiv.org, number 2205.06087, May.
- Erhao Xie, 2022, "Nonparametric Identification of Incomplete Information Discrete Games with Non-equilibrium Behaviors," Staff Working Papers, Bank of Canada, number 22-22, May, DOI: 10.34989/swp-2022-22.
- Yasushi Ota & Yu Jiang & Daiki Maki, 2022, "Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach," Papers, arXiv.org, number 2205.11012, May.
- Bhattacharjee, Arnab & Kohns, David, 2022, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 538, May.
- Manudeep Bhuller & Henrik Sigstad, 2022, "2SLS with Multiple Treatments," Papers, arXiv.org, number 2205.07836, May, revised May 2024.
- Chaojun Li & Shi Qiu, 2022, "Recursive Score and Hessian Computation in Regime-Switching Models," Papers, arXiv.org, number 2205.01565, May, revised Jan 2026.
- Robin C. Sickles & Zhichao Wang & Valentin Zelenyuk, 2022, "Stochastic Frontier Analysis for Healthcare, with Illustrations in R," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP052022, May.
- Kirstin Hubrich & Daniel F. Waggoner, 2022, "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-034, Jun, DOI: 10.17016/FEDS.2022.034.
- Kiran Tomlinson & Austin R. Benson, 2022, "Graph-Based Methods for Discrete Choice," Papers, arXiv.org, number 2205.11365, May, revised Nov 2023.
- Johannes König & David I. Stern & Richard S.J. Tol, 2022, "Confidence Intervals for Recursive Journal Impact Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-038/III, Apr.
- Rafael Reisenhofer & Xandro Bayer & Nikolaus Hautsch, 2022, "HARNet: A Convolutional Neural Network for Realized Volatility Forecasting," Papers, arXiv.org, number 2205.07719, May.