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Report NEP-ECM-2022-08-22
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:
- Li, Yu-Ning & Li, Degui & Fryzlewicz, Piotr, 2022, "Detection of multiple structural breaks in large covariance matrices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115026, May.
- Nicolas Apfel & Helmut Farbmacher & Rebecca Groh & Martin Huber & Henrika Langen, 2022, "Detecting Grouped Local Average Treatment Effects and Selecting True Instruments," Papers, arXiv.org, number 2207.04481, Jul, revised Oct 2023.
- Galina Besstremyannaya & Sergei Golovan, 2022, "Instrumental Variable Quantile Regression For Clustered Data," HSE Working papers, National Research University Higher School of Economics, number WP BRP 255/EC/2022.
- Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022, "On the instrumental variable estimation with many weak and invalid instruments," Papers, arXiv.org, number 2207.03035, Jul, revised Dec 2023.
- Yinchu Zhu, 2022, "New possibilities in identification of binary choice models with fixed effects," Papers, arXiv.org, number 2206.10475, Jun, revised Jun 2025.
- Otsu, Taisuke & Taniguchi, Go, 2020, "Kolmogorov-Smirnov type test for generated variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105571, Oct.
- Qiying Wang & Peter C. B. Phillips, 2022, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2337, Jul.
- Sylvia Klosin & Max Vilgalys, 2022, "Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application," Papers, arXiv.org, number 2207.08789, Jul, revised Oct 2025.
- Follain, Bertille & Wang, Tengyao & Samworth, Richard J., 2022, "High-dimensional changepoint estimation with heterogeneous missingness," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115014, Jul.
- Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022, "Bootstrap Inference Under Cross Sectional Dependence," Working papers, University of Connecticut, Department of Economics, number 2022-14, Jul.
- Zewei Lin & Dungang Liu, 2022, "Model diagnostics of discrete data regression: a unifying framework using functional residuals," Papers, arXiv.org, number 2207.04299, Jul.
- Shuping Shi & Peter C. B. Phillips, 2022, "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2331, Jun.
- Nicolas Herault & Stephen P. Jenkins, , "The t-statistic approach to inference for inequality indices: the issue of grouping variability," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number ecineq-.
- Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022, "The Virtue of Complexity Everywhere," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-57, Jul.
- Shukla, Sumedha & Arora, Gaurav, 2022, "A rank similarity test for quantile treatment effects in conjunction with propensity score matching: An application to crop yield impacts of agricultural credit," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322569, Aug, DOI: 10.22004/ag.econ.322569.
- Bartosz Uniejewski & Katarzyna Maciejowska, 2022, "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers, arXiv.org, number 2207.04794, Jul.