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Report NEP-ECM-2022-09-26
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:
- Yi Zhang & Eli Ben-Michael & Kosuke Imai, 2022, "Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs," Papers, arXiv.org, number 2208.13323, Aug, revised Sep 2024.
- Kun Yi & Yoshihiko Nishiyama, 2022, "Smoothed bootstrapping kernel density estimation under higher order kernel," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1081, Sep.
- Bonsoo Koo & Seojeong Lee & Myung Hwan Seo & Masaya Takano, 2022, "What Impulse Response Do Instrumental Variables Identify?," Papers, arXiv.org, number 2208.11828, Aug, revised Jan 2026.
- Kazuhiko Hayakawa & Takashi Yamagata, 2022, "Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1188, Aug.
- Ibtihal Ferwana & Lav R. Varshney, 2022, "Optimal Recovery for Causal Inference," Papers, arXiv.org, number 2208.06729, Aug, revised Dec 2023.
- Marc Hallin & Hang Liu, 2022, "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-27, Aug.
- Sung Hoon Choi & Donggyu Kim, 2022, "Large Volatility Matrix Analysis Using Global and National Factor Models," Papers, arXiv.org, number 2208.12323, Aug, revised Dec 2022.
- Shuowen Chen & Hiroaki Kaido, 2022, "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers, arXiv.org, number 2208.11281, Aug, revised Sep 2023.
- Sebastian Galiani & Brian Quistorff, 2022, "Assessing External Validity in Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 30398, Aug.
- Barrera, Carlos, 2022, "Characterizing the Anchoring Effects of Official Forecasts on Private Expectations," MPRA Paper, University Library of Munich, Germany, number 114258, Aug.
- Julian Granna & Wolfgang Brunauer & Stefan Lang, 2022, "Proposing a global model to manage the bias-variance tradeoff in the context of hedonic house price models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2022-12, Dec.
- Poon, Aubrey & Zhu, Dan, 2022, "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers, Örebro University, School of Business, number 2022:11, Sep.
- Rodrigo Alfaro & Mathias Drehmann, 2022, "The Holt-Winters filter and the one-sided HP filter: A close correspondence," Working Papers Central Bank of Chile, Central Bank of Chile, number 959, Aug.
- Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," Staff Working Papers, Bank of Canada, number 22-38, Sep, DOI: 10.34989/swp-2022-38.
- Jun Lu & Danny Ding, 2022, "A Hybrid Approach on Conditional GAN for Portfolio Analysis," Papers, arXiv.org, number 2208.07159, Jul.
- Xavier Brouty & Matthieu Garcin, 2022, "A statistical test of market efficiency based on information theory," Papers, arXiv.org, number 2208.11976, Aug.
- Danial Saef & Yuanrong Wang & Tomaso Aste, 2022, "Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing," Papers, arXiv.org, number 2208.12614, Aug, revised Sep 2022.