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Report NEP-ECM-2023-04-10
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:
- Yukun Ma, 2023, "Identification-robust inference for the LATE with high-dimensional covariates," Papers, arXiv.org, number 2302.09756, Feb, revised Nov 2025.
- Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers, arXiv.org, number 2303.10117, Mar, revised Mar 2024.
- Lewis, Gabriel, 2022, "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper, University Library of Munich, Germany, number 116662, Dec.
- Joel L. Horowitz & Ahnaf Rafi, 2023, "Bootstrap based asymptotic refinements for high-dimensional nonlinear models," CeMMAP working papers, Institute for Fiscal Studies, number 06/23, Mar, DOI: 10.47004/wp.cem.2023.0623.
- Tom Boot & Johannes W. Ligtenberg, 2023, "Identification- and many moment-robust inference via invariant moment conditions," Papers, arXiv.org, number 2303.07822, Mar, revised Oct 2025.
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023, "Improved inference in financial factor models," ECON - Working Papers, Department of Economics - University of Zurich, number 430, Mar.
- Josè L. Moraga González & Zsolt Sándor & Matthijs Wildenbeest, 2023, "A Framework for the Estimation of Demand for Differentiated Products with Simultaneous Consumer Search," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-015/VII, Mar.
- Tsung-Chih Lai & Jiun-Hua Su, 2023, "Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility," Papers, arXiv.org, number 2303.06658, Mar.
- Ivan Canay & Gastón Illanes & Amilcar Velez, 2023, "A User's Guide to Inference in Models Defined by Moment Inequalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31040, Mar.
- Gustavo F. Serenelli & Emiliano Delfau, 2023, "Estimation of Probabilities for Ordered Sets and Application to Calibration of Rating Models," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 849, Mar.
- Vira Semenova, 2023, "Debiased Machine Learning of Aggregated Intersection Bounds and Other Causal Parameters," Papers, arXiv.org, number 2303.00982, Mar, revised May 2025.
- Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023, "A Sufficient Statistical Test for Dynamic Stability," MPRA Paper, University Library of Munich, Germany, number 116684, Mar.
- Sylvia Fruhwirth-Schnatter, 2023, "Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis," Papers, arXiv.org, number 2303.00473, Mar.
- Thomas Wong & Mauricio Barahona, 2023, "Deep incremental learning models for financial temporal tabular datasets with distribution shifts," Papers, arXiv.org, number 2303.07925, Mar, revised Oct 2023.
- Jens Ludwig & Sendhil Mullainathan, 2023, "Machine Learning as a Tool for Hypothesis Generation," NBER Working Papers, National Bureau of Economic Research, Inc, number 31017, Mar.
- Federico Favata & Gabriel Rojas Montes & Martín Trombetta & Javier Alejo, 2021, "Conditional and unconditional quantile regressions," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4466, Nov.
- Jean-Marc Le Caillec, 2021, "Threshold autoregressive model blind identification based on array clustering," Post-Print, HAL, number hal-03210735, Jul, DOI: 10.1016/j.sigpro.2021.108055.
- Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2023, "Extreme expectile estimation for short-tailed data, with an application to market risk assessment," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1414, Mar, revised May 2024.
- Jonathan Berrisch & Florian Ziel, 2023, "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers, arXiv.org, number 2303.10019, Mar, revised Feb 2024.