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Report NEP-ECM-2022-07-25
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:
- Yuehao Bai & Jizhou Liu & Max Tabord-Meehan, 2022, "Inference for Matched Tuples and Fully Blocked Factorial Designs," Papers, arXiv.org, number 2206.04157, Jun, revised Nov 2023.
- Hao Hao & Bai Huang & Tae-Hwy Lee, 2022, "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers, University of California at Riverside, Department of Economics, number 202212, Jul.
- Victor Quintas-Martinez, 2022, "Finite-Sample Guarantees for High-Dimensional DML," Papers, arXiv.org, number 2206.07386, Jun.
- Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022, "Targeting moments for calibration compared with indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/12, Jul.
- Luis Alvarez & Bruno Ferman & Raoni Oliveira, 2022, "Randomization Inference Tests for Shift-Share Designs," Papers, arXiv.org, number 2206.00999, Jun.
- Ruiz-Gazen, Anne & Lopuhaä, Henrik Paul & Gares, Valérie, 2022, "S-estimation in Linear Models with Structured Covariance Matrices," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1343, Jun.
- Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2022, "Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices," Papers, arXiv.org, number 2205.15420, May, revised Aug 2023.
- Qiang Liu & Zhi Liu, 2022, "Estimating spot volatility under infinite variation jumps with dependent market microstructure noise," Papers, arXiv.org, number 2205.15738, May, revised Feb 2023.
- Xiangjin Shen & Iskander Karibzhanov & Hiroki Tsurumi & Shiliang Li, 2022, "Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models," Staff Working Papers, Bank of Canada, number 22-31, Jul, DOI: 10.34989/swp-2022-31.
- Fernández de Marcos Giménez de los Galanes, Alberto & García Portugués, Eduardo, 2022, "Data-driven stabilizations of goodness-of-fit tests," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 35324, Jun.
- Gao, J. & Linton, O. & Peng, B., 2022, "A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2239, Jun.
- Medous, Estelle & Goga, Camelia & Ruiz-Gazen, Anne & Beaumont, Jean-François & Dessertaine, Alain & Puech, Pauline, 2022, "QR Prediction for Statistical Data Integration," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1344, Jun.
- Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Papers, arXiv.org, number 2206.00409, Jun.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2023, "Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114903, Mar.
- Koji Miyawaki & Steven N. MacEachern, 2022, "Economic variable selection," TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 15, Mar.
- Marcus Buckmann & Andreas Joseph, 2022, "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers, Bank of England, number 984, Jun.