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Report NEP-ECM-2023-07-31
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:
- Yu-Chin Hsu & Martin Huber & Yu-Min Yen, 2023, "Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning," Papers, arXiv.org, number 2307.01049, Jul.
- Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023, "Specification testing with grouped fixed effects," MPRA Paper, University Library of Munich, Germany, number 117821, Jul.
- Sander Barendse, 2023, "Expected Shortfall LASSO," Papers, arXiv.org, number 2307.01033, Jul, revised Jan 2024.
- Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak, 2023, "Optimization of the Generalized Covariance Estimator in Noncausal Processes," Papers, arXiv.org, number 2306.14653, Jun, revised Jan 2024.
- Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023, "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers, arXiv.org, number 2306.12271, Jun, revised Jul 2023.
- Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023, "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31384, Jun.
- Tetsuya Kaji & Jianfei Cao, 2023, "Assessing Heterogeneity of Treatment Effects," Papers, arXiv.org, number 2306.15048, Jun, revised Aug 2025.
- Ang Yu & Felix Elwert, 2023, "Nonparametric Causal Decomposition of Group Disparities," Papers, arXiv.org, number 2306.16591, Jun, revised Dec 2024.
- Andrea Renzetti, 2023, "Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models," Papers, arXiv.org, number 2306.09287, Jun, revised Nov 2023.
- Eric Auerbach & Yong Cai, 2023, "Identifying Socially Disruptive Policies," Papers, arXiv.org, number 2306.15000, Jun, revised Jul 2025.
- Yuxia Liu & Qi Zhang & Wei Xiao & Tianguang Chu, 2023, "Successive one-sided Hodrick-Prescott filter with incremental filtering algorithm for nonlinear economic time series," Papers, arXiv.org, number 2306.12439, Jun.
- Deepankar Basu, 2023, "The Yule-Frisch-Waugh-Lovell Theorem," Papers, arXiv.org, number 2307.00369, Jul.
- Deepankar Basu, 2023, "Formal Covariate Benchmarking to Bound Omitted Variable Bias," Papers, arXiv.org, number 2306.10562, Jun.
- Jonathan J Adams & Philip Barrett, 2023, "Identifying News Shocks from Forecasts," Working Papers, University of Florida, Department of Economics, number 001010, Jun.
- Andersson, Jonas & Sheybanivaziri, Samaneh, 2023, "Probabilistic forecasting of electricity prices using an augmented LMARX-model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/11, Jul.