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Report NEP-ECM-2023-02-13
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:
- Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023, "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117944, Jul.
- Nicholas Brown & Jeffrey Wooldridge, 2023, "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper, Economics Department, Queen's University, number 1497, Feb.
- Zongwu Cai & Hongwei Mei & Rui Wang, 2023, "A Model Specification Test for Nonlinear Stochastic Diffusions with Delay," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202301, Jan, revised Jan 2023.
- Nicholas Brown & Kyle Butts & Joakim Westerlund, 2023, "Difference-in-Differences via Common Correlated Effects," Working Paper, Economics Department, Queen's University, number 1496, Jan.
- Markus Pelger & Jiacheng Zou, 2022, "Inference for Large Panel Data with Many Covariates," Papers, arXiv.org, number 2301.00292, Dec, revised Mar 2023.
- Luther Yap, 2023, "Asymptotic Theory for Two-Way Clustering," Papers, arXiv.org, number 2301.03805, Jan, revised Jun 2024.
- Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023, "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202302, Jan.
- Apoorva Lal & Wenjing Zheng & Simon Ejdemyr, 2023, "A Framework for Generalization and Transportation of Causal Estimates Under Covariate Shift," Papers, arXiv.org, number 2301.04776, Jan.
- Denis Chetverikov & Elena Manresa, 2022, "Spectral and post-spectral estimators for grouped panel data models," Papers, arXiv.org, number 2212.13324, Dec, revised Dec 2022.
- Tadao Hoshino & Takahide Yanagi, 2023, "Randomization Test for the Specification of Interference Structure," Papers, arXiv.org, number 2301.05580, Jan, revised Dec 2023.
- Mate Kormos & Robert P. Lieli & Martin Huber, 2023, "Interacting Treatments with Endogenous Takeup," Papers, arXiv.org, number 2301.04876, Jan, revised Dec 2024.
- Zhang, Junyi & Dassios, Angelos, 2023, "Truncated Poisson-Dirichlet approximation for Dirichlet process hierarchical models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117690, Jan.
- Watanabe, Toshiaki & Nakajima, Jouchi, 2023, "High-frequency realized stochastic volatility model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-127, Jan.
- Yi-Ting Chen & Chu-An Liu, 2021, "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 21-A002, Jun.
- Sebastiano Michele Zema & Francesco Cordoni, 2023, "A non-Normal framework for price discovery: The independent component based information shares measure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/03, Jan.
- Crespo, Marelys & Gadat, Sébastien & Gendre, Xavier, 2023, "Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1398, Jan.
- André de Palma & Karim Kilani, 2022, "Best, worst, and Best&worst choice probabilities for logit and reverse logit models," Working Papers, HAL, number hal-03913928, Dec.
- Maria Nareklishvili & Nicholas Polson & Vadim Sokolov, 2022, "Feature Selection for Personalized Policy Analysis," Papers, arXiv.org, number 2301.00251, Dec, revised Jul 2023.
- Michael Greenacre, 2023, "The chi-square standardization, combined with Box-Cox transformation, is a valid alternative to transforming to logratios in compositional data analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1857, Jan.
- Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022, "Calibrating Agent-based Models to Microdata with Graph Neural Networks," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-30, Jun.