Report NEP-ECM-2022-10-31

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022, "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers, arXiv.org, number 2209.14502, Sep, revised Oct 2023.
• Miguel A. Delgado & Julius Vainora, 2022, "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Papers, arXiv.org, number 2210.00624, Oct, revised Sep 2023.
• William C. Horrace & Hyunseok Jung & Yi Yang, 2022, "The Conditional Mode in Parametric Frontier Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 249, Aug.
• Matias D. Cattaneo & Ricardo P. Masini & William G. Underwood, 2022, "Yurinskii's Coupling for Martingales," Papers, arXiv.org, number 2210.00362, Oct, revised Aug 2025.
• Stefan Faridani & Paul Niehaus, 2022, "Linear estimation of global average treatment effects," Papers, arXiv.org, number 2209.14181, Sep, revised Jan 2026.
• Matthew Read, 2022, "The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2022-04, Oct, DOI: 10.47688/rdp2022-04.
• Marina Khismatullina & Michael Vogt, 2022, "Multiscale Comparison of Nonparametric Trend Curves," Papers, arXiv.org, number 2209.10841, Sep.
• Yingyao Hu & Yang Liu & Jiaxiong Yao, 2022, "Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN)," Papers, arXiv.org, number 2210.01300, Oct.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022, "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers, arXiv.org, number 2209.11970, Sep, revised May 2023.
• Hugo Freeman, 2022, "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers, arXiv.org, number 2209.11691, Sep, revised Mar 2026.
• Siliang Zeng & Mingyi Hong & Alfredo Garcia, 2022, "Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees," Papers, arXiv.org, number 2210.01282, Oct, revised Mar 2024.
• Canavire Bacarreza,Gustavo Javier & Rios Avila,Fernando & Sacco Capurro,Flavia Giannina, 2022, "Recovering Income Distribution in the Presence of Interval-Censored Data," Policy Research Working Paper Series, The World Bank, number 10147, Aug.
• Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini, 2022, "Reconciling econometrics with continuous maximum-entropy network models," Papers, arXiv.org, number 2210.01179, Oct, revised Dec 2022.
• Cengiz, Doruk & Tekgüç, Hasan, 2022, "Counterfactual Reconciliation: Incorporating Aggregation Constraints For More Accurate Causal Effect Estimates," MPRA Paper, University Library of Munich, Germany, number 114478, Jun.
• Spark C. Tseung & Ian Weng Chan & Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin, 2022, "A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model," Papers, arXiv.org, number 2209.15212, Sep.
• Kozubowski, Tomasz J. & Mazur, Stepan & Podgórski, Krzysztof, 2022, "Matrix Gamma Distributions and Related Stochastic Processes," Working Papers, Örebro University, School of Business, number 2022:12, Oct.
• Caio Almeida & Gustavo Freire & Rafael Azevedo & Kym Ardison, 2022, "Nonparametric Option Pricing with Generalized Entropic Estimators," Working Papers, Princeton University. Economics Department., number 2022-25, May.
• Toshiki Tsuda, 2022, "Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect," Papers, arXiv.org, number 2209.11444, Sep, revised Dec 2024.
• Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2022, "Nonlinear Budget Set Regressions for the Random Utility Model," Working Papers, Federal Reserve Bank of Dallas, number 2219, Sep, DOI: 10.24149/wp2219.
• Yuehao Bai & Meng Hsuan Hsieh & Jizhou Liu & Max Tabord-Meehan, 2022, "Revisiting the Analysis of Matched-Pair and Stratified Experiments in the Presence of Attrition," Papers, arXiv.org, number 2209.11840, Sep, revised Oct 2023.
• Matthieu Stigler & Apratim Dey & Andrew Hobbs & David Lobell, 2022, "With big data come big problems: pitfalls in measuring basis risk for crop index insurance," Papers, arXiv.org, number 2209.14611, Sep.
• Scutari, Marco & Panero, Francesca & Proissl, Manuel, 2022, "Achieving fairness with a simple ridge penalty," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 116916, Oct.
• Andrew Y. Chen & Tom Zimmermann, 2022, "Publication Bias in Asset Pricing Research," Papers, arXiv.org, number 2209.13623, Sep, revised Sep 2023.
• Håvard Hungnes & Terje Skjerpen & Jørn Ivar Hamre & Xiaoming Chen Jansen & Dinh Quang Pham & Ole Sandvik, 2022, "Structural break in the Norwegian LFS due to the 2021 redesign," Discussion Papers, Statistics Norway, Research Department, number 987, Aug.
• Carsten Chong & Marc Hoffmann & Yanghui Liu & Mathieu Rosenbaum & Gr'egoire Szymanski, 2022, "Statistical inference for rough volatility: Central limit theorems," Papers, arXiv.org, number 2210.01216, Oct, revised Jun 2024.
• Luofeng Liao & Yuan Gao & Christian Kroer, 2022, "Statistical Inference for Fisher Market Equilibrium," Papers, arXiv.org, number 2209.15422, Sep, revised Feb 2025.

Report NEP-ECM-2022-10-31

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: