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Report NEP-ECM-2022-09-05
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:
- Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2022, "Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment," Papers, arXiv.org, number 2208.01300, Aug, revised Nov 2022.
- Dennis Shen & Peng Ding & Jasjeet Sekhon & Bin Yu, 2022, "Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data," Papers, arXiv.org, number 2207.14481, Jul, revised Oct 2022.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios, 2022, "High Dimensional Generalised Penalised Least Squares," Papers, arXiv.org, number 2207.07055, Jul, revised Oct 2023.
- Ryan Cumings-Menon, 2022, "Differentially Private Estimation via Statistical Depth," Papers, arXiv.org, number 2207.12602, Jul.
- Jacob Goldin & Julian Nyarko & Justin Young, 2022, "Forecasting Algorithms for Causal Inference with Panel Data," Papers, arXiv.org, number 2208.03489, Aug, revised Apr 2024.
- Augustine Denteh & D'esir'e K'edagni, 2022, "Misclassification in Difference-in-differences Models," Papers, arXiv.org, number 2207.11890, Jul, revised Jul 2022.
- Sylvia Fruhwirth-Schnatter & Peter Knaus, 2022, "Sparse Bayesian State-Space and Time-Varying Parameter Models," Papers, arXiv.org, number 2207.12147, Jul.
- Yang, Chiao-Yu & Lei, Lihua & Ho, Nhat & Fithian, William, 2022, "BONuS: Multiple Multivariate Testing with a Data-Adaptive Test Statistic," Research Papers, Stanford University, Graduate School of Business, number 4031, Jul, DOI: 10.48550/arXiv.2106.15743.
- Mammen, Enno & Wilke, Ralf A. & Zapp, Kristina Maria, 2022, "Estimation of group structures in panel models with individual fixed effects," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-023.
- Stefanos Bennett & Jase Clarkson, 2022, "Time Series Prediction under Distribution Shift using Differentiable Forgetting," Papers, arXiv.org, number 2207.11486, Jul.
- Matthew A. Masten & Alexandre Poirier, 2022, "The Effect of Omitted Variables on the Sign of Regression Coefficients," Papers, arXiv.org, number 2208.00552, Jul, revised Jun 2025.
- Bo E. Honor'e & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022, "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Papers, arXiv.org, number 2207.07343, Jul, revised Mar 2023.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022, "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-053/III, Aug.
- Gianluca Cubadda & Alain Hecq & Elisa Voisin, 2022, "Detecting common bubbles in multivariate mixed causal-noncausal models," Papers, arXiv.org, number 2207.11557, Jul.
- Victor Champonnois & Olivier Chanel & Costin Protopopescu, 2022, "Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2214, Jul.
- Florian Gunsilius & Meng Hsuan Hsieh & Myung Jin Lee, 2022, "Tangential Wasserstein Projections," Papers, arXiv.org, number 2207.14727, Jul, revised Aug 2022.
- Philip Marx & Elie Tamer & Xun Tang, 2022, "Parallel Trends and Dynamic Choices," Papers, arXiv.org, number 2207.06564, Jul, revised Aug 2023.
- Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022, "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers, arXiv.org, number 2208.03632, Aug, revised Nov 2024.
- Igor Sadoune & Andrea Lodi & Marcelin Joanis, 2022, "Implementing a Hierarchical Deep Learning Approach for Simulating Multi-Level Auction Data," Papers, arXiv.org, number 2207.12255, Jul, revised Feb 2024.
- Andrew Y. Chen & Jack McCoy, 2022, "Missing Values Handling for Machine Learning Portfolios," Papers, arXiv.org, number 2207.13071, Jul, revised Jan 2024.
- Marco Piña & Rodrigo Herrera, 2021, "Risk modeling with option-implied correlations and score-driven dynamics," Working Papers Central Bank of Chile, Central Bank of Chile, number 932, Nov.
- Niccol`o Ajroldi & Jacopo Diquigiovanni & Matteo Fontana & Simone Vantini, 2022, "Conformal Prediction Bands for Two-Dimensional Functional Time Series," Papers, arXiv.org, number 2207.13656, Jul, revised Jul 2023.
- Beatrice Franzolini & Alexandros Beskos & Maria De Iorio & Warrick Poklewski Koziell & Karolina Grzeszkiewicz, 2022, "Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market," Papers, arXiv.org, number 2208.00952, Aug, revised May 2023.
- Becker, Christoph & Dürsch, Peter & Eife, Thomas A. & Glas, Alexander, 2022, "Extending the procedure of Engelberg et al. (2009) to surveys with varying interval-widths," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2022.