Printed from https://ideas.repec.org/n/nep-ecm/2022-08-29.html
Report NEP-ECM-2022-08-29
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:
- Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022, "Time-Varying Poisson Autoregression," Papers, arXiv.org, number 2207.11003, Jul.
- Grigory Franguridi, 2022, "Bias correction and uniform inference for the quantile density function," Papers, arXiv.org, number 2207.09004, Jul.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2022, "Testing for state dependence in the fixed-effects ordered logit model," MPRA Paper, University Library of Munich, Germany, number 113890, Jul.
- Jorg Breitung & Alexander Mayer & Dominik Wied, 2022, "Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations," Papers, arXiv.org, number 2207.09246, Jul, revised Nov 2023.
- Peter C. B. Phillips, 2022, "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2333, Jun.
- Peter C. B. Phillips, 2022, "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2332, May.
- John Gardner, 2022, "Two-stage differences in differences," Papers, arXiv.org, number 2207.05943, Jul.
- Undral Byambadalai, 2022, "Identification and Inference for Welfare Gains without Unconfoundedness," Papers, arXiv.org, number 2207.04314, Jul.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2022, "A Conditional Linear Combination Test with Many Weak Instruments," Papers, arXiv.org, number 2207.11137, Jul, revised Apr 2023.
- Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon, 2022, "Parametric quantile regression for income data," Papers, arXiv.org, number 2207.06558, Jul.
- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2334, Jun.
- Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022, "Density forecast comparison in small samples," Discussion Papers, Department of Economics, University of York, number 22/03, Jun.
- Guillaume Allaire Pouliot, 2022, "Spatial Econometrics for Misaligned Data," Papers, arXiv.org, number 2207.04082, Jul.
- Anton Skrobotov, 2022, "Testing for explosive bubbles: a review," Papers, arXiv.org, number 2207.08249, Jul.
- Tommasi, Denni & Zhang, Lina, 2022, "Identifying Program Benefits When Participation Is Misreported," IZA Discussion Papers, IZA Network @ LISER, number 15427, Jul.
- Guillaume Allaire Pouliot & Zhen Xie, 2022, "Degrees of Freedom and Information Criteria for the Synthetic Control Method," Papers, arXiv.org, number 2207.02943, Jul.
- Régis Barnichon & Geert Mesters, 2022, "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022, Apr, DOI: 10.24148/wp2022-15.
- Amanda Coston & Edward H. Kennedy, 2022, "The role of the geometric mean in case-control studies," Papers, arXiv.org, number 2207.09016, Jul.
- Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson, 2022, "Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes," Papers, arXiv.org, number 2207.06544, Jul.
- Kara Karpman & Samriddha Lahiry & Diganta Mukherjee & Sumanta Basu, 2022, "Exploring Financial Networks Using Quantile Regression and Granger Causality," Papers, arXiv.org, number 2207.10705, Jul, revised Jul 2022.