Printed from https://ideas.repec.org/n/nep-ecm/2023-04-03.html
Report NEP-ECM-2023-04-03
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:
- Seoyun Hong, 2023, "Censored Quantile Regression with Many Controls," Papers, arXiv.org, number 2303.02784, Mar.
- Otsu, Taisuke & Takahata, Keisuke & Xu, Mengshan, 2023, "Empirical likelihood inference for monotone index model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118123, Feb.
- Abdul-Nasah Soale & Emmanuel Selorm Tsyawo, 2023, "Clustered Covariate Regression," Papers, arXiv.org, number 2302.09255, Feb, revised Jul 2025.
- Gordon Burtch & Edward McFowland III & Mochen Yang & Gediminas Adomavicius, 2023, "EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference," Papers, arXiv.org, number 2303.02820, Mar, revised Dec 2024.
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023, "Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-211, Mar.
- KANO, Takashi, 2023, "Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-128, Mar.
- Quinn Lanners & Harsh Parikh & Alexander Volfovsky & Cynthia Rudin & David Page, 2023, "Variable Importance Matching for Causal Inference," Papers, arXiv.org, number 2302.11715, Feb, revised Jun 2023.
- Stommes, Drew & Aronow, P. M. & Sävje, Fredrik, 2023, "On the Reliability of Published Findings Using the Regression Discontinuity Design in Political Science," I4R Discussion Paper Series, The Institute for Replication (I4R), number 22.
- Chen Liu & Chao Wang & Minh-Ngoc Tran & Robert Kohn, 2023, "Deep Learning Enhanced Realized GARCH," Papers, arXiv.org, number 2302.08002, Feb, revised Oct 2023.
- Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini, 2023, "Deterministic, quenched and annealed parameter estimation for heterogeneous network models," Papers, arXiv.org, number 2303.02716, Mar, revised Nov 2023.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo & Farcomeni, Alessio & Laurini, Fabrizio, 2022, "Information criteria for outlier detection avoiding arbitrary significance levels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113647, Feb.
- Sobin Joseph & Shashi Jain, 2023, "A neural network based model for multi-dimensional nonlinear Hawkes processes," Papers, arXiv.org, number 2303.03073, Mar.
- Cai, Hanqing & Wang, Tengyao, 2023, "Estimation of high-dimensional change-points under a group sparsity structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118366, Mar.
- Bonev, Petyo, 2023, "Behavioral Spillovers," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2303, Mar.
- Sam Dannels, 2023, "Creating Disasters: Recession Forecasting with GAN-Generated Synthetic Time Series Data," Papers, arXiv.org, number 2302.10490, Feb.
- Serena Ng & Susannah Scanlan, 2023, "Constructing High Frequency Economic Indicators by Imputation," Papers, arXiv.org, number 2303.01863, Mar, revised Oct 2023.
- Lin Liu & Chang Li, 2023, "New $\sqrt{n}$-consistent, numerically stable higher-order influence function estimators," Papers, arXiv.org, number 2302.08097, Feb.
- Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2024, "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-005 Classification-1, Jul.