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Report NEP-ECM-2023-02-06
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:
- Ganesh Karapakula, 2023, "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers, arXiv.org, number 2301.05703, Jan, revised Jan 2023.
- Christophe Bell'ego & David Benatia & Vincent Dortet-Bernardet, 2023, "The Chained Difference-in-Differences," Papers, arXiv.org, number 2301.01085, Jan, revised Jan 2025.
- Xiaohong Chen & Yuan Liao & Weichen Wang, 2022, "Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves," Papers, arXiv.org, number 2301.00092, Dec, revised Jan 2023.
- Glynn, Adam & Rueda, miguel & Schuessler, Julian, 2023, "Post-Instrument Bias in Linear Models," SocArXiv, Center for Open Science, number axn4t, Jan, DOI: 10.31219/osf.io/axn4t.
- Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022, "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers, arXiv.org, number 2301.00277, Dec, revised Feb 2024.
- Weifeng Jin, 2023, "Quantile Autoregression-based Non-causality Testing," Papers, arXiv.org, number 2301.02937, Jan.
- Böhl, Gregor, 2022, "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 177.
- Antonis Demos, 2023, "Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models," DEOS Working Papers, Athens University of Economics and Business, number 2303, Jan.
- Hartwig, Benny, 2022, "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers, Deutsche Bundesbank, number 52/2022.
- Ruben Dewitte & Catherine Fuss & Angelos Theodorakopoulos, 2022, "Identifying latent heterogeneity in productivity," Working Paper Research, National Bank of Belgium, number 428, Dec.
- Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
- Fabio Canova & Kenneth Sæterhagen Paulsen, 2021, "Symbolic Stationarization of Dynamic Equilibrium Models," Working Paper, Norges Bank, number 2021/18, Dec.
- Francesco Fusari, 2023, "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0123, Jan.
- Kenneth Sæterhagen Paulsen & Tuva Marie Fastbø & Tobias Ingebrigtsen, 2022, "Aggregate density forecast of models using disaggregate data - A copula approach," Working Paper, Norges Bank, number 2022/5, Apr.
- Im, K S. & Pesaran, M. H. & Shin, Y., 2023, "Reflections on "Testing for Unit Roots in Heterogeneous Panels"," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2310, Jan.
- Princewill Okoroafor & Vaishnavi Gupta & Robert Kleinberg & Eleanor Goh, 2023, "Non-Stochastic CDF Estimation Using Threshold Queries," Papers, arXiv.org, number 2301.05682, Jan.
- Alex Rees-Jones & Ao Wang, 2022, "An Approach to Testing Reference Points," NBER Working Papers, National Bureau of Economic Research, Inc, number 30773, Dec.