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Report NEP-ECM-2023-02-20
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:
- Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023, "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers, arXiv.org, number 2301.09379, Jan, revised Aug 2024.
- Adam Baybutt & Manu Navjeevan, 2023, "Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls," Papers, arXiv.org, number 2301.06283, Jan.
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023, "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Papers, arXiv.org, number 2301.07241, Jan, revised Dec 2023.
- Andreas Hagemann, 2023, "Inference on quantile processes with a finite number of clusters," Papers, arXiv.org, number 2301.04687, Jan, revised Jun 2023.
- Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023, "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/07, Jan.
- Bing Su & Fukang Zhu & Ke Zhu, 2023, "Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables," Papers, arXiv.org, number 2301.06658, Jan.
- Jonathan Proctor & Tamma Carleton & Sandy Sum, 2023, "Parameter Recovery Using Remotely Sensed Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 30861, Jan.
- Hentschel, Manuel & Engelke, Sebastian & Segers, Johan, 2022, "Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022032, Oct.
- Jizhou Liu, 2023, "Inference for Two-stage Experiments under Covariate-Adaptive Randomization," Papers, arXiv.org, number 2301.09016, Jan, revised Jan 2026.
- Miren Azkarate-Askasua & Miguel Zerecero, 2022, "Correcting Small Sample Bias in Linear Models With Many Covariates," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_376, Nov.
- Beatrice Foroni & Luca Merlo & Lea Petrella, 2023, "Expectile hidden Markov regression models for analyzing cryptocurrency returns," Papers, arXiv.org, number 2301.09722, Jan, revised Jan 2024.
- Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023, "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers, arXiv.org, number 2301.06631, Jan.
- Cristina Amado, 2022, "Outlier robust specification of multiplicative time-varying volatility models," NIPE Working Papers, NIPE - Universidade do Minho, number 11/2022.
- Sylvia Fruhwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes, 2023, "When it counts -- Econometric identification of the basic factor model based on GLT structures," Papers, arXiv.org, number 2301.06354, Jan.
- Marcus Roller, Daniel Steinberg, 2023, "Differences-in-Differences with multiple Treatments under Control," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft - CRED, number credresearchpaper41, Jan.
- Mikihito Nishi, 2023, "Testing for Coefficient Randomness in Local-to-Unity Autoregressions," Papers, arXiv.org, number 2301.04853, Jan, revised Jan 2023.
- Zhang, Xinyu & Tong, Howell, 2022, "Asymptotic theory of principal component analysis for time series data with cautionary comments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113566, Apr.
- St'ephane Bonhomme & Kevin Dano & Bryan S. Graham, 2023, "Identification in a Binary Choice Panel Data Model with a Predetermined Covariate," Papers, arXiv.org, number 2301.05733, Jan, revised Jul 2023.
- Tom Boot & Art=uras Juodis, 2023, "Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer," Papers, arXiv.org, number 2301.04439, Jan.
- Arthur Charpentier & Emmanuel Flachaire & Ewen Gallic, 2023, "Optimal Transport for Counterfactual Estimation: A Method for Causal Inference," Papers, arXiv.org, number 2301.07755, Jan.
- Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022, "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022035, Nov.
- Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2022, "A Time-Varying Threshold STAR Model with Applications," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_04, Dec.
- Kenichiro Shiraya & Tomohisa Yamakami, 2023, "Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility," Papers, arXiv.org, number 2301.10044, Jan.
- Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan, 2023, "Testing Firm Conduct," Papers, arXiv.org, number 2301.06720, Jan, revised Jan 2024.
- Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik, 2023, "A Practical Introduction to Regression Discontinuity Designs: Extensions," Papers, arXiv.org, number 2301.08958, Jan, revised Mar 2024.
- Karlson, Kristian Bernt & Ben Jann, 2023, "Marginal Odds Ratios: What They Are, How to Compute Them, and Why Sociologists Might Want to Use Them," University of Bern Social Sciences Working Papers, University of Bern, Department of Social Sciences, number 45, Jan.
- Hafner, Christian & Herwartz, Helmut, 2022, "Asymmetric volatility impulse response functions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022037, Nov.