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Report NEP-ECM-2022-09-12
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:
- Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022, "Power of unit root tests against nonlinear and noncausal alternatives," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-14.
- Vincenzo Verardi, 2022, "Efficient estimation of spatial econometrics models with skewed and heavy-tailed distributed errors," French Stata Users' Group Meetings 2022, Stata Users Group, number 18, Aug.
- Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2022, "The Econometrics of Financial Duration Modeling," Papers, arXiv.org, number 2208.02098, Aug, revised Dec 2022.
- Akanksha Negi & Digvijay Singh Negi, 2022, "Difference-in-Differences with a Misclassified Treatment," Papers, arXiv.org, number 2208.02412, Aug.
- Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022, "Bootstrap inference in the presence of bias," Papers, arXiv.org, number 2208.02028, Aug, revised Nov 2023.
- Karthik Rajkumar, 2022, "Identification and Inference with Min-over-max Estimators for the Measurement of Labor Market Fairness," Papers, arXiv.org, number 2207.13797, Jul.
- Frank Windmeijer, 2022, "Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals," Papers, arXiv.org, number 2208.01967, Aug.
- Mugnier, Martin & Wang, Ao, 2022, "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1422.
- Matteo Barigozzi & Giuseppe Cavaliere & Graziano Moramarco, 2022, "Factor Network Autoregressions," Papers, arXiv.org, number 2208.02925, Aug, revised Apr 2025.
- Paolo Brunori & Pedro Salas-Rojo & Paolo Verme, 2022, "Estimating Inequality with Missing Incomes," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_19.rdf.
- Moler-Zapata, S.; & Grieve, R.; & Basu, A.; & O'Neill, S.;, 2022, "How does a local Instrumental Variable Method perform across settings with instruments of differing strengths? A simulation study and an evaluation of emergency surgery," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 22/18, Jul.
- Dillon Bowen, 2022, "Bayesian ranking and selection with applications to field studies, economic mobility, and forecasting," Papers, arXiv.org, number 2208.02038, Aug.
- Bates, Stephen & Candes, Emmanuel & Lei, Lihua & Romano, Yaniv & Sesia, Matteo, 2022, "Testing for Outliers with Conformal P-Values," Research Papers, Stanford University, Graduate School of Business, number 4027, May.
- Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji, 2022, "A Hawkes model with CARMA(p,q) intensity," Papers, arXiv.org, number 2208.02659, Aug, revised Aug 2022.
- Yuta Shimodaira & Kohei Shiozawa & Keigo Inukai, 2022, "Investigation of the Convex Time Budget Experiment by Parameter Recovery Simulation," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1185, Aug.
- Gentry, Matthew & Komarova, Tatiana & Schiraldi, Pasquale, 2023, "Preferences and performance in simultaneous first-price auctions: a structural analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115627, Mar.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2022, "Computing Bayes: From Then `Til Now," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/22.
- Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers, Banco de España, number 2208, Mar.
- Yanqiu Ruan & Xiaobo Li & Karthyek Murthy & Karthik Natarajan, 2022, "A Nonparametric Approach with Marginals for Modeling Consumer Choice," Papers, arXiv.org, number 2208.06115, Aug, revised Apr 2025.