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Report NEP-ECM-2022-11-14
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:
- Yoici Arai & Taisuke Otsu & Mengshan Xu, 2022, "GLS under monotone heteroskedasticity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 625, Oct.
- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022, "An identification and testing strategy for proxy-SVARs with weak proxies," Papers, arXiv.org, number 2210.04523, Oct, revised Oct 2023.
- Clément de Chaisemartin & Xavier D'Haultfoeuille, 2022, "Two-way Fixed Effects and Differences-in-Differences Estimators with Several Treatments," NBER Working Papers, National Bureau of Economic Research, Inc, number 30564, Oct.
- Matteo Barigozzi & Daniele Massacci, 2022, "Modelling Large Dimensional Datasets with Markov Switching Factor Models," Papers, arXiv.org, number 2210.09828, Oct, revised Dec 2024.
- Vladislav Morozov, 2022, "Inference on Extreme Quantiles of Unobserved Individual Heterogeneity," Papers, arXiv.org, number 2210.08524, Oct, revised Jun 2025.
- Matias D. Cattaneo & Yingjie Feng & Filippo Palomba & Rocio Titiunik, 2022, "Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption," Papers, arXiv.org, number 2210.05026, Oct, revised Feb 2025.
- Nicholas Brown & Joakim Westerlund, 2022, "Testing Factors In Cce," Working Paper, Economics Department, Queen's University, number 1491, Oct.
- Yong Cai, 2022, "Linear Regression with Centrality Measures," Papers, arXiv.org, number 2210.10024, Oct, revised Mar 2026.
- Anna Bykhovskaya & James A. Duffy, 2022, "The Local to Unity Dynamic Tobit Model," Papers, arXiv.org, number 2210.02599, Oct, revised May 2024.
- Chen, Yunxiao & Lu, Yan & Moustaki, Irini, 2022, "Detection of two-way outliers in multivariate data and application to cheating detection in educational tests," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112499, Sep.
- Christopher Harshaw & Fredrik Savje & Yitan Wang, 2022, "A General Design-Based Framework and Estimator for Randomized Experiments," Papers, arXiv.org, number 2210.08698, Oct, revised Aug 2025.
- Kazuhiko Kakamu, 2022, "Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data," Papers, arXiv.org, number 2210.05115, Oct, revised Oct 2025.
- Emil Aas Stoltenberg, 2022, "Regression discontinuity design with right-censored survival data," Papers, arXiv.org, number 2210.02548, Oct.
- Samuel Higbee, 2022, "Policy Learning with New Treatments," Papers, arXiv.org, number 2210.04703, Oct, revised Jul 2025.
- Alejandro Rodriguez Dominguez & David Stynes, 2022, "A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory," Papers, arXiv.org, number 2210.03988, Oct.
- Fernando Moreno-Pino & Stefan Zohren, 2022, "DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions," Papers, arXiv.org, number 2210.04797, Sep, revised Aug 2024.
- Shlomo, Natalie & Skinner, Chris, 2022, "Measuring risk of re-identification in microdata: state-of-the art and new directions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117168, Oct.
- Vitor Possebom & Flavio Riva, 2022, "Probability of Causation with Sample Selection: A Reanalysis of the Impacts of J\'ovenes en Acci\'on on Formality," Papers, arXiv.org, number 2210.01938, Oct, revised Jul 2024.
- Seabrook, Isobel & Barucca, Paolo & Caccioli, Fabio, 2022, "Structural importance and evolution: an application to financial transaction networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117130, Dec.
- Sampi Bravo,James Robert Ezequiel & Jooste,Charl & Vostroknutova,Ekaterina, 2021, "Identification Properties for Estimating the Impact of Regulation on Markups and Productivity," Policy Research Working Paper Series, The World Bank, number 9523, Jan.
- Carsten Chong & Marc Hoffmann & Yanghui Liu & Mathieu Rosenbaum & Gr'egoire Szymanski, 2022, "Statistical inference for rough volatility: Minimax Theory," Papers, arXiv.org, number 2210.01214, Oct, revised Feb 2024.
- Florian Berg & Julian F. Koelbel & Anna Pavlova & Roberto Rigobon, 2022, "ESG Confusion and Stock Returns: Tackling the Problem of Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 30562, Oct.