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, or Bluesky.

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, Faculty of Economics, University of Cambridge, number 2273, Dec.
• 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, arXiv.org, number 2212.07379, Dec.
• Takahide Yanagi, 2022, "An Effective Treatment Approach to Difference-in-Differences with General Treatment Patterns," Papers, arXiv.org, number 2212.13226, Dec, revised May 2023.
• Kazuhiko Shinoda & Takahiro Hoshino, 2022, "Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions," Papers, arXiv.org, number 2212.13145, Dec.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Specification tests for non-Gaussian structural vector autoregressions," Working Papers, CEMFI, number wp2022_2212, Dec.
• Irene Botosaru & Chris Muris, 2022, "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers, arXiv.org, number 2212.09193, Dec, revised Nov 2023.
• Siqi Wei, 2022, "Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods," Working Papers, CEMFI, number wp2022_2206, Jul.
• Andrii Babii & Eric Ghysels & Junsu Pan, 2022, "Tensor PCA for Factor Models," Papers, arXiv.org, number 2212.12981, Dec, revised Mar 2025.
• Alexandre Belloni & Fei Fang & Alexander Volfovsky, 2022, "Neighborhood Adaptive Estimators for Causal Inference under Network Interference," Papers, arXiv.org, number 2212.03683, Dec, revised Mar 2025.
• Pacifico, Antonio, 2021, "High Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach," MPRA Paper, University Library of Munich, Germany, number 115711, revised 2022.
• Ng Cheuk Fai, 2022, "Robust Inference in High Dimensional Linear Model with Cluster Dependence," Papers, arXiv.org, number 2212.05554, Dec.
• 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, Institute of Labor Economics (IZA), number 15815, Dec.
• Miguel Cabello, 2022, "Robust Estimation of the non-Gaussian Dimension in Structural Linear Models," Papers, arXiv.org, number 2212.07263, Dec, revised Sep 2023.
• Zhexiao Lin & Fang Han, 2022, "On regression-adjusted imputation estimators of the average treatment effect," Papers, arXiv.org, number 2212.05424, Dec, revised Jan 2023.
• Arthur Lewbel & Xi Qu & Xun Tang, 2022, "Estimating Social Network Models with Missing Links," Boston College Working Papers in Economics, Boston College Department of Economics, number 1056, Dec.
• Mboya, Mwasi & Sibbertsen, Philipp, 2022, "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-705, Dec.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "PML vs minimum χ 2 : the comeback," Working Papers, CEMFI, number wp2022_2210, Oct.
• Ruonan Xu & Jeffrey M. Wooldridge, 2022, "A Design-Based Approach to Spatial Correlation," Papers, arXiv.org, number 2211.14354, Nov.
• 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, Cowles Foundation for Research in Economics, Yale University, number 2347, Aug.
• Zadrozny, Peter A., 2022, "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series, Center for Financial Studies (CFS), number 682.
• Jiafeng Chen & Jonathan Roth, 2022, "Logs with zeros? Some problems and solutions," Papers, arXiv.org, number 2212.06080, Dec, revised Nov 2023.

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, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: