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Report NEP-ECM-2023-03-27
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:
- Alain Guay & Florian Pelgrin, 2021, "SVARs in the Frequency Domain using a Continuum of Restrictions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 21-07, Aug.
- Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2023, "Improved Tests for Stock Return Predictability," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 35133, Mar.
- Zhenhong Huang & Zhaoyuan Li & Jianfeng Yao, 2023, "Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models," Papers, arXiv.org, number 2302.14387, Feb.
- Federico A. Bugni & Ivan A. Canay & Steve McBride, 2023, "Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes," Papers, arXiv.org, number 2302.11505, Feb, revised Jul 2025.
- John Mullahy, 2023, "Partial Identification of Treatment-Effect Distributions with Count-Valued Outcomes," NBER Working Papers, National Bureau of Economic Research, Inc, number 31005, Mar.
- Blankmeyer, Eric, 2022, "A bias test for heteroscedastic linear least squares regression," MPRA Paper, University Library of Munich, Germany, number 116605.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik, 2023, "A Guide to Regression Discontinuity Designs in Medical Applications," Papers, arXiv.org, number 2302.07413, Feb, revised May 2023.
- Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023, "The First-stage F Test with Many Weak Instruments," Papers, arXiv.org, number 2302.14423, Feb, revised Sep 2024.
- Rui Miao & Zhengling Qi & Cong Shi & Lin Lin, 2023, "Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning," Papers, arXiv.org, number 2302.12670, Feb.
- Ningning Zhang & Ke Zhu, 2023, "Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion," Papers, arXiv.org, number 2302.06799, Feb, revised Jun 2023.
- Giorgio Calzolari & Roxana Halbleib & Christian Mucher, 2023, "Sequential Estimation of Multivariate Factor Stochastic Volatility Models," Papers, arXiv.org, number 2302.07052, Feb.
- Pao-Li CHANG & Ryo MAKIOKA & Bo Lin NG & Zhenlin YANG, 2023, "Estimating Firm-level Production Functions with Spatial Dependence in Output, Input, and Productivity," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 23016, Mar.
- Emir Malikov & Shunan Zhao & Jingfang Zhang, 2023, "A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity," Papers, arXiv.org, number 2302.13429, Feb.
- Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023, "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers, arXiv.org, number 2302.13066, Feb, revised Aug 2025.
- Lorena Torres Lahoz & Francisco Camara Pereira & Georges Sfeir & Ioanna Arkoudi & Mayara Moraes Monteiro & Carlos Lima Azevedo, 2023, "Attitudes and Latent Class Choice Models using Machine learning," Papers, arXiv.org, number 2302.09871, Feb.