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Report NEP-ECM-2023-01-30
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:
- Yicong Lin & Hanno Reuvers, 2022, "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-093/III, Dec.
- Jean-Pierre Florens & Elia Lapenta, 2022, "Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments," Papers, arXiv.org, number 2212.11012, Dec, revised Oct 2023.
- Wagner, Martin, 2023, "Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 44, Jan.
- Elia Lapenta, 2022, "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers, arXiv.org, number 2212.11112, Dec, revised Oct 2023.
- Costanza Naguib & Patrick Gagliardini, 2023, "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2302, Jan.
- Ben Jann & Karlson, Kristian Bernt, 2023, "Estimation of marginal odds ratios," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 44, Jan, revised 17 Jan 2023, DOI: 10.48350/176998.
- Jan Pablo Burgard & Matthias Neuenkirch & Dennis Umlandt, 2023, "(Almost) Recursive Identification of Monetary Policy Shocks with Economic Parameter Restrictions," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2023-01.
- Fresoli, Diego Eduardo & Poncela, Pilar & Ruiz Ortega, Esther, 2022, "Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 36251, Dec.
- Julien Hambuckers & Li Sun & Luca Trapin, 2023, "Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors," Papers, arXiv.org, number 2301.01362, Jan.
- Christian Tien, 2023, "Relaxing Instrument Exogeneity with Common Confounders," Papers, arXiv.org, number 2301.02052, Jan, revised Aug 2023.
- Annika Camehl & Dennis Fok & Kathrin Gruber, 2022, "Multivariate quantile regression using superlevel sets of conditional densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-094/III, Dec.
- Luofeng Liao & Christian Kroer, 2023, "Statistical Inference and A/B Testing for First-Price Pacing Equilibria," Papers, arXiv.org, number 2301.02276, Jan, revised Jun 2023.
- Einmahl, John & Krajina, Andrea, 2023, "Empirical Likelihood Based Testing for Multivariate Regular Variation," Discussion Paper, Tilburg University, Center for Economic Research, number 2023-001.
- Jinan Zou & Qingying Zhao & Yang Jiao & Haiyao Cao & Yanxi Liu & Qingsen Yan & Ehsan Abbasnejad & Lingqiao Liu & Javen Qinfeng Shi, 2022, "Stock Market Prediction via Deep Learning Techniques: A Survey," Papers, arXiv.org, number 2212.12717, Dec, revised Feb 2023.
- Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022, "Growing the Efficient Frontier on Panel Trees," NBER Working Papers, National Bureau of Economic Research, Inc, number 30805, Dec.
- Amil Petrin & Mark Ponder & Boyoung Seo, 2022, "Identification and Estimation of Discrete Choice Demand Models when Observed and Unobserved Characteristics are Correlated," NBER Working Papers, National Bureau of Economic Research, Inc, number 30778, Dec.
- Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021, "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," Sciences Po Economics Publications (main), HAL, number hal-03893143, Mar, DOI: 10.1086/712447.