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Report NEP-ECM-2022-07-18
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:
- Ignacio Martinez & Jaume Vives-i-Bastida, 2022, "Bayesian and Frequentist Inference for Synthetic Controls," Papers, arXiv.org, number 2206.01779, Jun, revised Jul 2024.
- Difang Huang & Jiti Gao & Tatsushi Oka, 2022, "Semiparametric Single-Index Estimation for Average Treatment Effects," Papers, arXiv.org, number 2206.08503, Jun, revised Jan 2025.
- Qizhao Chen & Vasilis Syrgkanis & Morgane Austern, 2022, "Debiased Machine Learning without Sample-Splitting for Stable Estimators," Papers, arXiv.org, number 2206.01825, Jun, revised Nov 2022.
- Juan Carlos Escanciano & Joel Robert Terschuur, 2022, "Debiased Machine Learning U-statistics," Papers, arXiv.org, number 2206.05235, Jun, revised Oct 2025.
- Linton, O. B. & Tang, H. & Wu, J., 2022, "A Structural Dynamic Factor Model for Daily Global Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2237, Jun.
- Yuefeng Han & Rong Chen & Dan Yang & Cun-Hui Zhang, 2020, "Tensor Factor Model Estimation by Iterative Projection," Papers, arXiv.org, number 2006.02611, Jun, revised Jul 2024.
- Yunus Emre Ergemen, 2022, "Parametric Estimation of Long Memory in Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-10, Jun.
- Luis Gruber & Gregor Kastner, 2022, "Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!," Papers, arXiv.org, number 2206.04902, Jun, revised Feb 2025.
- Christian Gourieroux & Joann Jasiak, 2022, "Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models," Papers, arXiv.org, number 2205.09922, May, revised Jul 2025.
- Chronopoulos, Ilias & Giraitis, Liudas & Kapetanios, George, 2022, "Choosing between persistent and stationary volatility," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 33045, Jun.
- Daniel J. Lewis & Karel Mertens, 2022, "A Robust Test for Weak Instruments with Multiple Endogenous Regressors," Staff Reports, Federal Reserve Bank of New York, number 1020, Jun.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-04, Mar.
- Paulo M.M. Rodrigues & Robert Hill, 2022, "Forgetting Approaches to Improve Forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w202208.
- Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2022, "Assessing Omitted Variable Bias when the Controls are Endogenous," Papers, arXiv.org, number 2206.02303, Jun, revised Feb 2026.
- Ankur Moitra & Dhruv Rohatgi, 2022, "Provably Auditing Ordinary Least Squares in Low Dimensions," Papers, arXiv.org, number 2205.14284, May, revised Jun 2022.
- Nail Kashaev, 2022, "Estimation of Parametric Binary Outcome Models with Degenerate Pure Choice-Based Data with Application to COVID-19-Positive Tests from British Columbia," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20225.
- Vivek F. Farias & Andrew A. Li & Tianyi Peng & Andrew Zheng, 2022, "Markovian Interference in Experiments," Papers, arXiv.org, number 2206.02371, Jun, revised Jun 2022.
- Victor H. Aguiar & Nail Kashaev & Roy Allen, 2022, "Prices, Profits, Proxies, and Production," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20226.
- Martin Weale & Paul Labonne, 2022, "Nowcasting in the presence of large measurement errors and revisions," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-05, Mar.
- Qiang Liu & Yingtao Luo & Shu Wu & Zhen Zhang & Xiangnan Yue & Hong Jin & Liang Wang, 2022, "RMT-Net: Reject-aware Multi-Task Network for Modeling Missing-not-at-random Data in Financial Credit Scoring," Papers, arXiv.org, number 2206.00568, Jun.