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Report NEP-ECM-2022-11-07
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:
- Timothy B. Armstrong & Martin Weidner & Andrei Zeleneev, 2022, "Robust Estimation and Inference in Panels with Interactive Fixed Effects," Papers, arXiv.org, number 2210.06639, Oct, revised May 2025.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022, "Robust inference for non-Gaussian SVAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1847, Oct.
- Yu Hao & Hiroyuki Kasahara, 2022, "Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data," Papers, arXiv.org, number 2210.02824, Oct, revised Jun 2023.
- Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi, 2022, "Change point inference in high-dimensional regression models under temporal dependence," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022027, Sep.
- Lambert, Philippe & Gressani, Oswaldo, 2022, "Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022030, Oct.
- JoonHwan Cho & Yao Luo & Ruli Xiao, 2022, "Deconvolution from Two Order Statistics," Working Papers, University of Toronto, Department of Economics, number tecipa-739, Oct.
- H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022, "Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation," Papers, arXiv.org, number 2210.06217, Oct.
- Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Papers, arXiv.org, number 2210.07154, Oct.
- Yao Luo & Peijun Sang & Ruli Xiao, 2022, "Order Statistics Approaches to Unobserved Heterogeneity in Auctions," Papers, arXiv.org, number 2210.03547, Oct.
- Alejandro Sanchez-Becerra, 2022, "The Network Propensity Score: Spillovers, Homophily, and Selection into Treatment," Papers, arXiv.org, number 2209.14391, Sep.
- Raghavendra Addanki & David Arbour & Tung Mai & Cameron Musco & Anup Rao, 2022, "Sample Constrained Treatment Effect Estimation," Papers, arXiv.org, number 2210.06594, Oct.
- Jochmans, Koen & Higgins, Ayden, 2022, "Learning Markov Processes with Latent Variables," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1366, Oct.
- Das, Tirthatanmoy & Polachek, Solomon, 2022, "The Econometrics of Antidotal Variables," IZA Discussion Papers, IZA Network @ LISER, number 15558, Sep.
- Jun Lu & Joerg Osterrieder, 2022, "Feature Selection via the Intervened Interpolative Decomposition and its Application in Diversifying Quantitative Strategies," Papers, arXiv.org, number 2209.14532, Sep.
- Fengler, Matthias & Polivka, Jeannine, 2022, "Structural Volatility Impulse Response Analysis," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2211, Oct, revised Nov 2022.
- Weihuan Huang & Nifei Lin & L. Jeff Hong, 2022, "Monte-Carlo Estimation of CoVaR," Papers, arXiv.org, number 2210.06148, Oct.
- Kneip, Alois & Simar, Léopold & Wilson, Paul W., 2022, "Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022024, Aug.
- Canepa, Alessandra, 2022, "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202211, Sep.
- Leluc, Rémi & Portier, François & Segers, Johan & Zhuman, Aigerim, 2022, "A Quadrature Rule combining Control Variates and Adaptive Importance Sampling," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022018, May.
- Xenxo Vidal-Llana & Carlos Salort Sánchez & Vincenzo Coia & Montserrat Guillen, 2022, ""Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202215, Oct, revised Oct 2022.