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Report NEP-ECM-2022-10-03
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:
- Aman Ullah & Tao Wang & Weixin Yao, 2022, "Semiparametric Partially Linear Varying Coefficient Modal Regression," Working Papers, University of California at Riverside, Department of Economics, number 202215, Jun, revised Jun 2022.
- Phillip Heiler, 2022, "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers, arXiv.org, number 2209.04329, Sep, revised Jul 2024.
- Hao Dong & Yuya Sasaki, 2022, "Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving," Departmental Working Papers, Southern Methodist University, Department of Economics, number 2204, Sep.
- Etienne Wijler, 2022, "A restricted eigenvalue condition for unit-root non-stationary data," Papers, arXiv.org, number 2208.12990, Aug.
- Joshua C. C. Chan, 2022, "Comparing Stochastic Volatility Specifications for Large Bayesian VARs," Papers, arXiv.org, number 2208.13255, Aug.
- Qihui Chen, 2022, "A Unified Framework for Estimation of High-dimensional Conditional Factor Models," Papers, arXiv.org, number 2209.00391, Sep, revised Dec 2025.
- Eskil Heinesen & Christian Hvid & Lars Kirkeb{o}en & Edwin Leuven & Magne Mogstad, 2022, "Instrumental variables with unordered treatments: Theory and evidence from returns to fields of study," Papers, arXiv.org, number 2209.00417, Sep, revised Oct 2022.
- Feiyu Jiang & Emmanuel Selorm Tsyawo, 2022, "A Consistent ICM-based $\chi^2$ Specification Test," Papers, arXiv.org, number 2208.13370, Aug, revised Dec 2025.
- Michael Bates & Jeffrey Wooldridge & Lelsie papke, 2022, "Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels," Working Papers, University of California at Riverside, Department of Economics, number 202214, Sep.
- Alyssa Carlson, 2022, "Identification of a triangular random coefficient model using a correction function," Working Papers, Department of Economics, University of Missouri, number 2207, Sep.
- Geert Mesters & Piotr Zwiernik, 2022, "Non-independent components analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1845, Aug.
- Grivas, Charisios, 2021, "An Automatic Portmanteau Test For Nonlinear Dependence," MPRA Paper, University Library of Munich, Germany, number 114312, Dec, revised 22 Aug 2022.
- Jonathan Berrisch & Sven Pappert & Florian Ziel & Antonia Arsova, 2022, "Modeling Volatility and Dependence of European Carbon and Energy Prices," Papers, arXiv.org, number 2208.14311, Aug, revised Feb 2023.
- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022, "Testing big data in a big crisis: Nowcasting under COVID-19," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-06, Aug.