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Report NEP-ECM-2023-07-24
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:
- Andrei Zeleneev & Kirill Evdokimov, 2023, "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers, Institute for Fiscal Studies, number 10/23, Jun, DOI: 10.47004/wp.cem.2023.1023.
- Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev, 2023, "Marginal effects for probit and tobit with endogeneity," CeMMAP working papers, Institute for Fiscal Studies, number 11/23, Jun, DOI: 10.47004/wp.cem.2023.1123.
- Ruonan Xu, 2023, "Difference-in-Differences with Interference," Papers, arXiv.org, number 2306.12003, Jun, revised Jan 2025.
- Andrew Shephard & Xu Cheng & Alejándro Sanchez-Becerra, 2023, "How to weight in moments matchings: A new approach and applications to earnings dynamics," CeMMAP working papers, Institute for Fiscal Studies, number 13/23, Jun, DOI: 10.47004/wp.cem.2023.1323.
- Fryzlewicz, Piotr, 2023, "Narrowest Significance Pursuit: inference for multiple change-points in linear models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118795, Jun.
- Item repec:rim:rimwps:23-11 is not listed on IDEAS anymore
- Johannes W. Ligtenberg, 2023, "Inference in clustered IV models with many and weak instruments," Papers, arXiv.org, number 2306.08559, Jun, revised Oct 2025.
- Marian Vavra, 2023, "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2023, Apr.
- Vamvourellis, Konstantinos & Kalogeropoulos, Konstantinos & Moustaki, Irini, 2023, "Assessment of generalised Bayesian structural equation models for continuous and binary data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119473, Nov.
- Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023, "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23200.
- Lin Liu & Rajarshi Mukherjee & James M. Robins, 2023, "Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators," Papers, arXiv.org, number 2306.10590, Jun, revised Aug 2023.
- Silvana Tiedemann & Raffaele Sgarlato & Lion Hirth, 2023, "Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series," Papers, arXiv.org, number 2306.12863, Jun.
- Evelina Gavrilova & Audun Langørgen & Floris T. Zoutman & Floris Zoutman, 2023, "Difference-in-Difference Causal Forests, with an Application to Payroll Tax Incidence in Norway," CESifo Working Paper Series, CESifo, number 10532.
- Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2024, "Robust transformations for multiple regression via additivity and variance stabilization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118699, Dec.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023, "Deep Neural Network Estimation in Panel Data Models," Working Papers, Federal Reserve Bank of Cleveland, number 23-15, Jul, DOI: 10.26509/frbc-wp-202315.
- Haruki Kono, 2023, "Semiparametric Efficiency Gains From Parametric Restrictions on Propensity Scores," Papers, arXiv.org, number 2306.04177, Jun, revised Jul 2024.
- David Kohns & Galina Potjagailo, 2023, "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers, Bank of England, number 1025, Jun.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2023, "Design-based identification with formula instruments: A review," CeMMAP working papers, Institute for Fiscal Studies, number 12/23, Jun, DOI: 10.47004/wp.cem.2023.1223.
- Item repec:ags:aaea22:335839 is not listed on IDEAS anymore