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Report NEP-ECM-2022-12-05
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:
- Karsten Reichold, 2022, "A Residuals-Based Nonparametric Variance Ratio Test for Cointegration," Papers, arXiv.org, number 2211.06288, Nov, revised Dec 2022.
- Anastasia Semykina, 2022, "Estimating Heterogeneous Effects in Static Binary Response Panel Data Models," Working Papers, Department of Economics, Florida State University, number wp2022_11_01, Nov.
- Ziyu Wang & Yucen Luo & Yueru Li & Jun Zhu & Bernhard Scholkopf, 2022, "Spectral Representation Learning for Conditional Moment Models," Papers, arXiv.org, number 2210.16525, Oct, revised Dec 2022.
- Richard Post & Isabel van den Heuvel & Marko Petkovic & Edwin van den Heuvel, 2022, "Flexible machine learning estimation of conditional average treatment effects: a blessing and a curse," Papers, arXiv.org, number 2210.16547, Oct, revised Jul 2023.
- Eric Gautier & Christiern Rose, 2022, "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers, arXiv.org, number 2211.02249, Nov, revised Nov 2022.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2022, "Cross-Sectional Error Dependence in Panel Quantile Regressions," Working Papers, Banco de Portugal, Economics and Research Department, number w202213.
- Kotlyarova, Yulia & Schafgans, Marcia M.A. & Zinde-Walsh, Victoria, 2021, "Rates of expansions for functional estimators," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113436, Nov.
- John Cai & Weinan Wang, 2022, "A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE)," Papers, arXiv.org, number 2211.01547, Nov.
- Takuya Ishihara & Daisuke Kurisu, 2022, "Shrinkage Methods for Treatment Choice," Papers, arXiv.org, number 2210.17063, Oct, revised Oct 2025.
- Chris Muris & Konstantin Wacker, 2022, "Estimating interaction effects with panel data," Papers, arXiv.org, number 2211.01557, Nov, revised Mar 2025.
- Bansak, Kirk & Nowacki, Tobias, 2022, "Effect Heterogeneity and Causal Attribution in Regression Discontinuity Designs," SocArXiv, Center for Open Science, number vj34m, Jun, DOI: 10.31219/osf.io/vj34m.
- Xiao Huang, 2022, "Boosted p-Values for High-Dimensional Vector Autoregression," Papers, arXiv.org, number 2211.02215, Nov, revised Mar 2023.
- Härtl, Tilmann, 2022, "Identifying Proxy VARs with Restrictions on the Forecast Error Variance," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264071.
- Beiser-McGrath, Liam F., 2020, "Separation and rare events," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117222, Dec.
- Yuya Sasaki & Yulong Wang, 2022, "Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method," Papers, arXiv.org, number 2210.16991, Oct, revised Jan 2025.
- Tamimy, Zenab & van Bergen, Elsje & van der Zee, Matthijs D. & Dolan, Conor V. & Nivard, Michel Guillaume, 2022, "Multi Co-Moment Structural Equation Models: Discovering Direction of Causality in the Presence of Confounding," SocArXiv, Center for Open Science, number ynam2, Jun, DOI: 10.31219/osf.io/ynam2.
- Tzougas, George & Makariou, Despoina, 2022, "The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117197, Dec.
- Toru Kitagawa & Hugo Lopez & Jeff Rowley, 2022, "Stochastic Treatment Choice with Empirical Welfare Updating," Papers, arXiv.org, number 2211.01537, Nov, revised Feb 2023.
- Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022, "Dynamic Identification in VARs," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1384, Nov.
- Maciej Wysocki & Paweł Sakowski, 2022, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-12.
- Darjus Hosszejni & Sylvia Fruhwirth-Schnatter, 2022, "Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis," Papers, arXiv.org, number 2211.00671, Nov, revised Feb 2025.