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Report NEP-ECM-2023-01-23
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:
- Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2022, "Score-type tests for normal mixtures," Working Papers, CEMFI, number wp2022_2213, Dec.
- Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022, "Missing Data in Asset Pricing Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 30761, Dec.
- Dominik Wied, 2022, "Semiparametric Distribution Regression with Instruments and Monotonicity," Papers, arXiv.org, number 2212.03704, Dec.
- Jiaqi Li & Likai Chen & Kun Ho Kim & Tianwei Zhou, 2022, "Simultaneous Inference of a Partially Linear Model in Time Series," Papers, arXiv.org, number 2212.10359, Dec, revised Sep 2023.
- Aurelien Bibaut & Nathan Kallus & Michael Lindon, 2022, "Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations," Papers, arXiv.org, number 2212.14411, Dec, revised Mar 2024.
- Ziwei Mei & Zhentao Shi, 2022, "On LASSO for High Dimensional Predictive Regression," Papers, arXiv.org, number 2212.07052, Dec, revised Jan 2024.
- Ke-Li Xu, 2023, "Local Projection Based Inference under General Conditions," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-001 Classification-C, Jan.
- Matthew L. Comey & Amanda R. Eng & Pauline Leung & Zhuan Pei, 2022, "Supercompliers," Papers, arXiv.org, number 2212.14105, Dec, revised Dec 2024.
- Leonard Goff, 2022, "Identifying causal effects with subjective ordinal outcomes," Papers, arXiv.org, number 2212.14622, Dec, revised Jan 2025.
- Lihua Lei & Jeffrey Wooldridge, 2022, "What Estimators Are Unbiased For Linear Models?," Papers, arXiv.org, number 2212.14185, Dec.
- Jiafeng Chen, 2022, "Empirical Bayes When Estimation Precision Predicts Parameters," Papers, arXiv.org, number 2212.14444, Dec, revised Dec 2025.
- Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022, "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 175.
- Arnaud Dupuy & Alfred Galichon, 2022, "A Note on the Estimation of Job Amenities and Labor Productivity," Sciences Po Economics Publications (main), HAL, number hal-03893167, Jan, DOI: 10.3982/QE928.
- Robert F. Phillips, 2022, "Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias," Papers, arXiv.org, number 2212.14075, Dec, revised Jul 2024.
- Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter, 2022, "Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models," Papers, arXiv.org, number 2212.11833, Dec, revised Oct 2025.
- Hai-Anh Dang & Peter Lanjouw, 2022, "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 632, Dec.
- Dimitris Korobilis & Maximilian Schroder, 2022, "Probabilistic Quantile Factor Analysis," Papers, arXiv.org, number 2212.10301, Dec, revised Aug 2024.
- Ozili, Peterson K, 2023, "The acceptable R-square in empirical modelling for social science research," MPRA Paper, University Library of Munich, Germany, number 115769.
- Hoang, Daniel & Wiegratz, Kevin, 2022, "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 158.
- Stephane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2023, "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," Sciences Po Economics Publications (main), HAL, number hal-03882713, Apr, DOI: 10.1086/720009.