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Report NEP-ECM-2023-08-14
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:
- Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu, 2023, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Papers, arXiv.org, number 2306.14445, Jun.
- Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023, "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2364, Jun.
- Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023, "New asymptotics applied to functional coefficient regression and climate sensitivity analysis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2365, Jun.
- Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Demand Estimation with Infrequent Purchases and Small Market Sizes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313R2, Nov, revised Jun 2023.
- Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu, 2023, "Adaptive Principal Component Regression with Applications to Panel Data," Papers, arXiv.org, number 2307.01357, Jul, revised Aug 2024.
- Michael Bates & Seolah Kim, 2023, "Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity," German Stata Conference 2023, Stata Users Group, number 04, Jun.
- Tobias Fissler & Marc-Oliver Pohle, 2023, "Generalised Covariances and Correlations," Papers, arXiv.org, number 2307.03594, Jul, revised Sep 2023.
- Harsh Parikh & Marco Morucci & Vittorio Orlandi & Sudeepa Roy & Cynthia Rudin & Alexander Volfovsky, 2023, "A Double Machine Learning Approach to Combining Experimental and Observational Data," Papers, arXiv.org, number 2307.01449, Jul, revised Oct 2025.
- Daniel Haanwinckel, 2023, "Does regional variation in wage levels identify the effects of a national minimum wage?," Papers, arXiv.org, number 2307.01284, Jul, revised Apr 2025.
- Òscar Jordà, 2023, "Local Projections for Applied Economics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-16, Jul, DOI: 10.24148/wp2023-16.
- Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023, "Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31444, Jul.
- Bauwens, Luc & Xu, Yongdeng, 2023, "The contribution of realized covariance models to the economic value of volatility timing," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/20, Jul.
- Ioanna-Yvonni Tsaknaki & Fabrizio Lillo & Piero Mazzarisi, 2023, "Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods," Papers, arXiv.org, number 2307.02375, Jul, revised May 2024.
- Nathan Canen & Kyungchul Song, 2023, "Synthetic Decomposition for Counterfactual Predictions," Papers, arXiv.org, number 2307.05122, Jul, revised Jan 2025.
- Manuel de Mier & Fernando Delbianco & Fernando Tohmé & Luisina Patrizio & Facundo Rodriguez & Mauro Romero Stéfani, 2023, "Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 260, Jul.
- Alejandro Rodriguez Dominguez & Om Hari Yadav, 2023, "A causal interactions indicator between two time series using extreme variations in the first eigenvalue of lagged correlation matrices," Papers, arXiv.org, number 2307.04953, Jul, revised Nov 2025.
- Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2023, "Asymptotics for the Generalized Autoregressive Conditional Duration Model," Papers, arXiv.org, number 2307.01779, Jul.
- Luca Benati & Thomas A. Lubik, 2023, "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2306, Jun.
- Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023, "Testing for Multi-Asset Systemic Tail Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-016, Jul, revised 09 Sep 2025, DOI: 10.20955/wp.2023.016.