Report NEP-ECM-2023-03-13

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
• Timo Schenk, 2023. "Time-Weighted Difference-in-Differences: Accounting for Common Factors in Short T Panels," Tinbergen Institute Discussion Papers 23-004/III, Tinbergen Institute.
• Zhewen Pan, 2023. "On semiparametric estimation of the intercept of the sample selection model: a kernel approach," Papers 2302.05089, arXiv.org.
• O’Connell, Martin & Smith, Howard & Thomassen, Øyvind, 2023. "A two sample size estimator for large data sets," Discussion Papers 2023/1, Norwegian School of Economics, Department of Business and Management Science.
• Michael Keane & Timothy Neal, 2022. "Instrument Strength in IV Estimation and Inference: A Guide to Theory and Practice," Discussion Papers 2022-07, School of Economics, The University of New South Wales.
• Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2023. "Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness," Papers 2302.05404, arXiv.org.
• Robert Adamek & Stephan Smeekes & Ines Wilms, 2023. "Sparse High-Dimensional Vector Autoregressive Bootstrap," Papers 2302.01233, arXiv.org.
• Luis Alvarez & Bruno Ferman, 2023. "Extensions for Inference in Difference-in-Differences with Few Treated Clusters," Papers 2302.03131, arXiv.org.
• Zuzana Irsova & Pedro R. D. Bom & Tomas Havranek & Heiko Rachinger, 2023. "Spurious Precision in Meta-Analysis," Working Papers IES 2023/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2023.
• Michail Tsagris & Abdulaziz Alenazi & Connie Stewart, 2023. "Flexible Non-parametric Regression Models for Compositional Response Data with Zeros," Working Papers 2306, University of Crete, Department of Economics.
• Aisha Fayomi & Yannis Pantazis & Michail Tsagris & Andrew Wood, 2023. "Cauchy Robust Principal Component Analysis with Applications to High-Dimensional Data Sets," Working Papers 2304, University of Crete, Department of Economics.
• Haruki Kono & Kota Saito & Alec Sandroni, 2023. "Axiomatization of Random Utility Model with Unobservable Alternatives," Papers 2302.03913, arXiv.org, revised Aug 2023.
• Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light, 2023. "Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence," Working Papers wp2023_2301, CEMFI.