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Report NEP-ECM-2023-07-17
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:
- Cheng Yu & Dong Li & Feiyu Jiang & Ke Zhu, 2023, "Matrix GARCH Model: Inference and Application," Papers, arXiv.org, number 2306.05169, Jun.
- Justin Dang & Aman Ullah, 2022, "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers, University of California at Riverside, Department of Economics, number 202303, Jun, revised Mar 2023.
- Xuan Liang & Tao Zou, 2023, "Quasi-Score Matching Estimation for Spatial Autoregressive Model with Random Weights Matrix and Regressors," Papers, arXiv.org, number 2305.19721, May, revised May 2025.
- Hyunseok Jung & Xiaodong Liu, 2023, "Testing for Peer Effects without Specifying the Network Structure," Papers, arXiv.org, number 2306.09806, Jun, revised Oct 2025.
- Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2023, "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Papers, arXiv.org, number 2306.05593, Jun, revised Jul 2024.
- Shunsuke Imai & Yuta Okamoto, 2023, "Kernel Choice Matters for Local Polynomial Density Estimators at Boundaries," Papers, arXiv.org, number 2306.07619, Jun, revised Jan 2026.
- Didier Nibbering & Matthijs Oosterveen, 2023, "Instrument-based estimation of full treatment effects with movers," Papers, arXiv.org, number 2306.07018, Jun.
- Runyu Dai & Yasumasa Matsuda, 2023, "Estimation of Large Volatility Matrices with Low-Rank Signal Plus Sparse Noise Structures," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 135, Jun.
- Alex Maynard & Katsumi Shimotsu & Nina Kuriyama, 2023, "Inference in Predictive Quantile Regressions," Papers, arXiv.org, number 2306.00296, May, revised May 2024.
- Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2024, "EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118826, Apr.
- Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-44, Jun.
- Daouia, Abdelaati & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2023, "Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1444, Jun, revised Nov 2023.
- Evan Munro & David Jones & Jennifer Brennan & Roland Nelet & Vahab Mirrokni & Jean Pouget-Abadie, 2023, "Causal Estimation of User Learning in Personalized Systems," Papers, arXiv.org, number 2306.00485, Jun.
- Kasper Johansson & Mehmet Giray Ogut & Markus Pelger & Thomas Schmelzer & Stephen Boyd, 2023, "A Simple Method for Predicting Covariance Matrices of Financial Returns," Papers, arXiv.org, number 2305.19484, May, revised Nov 2023.
- Dalia Ghanem & D'esir'e K'edagni & Ismael Mourifi'e, 2023, "Evaluating the Impact of Regulatory Policies on Social Welfare in Difference-in-Difference Settings," Papers, arXiv.org, number 2306.04494, Jun, revised Nov 2025.
- Jad Beyhum & Jonas Striaukas, 2023, "Factor-augmented sparse MIDAS regressions with an application to nowcasting," Papers, arXiv.org, number 2306.13362, Jun, revised Oct 2025.
- Hung Tran & Tien Mai, 2023, "Network-based Representations and Dynamic Discrete Choice Models for Multiple Discrete Choice Analysis," Papers, arXiv.org, number 2306.04606, Jun.
- Shadi Haj-Yahia & Omar Mansour & Tomer Toledo, 2023, "Incorporating Domain Knowledge in Deep Neural Networks for Discrete Choice Models," Papers, arXiv.org, number 2306.00016, May.
- Hernandez Roig, Harold Antonio & Aguilera Morillo, María del Carmen & Aguilera, Ana M. & Preda, Cristian, 2023, "Penalized function-on-function partial leastsquares regression," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 37758, Jul.
- Xavier Brouty & Matthieu Garcin, 2023, "Fractal properties, information theory, and market efficiency," Papers, arXiv.org, number 2306.13371, Jun.
- Oaxaca, Ronald L. & Sierminska, Eva, 2023, "Oaxaca-Blinder Meets Kitagawa: What Is the Link?," IZA Discussion Papers, IZA Network @ LISER, number 16188, May.
- Dreber, Anna & Johannesson, Magnus, 2023, "A framework for evaluating reproducibility and replicability in economics," I4R Discussion Paper Series, The Institute for Replication (I4R), number 38.
- Cyril Bénézet & Emmanuel Gobet & Rodrigo Targino, 2023, "Transform MCMC schemes for sampling intractable factor copula models," Post-Print, HAL, number hal-03334526, Mar, DOI: 10.1007/s11009-023-09983-4.