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Report NEP-ECM-2023-06-26
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:
- Sauvenier, Mathieu & Van Bellegem, Sébastien, 2023, "Direction Identification and Minimax Estimation by Generalized Eigenvalue Problem in High Dimensional Sparse Regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023005, Jan.
- Pesaran, M. H. & Yang, L., 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2342, Jun.
- Millimet, Daniel L. & Bellemare, Marc, 2023, "Fixed Effects and Causal Inference," IZA Discussion Papers, IZA Network @ LISER, number 16202, Jun.
- Hafner, Christian M. & Herwartz, Helmut & Wang, Shu, 2023, "Causal inference with (partially) independent shocks and structural signals on the global crude oil market," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023004, Jan.
- Sauvenier, Mathieu & Van Bellegem, Sébastien, 2023, "Goodness-of-fit test in high-dimensional linear sparse models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023008, Mar.
- Kandelhardt, Johannes, 2023, "Flexible estimation of random coefficient logit models of differentiated product demand," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 399.
- Barrows, Geoffrey & Calel, Raphael & Jégard, Martin & Ollivier, Hélène, 2023, "Estimating the effects of regulation when treated and control firms compete: a new method with application to the EU ETS," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119259, May.
- Shuyang Sheng & Xiaoting Sun, 2023, "Social Interactions in Endogenous Groups," Papers, arXiv.org, number 2306.01544, Jun, revised May 2025.
- Ariel Boyarsky & Hongseok Namkoong & Jean Pouget-Abadie, 2023, "Modeling Interference Using Experiment Roll-out," Papers, arXiv.org, number 2305.10728, May, revised Aug 2023.
- François-Éric Racicota & David Tessierc, 2023, "On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note," Working Papers, Department of Research, Ipag Business School, number 2023-001, Jun.
- Jie Wei & Yonghui Zhang, 2023, "Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?," Papers, arXiv.org, number 2305.05934, May, revised Nov 2024.
- Samuel N. Cohen & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Arthur Turrell & Lingyi Yang, 2023, "Nowcasting using regression on signatures," Papers, arXiv.org, number 2305.10256, May, revised Dec 2025.
- Francesco Cesarone & Rosella Giacometti & Jacopo Maria Ricci, 2023, "Non-parametric cumulants approach for outlier detection of multivariate financial data," Papers, arXiv.org, number 2305.10911, May.
- Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu, 2023, "Deep Learning for Solving and Estimating Dynamic Macro-Finance Models," Papers, arXiv.org, number 2305.09783, May.
- Aurélien Alfonsi & Bernard Lapeyre & Jérôme Lelong, 2023, "How many inner simulations to compute conditional expectations with least-square Monte Carlo?," Post-Print, HAL, number hal-03770051, Jun, DOI: 10.1007/s11009-023-10038-x.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023, "Band-Pass Filtering with High-Dimensional Time Series," Papers, arXiv.org, number 2305.06618, May.
- Carollo, Angela & Putter, Hein & Eilers, Paul H. C. & Gampe, Jutta, 2023, "Event history analysis with two time scales. An application to transitions out of cohabitation," SocArXiv, Center for Open Science, number 4ewv3, May, DOI: 10.31219/osf.io/4ewv3.