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Report NEP-ECM-2022-10-10
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:
- Yiyan Huang & Cheuk Hang Leung & Xing Yan & Qi Wu & Shumin Ma & Zhiri Yuan & Dongdong Wang & Zhixiang Huang, 2022, "Robust Causal Learning for the Estimation of Average Treatment Effects," Papers, arXiv.org, number 2209.01805, Sep.
- Prüser, Jan & Blagov, Boris, 2022, "Improving inference and forecasting in VAR models using cross-sectional information," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 960, DOI: 10.4419/96973124.
- Jinyuan Chang & Qing Jiang & Xiaofeng Shao, 2022, "Testing the martingale difference hypothesis in high dimension," Papers, arXiv.org, number 2209.04770, Sep, revised Sep 2022.
- Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2022, "Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 653, Sep.
- Sebastian Letmathe, 2022, "Data-driven P-Splines under short-range dependence," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 152, Sep.
- Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2022, "Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP," Papers, arXiv.org, number 2209.01910, Sep.
- Kelsey Jack & Kathryn McDermott & Anja Sautmann, 2022, "Multiple Price Lists for Willingness to Pay Elicitation," NBER Working Papers, National Bureau of Economic Research, Inc, number 30433, Sep.
- Sylvain Catherine & Mehran Ebrahimian & Mohammad Fereydounian & David Sraer & David Thesmar, 2022, "Robustness Checks in Structural Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 30443, Sep.
- James Younker, 2022, "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers, Bank of Canada, number 2022-19, Sep, DOI: 10.34989/sdp-2022-19.
- Thomas-Agnan, Christine & Margaretic, Paula & Laurent, Thibault, 2022, "Generalizing impact computations for the autoregressive spatial interaction model," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1357, Sep, revised Feb 2023.
- Sebastian Letmathe & Yuanhua Feng, 2022, "An iterative plug-in algorithm for P-Spline regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 151, Sep.
- Lena Sasal & Tanujit Chakraborty & Abdenour Hadid, 2022, "W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series Forecasting," Papers, arXiv.org, number 2209.03945, Sep.
- Alban Moura, 2022, "Why you should never use the Hodrick-Prescott Filter: Comment," BCL working papers, Central Bank of Luxembourg, number 162, Aug.