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Report NEP-ECM-2023-01-09
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:
- Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2022, "Double Robust Bayesian Inference on Average Treatment Effects," Papers, arXiv.org, number 2211.16298, Nov, revised Feb 2025.
- Nicholas Brown & Kyle Butts, 2022, "A Unified Framework for Dynamic Treatment Effect Estimation in Interactive Fixed Effect Models," Working Paper, Economics Department, Queen's University, number 1495, Nov.
- Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022, "Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2352, Oct.
- Guo, Shaojun & Qiao, Xinghao, 2023, "On consistency and sparsity for high-dimensional functional time series with application to autoregressions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114638, Feb.
- Ohyun Kwon & Jangsu Yoon & Yoto Yotov, 2022, "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2022-13, Dec.
- Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022, "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-12, Dec.
- Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022, "Unified Factor Model Estimation and Inference under Short and Long Memory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2351, Oct.
- Less, Vivien & Sibbertsen, Philipp, 2022, "Estimation and Testing in a Perturbed Multivariate Long Memory Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-704, Dec.
- Andrea Bucci, 2022, "A smooth transition autoregressive model for matrix-variate time series," Papers, arXiv.org, number 2212.08615, Dec.
- Yuehao Bai & Jizhou Liu & Azeem M. Shaikh & Max Tabord-Meehan, 2022, "Inference in Cluster Randomized Trials with Matched Pairs," Papers, arXiv.org, number 2211.14903, Nov, revised Aug 2025.
- Boyuan Zhang, 2022, "Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models," Papers, arXiv.org, number 2211.16714, Nov, revised Oct 2023.
- Yuya Sasaki & Yulong Wang, 2022, "Extreme Changes in Changes," Papers, arXiv.org, number 2211.14870, Nov, revised May 2023.
- Zhu, Ziwei & Wang, Tengyao & Samworth, Richard J., 2022, "High-dimensional principal component analysis with heterogeneous missingness," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117647, Nov.
- Henderson, Daniel J. & Sperlich, Stefan, 2022, "A Complete Framework for Model-Free Difference-in-Differences Estimation," IZA Discussion Papers, IZA Network @ LISER, number 15799, Dec.
- Nicholas Brown, 2022, "Information Equivalence Among Transformations of Semiparametric Nonlinear Panel Data Models," Working Paper, Economics Department, Queen's University, number 1494, Dec.
- Clément de Chaisemartin & Ziteng Lei, 2022, "Are Bartik Regressions Always Robust to Heterogeneous Treatment Effects?," Working Papers, HAL, number hal-03873913, Jul.
- Item repec:rnp:wpaper:s21130 is not listed on IDEAS anymore
- Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2022, "Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications," Papers, arXiv.org, number 2211.16121, Nov, revised Aug 2024.
- Riccardo Di Francesco, 2022, "Aggregation Trees," CEIS Research Paper, Tor Vergata University, CEIS, number 546, Dec, revised 20 Nov 2023.
- John Mullahy & Edward C. Norton, 2022, "Why Transform Y? A Critical Assessment of Dependent-Variable Transformations in Regression Models for Skewed and Sometimes-Zero Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 30735, Dec.
- Mawuli Segnon, 2022, "Strict stationarity of Poisson integer-valued ARCH processes of order infinity," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10222, Dec.
- Zuckerman, Daniel, 2022, "Maximum Likelihood vs. Bayesian estimation of uncertainty," OSF Preprints, Center for Open Science, number ajuvf, Nov, DOI: 10.31219/osf.io/ajuvf.
- Shuping Shi & Jun Yu & Chen Zhang, 2022, "Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2022, Nov.
- Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022, "Score-based calibration testing for multivariate forecast distributions," Papers, arXiv.org, number 2211.16362, Nov, revised Dec 2023.
- Oliver Cassagneau-Francis & Robert Gary-Bobo & Julie Pernaudet & Jean-Marc Robin, 2022, "A Nonparametric Finite Mixture Approach to Difference-in-Difference Estimation, with an Application to On-the-job Training and Wages," Working Papers, HAL, number hal-03869547, Oct.
- Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS97, Dec.
- Yingyao Hu, 2022, "Identification of Unobservables in Observations," Papers, arXiv.org, number 2212.02585, Dec.
- Nicolas Apfel & Frank Windmeijer, 2022, "The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction," Papers, arXiv.org, number 2212.04814, Dec, revised Apr 2024.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," Working Papers, HAL, number hal-03880243, Nov.
- Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2022, "External Instrument SVAR Analysis for Noninvertible Shocks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1444.
- Jaros{l}aw Gruszka & Janusz Szwabi'nski, 2022, "Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices," Papers, arXiv.org, number 2211.14814, Nov.
- Laura Eslava & Fernando Baltazar-Larios & Bor Reynoso, 2022, "Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model," Papers, arXiv.org, number 2211.17220, Nov.
- George Daniel Mateescu, 2021, "Time series : entropy and informational energy," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 221001, Oct.
- David Van Dijcke, 2022, "On the Non-Identification of Revenue Production Functions," Papers, arXiv.org, number 2212.04620, Dec, revised May 2024.
- Clément de Chaisemartin & Diego Ciccia & Xavier d'Haultfoeuille & Felix Knau, 2025, "Two-way Fixed Effects and Differences-in-Differences in Heterogeneous Adoption Designs without Stayers," Working Papers, HAL, number hal-03873937, Jan.
- Marc Wildi & Branka Hadji Misheva, 2022, "A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection," Papers, arXiv.org, number 2212.02906, Dec.
- Shi, Chengchun & Zhang, Shengxing & Lu, Wenbin & Song, Rui, 2022, "Statistical inference of the value function for reinforcement learning in infinite-horizon settings," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110882, Jul.