Report NEP-ECM-2023-01-16

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022. "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics 2273, Faculty of Economics, University of Cambridge.
• Hugo Bodory & Martin Huber & Michael Lechner, 2022. "The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates," Papers 2212.07379, arXiv.org.
• Takahide Yanagi, 2022. "An Effective Treatment Approach to Difference-in-Differences with General Treatment Patterns," Papers 2212.13226, arXiv.org, revised May 2023.
• Kazuhiko Shinoda & Takahiro Hoshino, 2022. "Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions," Papers 2212.13145, arXiv.org.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
• Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
• Siqi Wei, 2022. "Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods," Working Papers wp2022_2206, CEMFI.
• Andrii Babii & Eric Ghysels & Junsu Pan, 2022. "Tensor Principal Component Analysis," Papers 2212.12981, arXiv.org, revised Aug 2023.
• Alexandre Belloni & Fei Fang & Alexander Volfovsky, 2022. "Neighborhood Adaptive Estimators for Causal Inference under Network Interference," Papers 2212.03683, arXiv.org.
• Pacifico, Antonio, 2021. "High Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach," MPRA Paper 115711, University Library of Munich, Germany, revised 2022.
• Ng Cheuk Fai, 2022. "Robust Inference in High Dimensional Linear Model with Cluster Dependence," Papers 2212.05554, arXiv.org.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022. "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers 15815, Institute of Labor Economics (IZA).
• Miguel Cabello, 2022. "Robust Estimation of the non-Gaussian Dimension in Structural Linear Models," Papers 2212.07263, arXiv.org, revised Sep 2023.
• Zhexiao Lin & Fang Han, 2022. "On regression-adjusted imputation estimators of the average treatment effect," Papers 2212.05424, arXiv.org, revised Jan 2023.
• Arthur Lewbel & Xi Qu & Xun Tang, 2022. "Estimating Social Network Models with Missing Links," Boston College Working Papers in Economics 1056, Boston College Department of Economics.
• Mboya, Mwasi & Sibbertsen, Philipp, 2022. "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP) dp-705, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "PML vs minimum χ 2 : the comeback," Working Papers wp2022_2210, CEMFI.
• Ruonan Xu & Jeffrey M. Wooldridge, 2022. "A Design-Based Approach to Spatial Correlation," Papers 2211.14354, arXiv.org.
• Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2022. "Boosting the HP Filter for Trending Time Series with Long Range Dependence," Cowles Foundation Discussion Papers 2347, Cowles Foundation for Research in Economics, Yale University.
• Zadrozny, Peter A., 2022. "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series 682, Center for Financial Studies (CFS).
• Jiafeng Chen & Jonathan Roth, 2022. "Logs with zeros? Some problems and solutions," Papers 2212.06080, arXiv.org, revised Nov 2023.