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Report NEP-ECM-2022-09-19
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:
- Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022, "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers, arXiv.org, number 2208.08291, Aug, revised Jun 2023.
- Mamadou Yauck, 2022, "On the Estimation of Peer Effects for Sampled Networks," Papers, arXiv.org, number 2208.09102, Aug.
- Abdelkamel Alj & Rajae Azrak & Guy Melard, 2022, "General Estimation Results for tdVARMA Array Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-25, Jul.
- Sylvain Barde, 2022, "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics, School of Economics, University of Kent, number 2203, Aug.
- Runyu Dai & Yoshimasa Uematsu & Yasumasa Matsuda, 2022, "Estimation of Large Covariance Matrices with Mixed Factor Structures," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 130, Aug.
- Jad Beyhum & Jean-Pierre Florens & Elia Lapenta & Ingrid Van Keilegom, 2022, "Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models," Papers, arXiv.org, number 2208.05344, Aug, revised Apr 2023.
- Songnian Chen & Shakeeb Khan & Xun Tang, 2022, "Endogeneity in Weakly Separable Models without Monotonicity," Papers, arXiv.org, number 2208.05047, Aug.
- Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022, "Beta-Sorted Portfolios," Papers, arXiv.org, number 2208.10974, Aug, revised Nov 2024.
- Tae-Hwy Lee & Ekaterina Seregina, 2022, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers, University of California at Riverside, Department of Economics, number 202213, Sep.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2024, "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 116392, Apr.
- Ivonne Schwartz & Mark Kirstein, 2022, "Time is limited on the road to asymptopia," Papers, arXiv.org, number 2208.08169, Aug.
- Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer, 2022, "Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator," Papers, arXiv.org, number 2208.05278, Aug.
- Dixon, Huw David & Tian, Maoshan, 2022, "The Confidence Interval of Cross-Sectional Distribution of Durations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/15, Aug.
- Xin-Bing Kong & Yong-Xin Liu & Long Yu & Peng Zhao, 2022, "Matrix Quantile Factor Model," Papers, arXiv.org, number 2208.08693, Aug, revised Aug 2024.
- Zhongze Cai & Hanzhao Wang & Kalyan Talluri & Xiaocheng Li, 2022, "Deep Learning for Choice Modeling," Papers, arXiv.org, number 2208.09325, Aug.
- Karl Friedrich Siburg & Christopher Strothmann & Gregor Wei{ss}, 2022, "Comparing and quantifying tail dependence," Papers, arXiv.org, number 2208.10319, Aug.
- Candes, Emmanuel & Lei, Lihua & Ren, Zhimei, 2022, "Conformalized Survival Analysis," Research Papers, Stanford University, Graduate School of Business, number 4028, Apr.
- Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2022, "Characterizing M-estimators," Papers, arXiv.org, number 2208.08108, Aug.
- Nishi, Mikihito & 西, 幹仁 & Kurozumi, Eiji & 黒住, 英司, 2022, "Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2022-02, Aug.
- Danilo Cascaldi-Garcia, 2022, "Pandemic Priors," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1352, Aug, DOI: 10.17016/IFDP.2022.1352.
- Christian K. Wolf & Alisdair McKay, 2022, "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30358, Aug.
- Yaron Azrieli & John Rehbeck, 2022, "Marginal stochastic choice," Papers, arXiv.org, number 2208.08492, Aug.
- Angelopoulos, Anastasios N. & Bates, Stephen & Candes, Emmanuel J. & Jordan, Michael I. & Lei, Lihua, 2022, "Learn Then Test: Calibrating Predictive Algorithms to Achieve Risk Control," Research Papers, Stanford University, Graduate School of Business, number 4030, Apr.