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Report NEP-ECM-2023-05-15
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:
- Wayne Yuan Gao & Rui Wang, 2023, "IV Regressions without Exclusion Restrictions," Papers, arXiv.org, number 2304.00626, Apr, revised Jul 2023.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023, "Testing Granger Non-Causality in Expectiles," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-02, Apr.
- Yukun Ma & Pedro H. C. Sant'Anna & Yuya Sasaki & Takuya Ura, 2023, "Doubly Robust Estimators with Weak Overlap," Papers, arXiv.org, number 2304.08974, Apr, revised Apr 2023.
- Jackson Bunting & Takuya Ura, 2023, "Faster estimation of dynamic discrete choice models using index invertibility," Papers, arXiv.org, number 2304.02171, Apr, revised Apr 2025.
- Benoit Oriol & Alexandre Miot, 2023, "Ledoit-Wolf linear shrinkage with unknown mean," Papers, arXiv.org, number 2304.07045, Apr, revised Mar 2025.
- Degui Li & Runze Li & Han Lin Shang, 2023, "Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series," Papers, arXiv.org, number 2304.07003, Apr.
- Liang Jiang & Liyao Li & Ke Miao & Yichong Zhang, 2023, "Adjustment with Many Regressors Under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2304.08184, Apr, revised Feb 2025.
- Eric Qian, 2023, "Heterogeneity-robust granular instruments," Papers, arXiv.org, number 2304.01273, Apr, revised Jun 2024.
- Joann Jasiak & Purevdorj Tuvaandorj, 2023, "Penalized Likelihood Inference with Survey Data," Papers, arXiv.org, number 2304.07855, Apr.
- Bulat Gafarov, 2023, "Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models," Papers, arXiv.org, number 2304.07331, Apr.
- F. Blasques & Christian Francq & Sébastien Laurent, 2023, "Quasi score-driven models," Post-Print, HAL, number hal-04069143, May, DOI: 10.1016/j.jeconom.2021.12.005.
- Florian Huber & Massimiliano Marcellino & Tobias Scheckel, 2023, "Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification," Papers, arXiv.org, number 2304.07856, Apr, revised Sep 2025.
- Malte Jahn, 2023, "Artificial neural networks and time series of counts: A class of nonlinear INGARCH models," Papers, arXiv.org, number 2304.01025, Apr.
- L. Scaffidi Domianello & E. Otranto, 2023, "On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202304.
- Daoping Yu & Vytaras Brazauskas & Ricardas Zitikis, 2023, "Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses," Papers, arXiv.org, number 2304.02723, Apr.
- Engsted, Tom & Schneider, Jesper W., 2023, "Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective," SocArXiv, Center for Open Science, number nztk8, Apr, DOI: 10.31219/osf.io/nztk8.
- Charles Beach, 2023, "Sample Sizes for Reliably Estimating Lower and Upper Income Shares in Income Distribution Analysis," Working Paper, Economics Department, Queen's University, number 1505, Apr.
- Junlong Feng & Sokbae Lee, 2023, "Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds," Papers, arXiv.org, number 2304.01921, Apr, revised Nov 2024.
- Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2023, "Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks," Papers, arXiv.org, number 2304.06950, Apr.