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Report NEP-ECM-2022-10-17
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:
- Jad Beyhum & Lorenzo Tedesco & Ingrid Van Keilegom, 2022, "Instrumental variable quantile regression under random right censoring," Papers, arXiv.org, number 2209.01429, Sep, revised Feb 2023.
- Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis, 2022, "A Ridge-Regularised Jackknifed Anderson-Rubin Test," Papers, arXiv.org, number 2209.03259, Sep, revised Nov 2023.
- Jieun Lee, 2022, "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers, arXiv.org, number 2209.05563, Sep.
- Maria Elvira Mancino & Tommaso Mariotti & Giacomo Toscano, 2022, "Asymptotic Normality for the Fourier spot volatility estimator in the presence of microstructure noise," Papers, arXiv.org, number 2209.08967, Sep.
- Daniel J. Lewis & Davide Melcangi & Laura Pilossoph & Aidan Toner-Rodgers, 2022, "Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression," Staff Reports, Federal Reserve Bank of New York, number 1033, Sep.
- Gabriel Okasa & Kenneth A. Younge, 2022, "Sample Fit Reliability," Papers, arXiv.org, number 2209.06631, Sep.
- Christian, Paul & Barrett, Christopher B., 2022, "Spurious Regressions and Panel IV Estimation: Revisiting the Causes of Conflict," I4R Discussion Paper Series, The Institute for Replication (I4R), number 1.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2022, "Local Projection Inference in High Dimensions," Papers, arXiv.org, number 2209.03218, Sep, revised Apr 2024.
- Sourabh Balgi & Jose M. Pe~na & Adel Daoud, 2022, "$\rho$-GNF: A Copula-based Sensitivity Analysis to Unobserved Confounding Using Normalizing Flows," Papers, arXiv.org, number 2209.07111, Sep, revised Aug 2024.
- Luca Aiello & Matteo Fontana & Alessandra Guglielmi, 2022, "Bayesian Functional Emulation of CO2 Emissions on Future Climate Change Scenarios," Papers, arXiv.org, number 2209.05767, Sep.
- Michael Lechner & Jana Mareckova, 2022, "Modified Causal Forest," Papers, arXiv.org, number 2209.03744, Sep.
- Fabre, Anaïs, 2022, "Robustness of Two-Way Fixed Effects Estimators to Heterogeneous Treatment Effects," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1362, Sep, revised Jul 2025.
- Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022, "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-066/III, Sep, revised 21 Nov 2024.
- Gregory Cox, 2022, "A Generalized Argmax Theorem with Applications," Papers, arXiv.org, number 2209.08793, Sep.
- D Barrera & S Cr'epey & E Gobet & Hoang-Dung Nguyen & B Saadeddine, 2022, "Statistical Learning of Value-at-Risk and Expected Shortfall," Papers, arXiv.org, number 2209.06476, Sep, revised Sep 2024.
- Bram De Rock & Domenico Moramarco, 2022, "Nonparametric Analysis of Heterogeneous Multidimensional Fairness," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-29, Sep.
- Sheyu Li & Valentyn Litvin & Charles F. Manski, 2022, "Partial Identification of Personalized Treatment Response with Trial-reported Analyses of Binary Subgroups," NBER Working Papers, National Bureau of Economic Research, Inc, number 30461, Sep.
- Marc Hallin, 2022, "Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-Dimensional Time Series," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-30, Sep.
- Benjamin Ferri, 2022, "Novel Shift-Share Instruments and Their Applications," Boston College Working Papers in Economics, Boston College Department of Economics, number 1053, Sep.
- Aur'elien Alfonsi & Nerea Vadillo, 2022, "A stochastic volatility model for the valuation of temperature derivatives," Papers, arXiv.org, number 2209.05918, Sep, revised Aug 2023.
- Jordan Roulleau-Pasdeloup, 2022, "Analyzing Linear DSGE models: the Method of Undetermined Markov States," Papers, arXiv.org, number 2209.05081, Sep, revised Feb 2023.
- Hugo Inzirillo & Ludovic De Villelongue, 2022, "An Attention Free Long Short-Term Memory for Time Series Forecasting," Papers, arXiv.org, number 2209.09548, Sep.
- Masahiro Kato & Masaaki Imaizumi & Takuya Ishihara & Toru Kitagawa, 2022, "Best Arm Identification with Contextual Information under a Small Gap," Papers, arXiv.org, number 2209.07330, Sep, revised Jan 2023.
- Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022, "The boosted HP filter is more general than you might think," Papers, arXiv.org, number 2209.09810, Sep, revised Apr 2024.
- Giulio Bottazzi & Taewon Kang & Federico Tamagni, 2022, "Persistence in firm growth: inference from conditional quantile transition matrice," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/27, Sep.