Report NEP-ECM-2023-09-04

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:

• Julius Owusu, 2023, "Randomization Inference of Heterogeneous Treatment Effects under Network Interference," Papers, arXiv.org, number 2308.00202, Jul, revised Jun 2025.
• Jungjun Choi & Hyukjun Kwon & Yuan Liao, 2023, "Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation," Papers, arXiv.org, number 2307.16370, Jul.
• Xiao Huang, 2023, "Composite Quantile Factor Model," Papers, arXiv.org, number 2308.02450, Aug, revised Nov 2024.
• Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci, 2023, "Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes," Papers, arXiv.org, number 2308.00444, Aug.
• Shahnaz Parsaeian, 2023, "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202308, Aug.
• Lin Deng & Michael Stanley Smith & Worapree Maneesoonthorn, 2023, "Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns," Papers, arXiv.org, number 2308.05564, Aug, revised Jul 2024.
• Jiang, Binyan & Li, Jialiang & Yao, Qiwei, 2023, "Autoregressive networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119983, Aug.
• Gary Chamberlain, 2023, "Identification in dynamic binary choice models," CeMMAP working papers, Institute for Fiscal Studies, number 16/23, Jul, DOI: 10.47004/wp.cem.2023.1623.
• Rainey, Carlisle, 2023, "Hypothesis Tests Under Separation," SocArXiv, Center for Open Science, number bmvnu, Jul, DOI: 10.31219/osf.io/bmvnu.
• David T. Frazier & Ryan Covey & Gael M. Martin & Donald Poskitt, 2023, "Solving the Forecast Combination Puzzle," Papers, arXiv.org, number 2308.05263, Aug.
• Simon Calmar Andersen & Louise Beuchert & Phillip Heiler & Helena Skyt Nielsen, 2023, "A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health," Papers, arXiv.org, number 2308.04963, Aug.
• Jungjun Choi & Ming Yuan, 2023, "Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models," Papers, arXiv.org, number 2308.02364, Aug.
• Daniel Freund & Samuel B. Hopkins, 2023, "Towards Practical Robustness Auditing for Linear Regression," Papers, arXiv.org, number 2307.16315, Jul.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023, "Shadow-rate VARs," Discussion Papers, Deutsche Bundesbank, number 14/2023.
• Defever, F. & Riaño, A., 2022, "Firm-Destination Heterogeneity and the Distribution of Export Intensity," Working Papers, Department of Economics, City St George's, University of London, number 22/01, Jul.
• Gao, Yuhe & Shi, Chengchun & Song, Rui, 2023, "Deep spectral Q-learning with application to mobile health," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119445, Dec.
• Clifford, Scott & Rainey, Carlisle, 2023, "Estimators for Topic-Sampling Designs," SocArXiv, Center for Open Science, number 7ady6, Aug, DOI: 10.31219/osf.io/7ady6.
• Magnus Wiese & Phillip Murray & Ralf Korn, 2023, "Sig-Splines: universal approximation and convex calibration of time series generative models," Papers, arXiv.org, number 2307.09767, Jul.
• Tony Chernis, 2023, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers, Bank of Canada, number 23-45, Aug, DOI: 10.34989/swp-2023-45.
• Satyam Kumar & Yelleti Vivek & Vadlamani Ravi & Indranil Bose, 2023, "Causal Inference for Banking Finance and Insurance A Survey," Papers, arXiv.org, number 2307.16427, Jul.
• Koen Jochmans, 2023, "Peer effects and endogenous social interactions," Post-Print, HAL, number hal-04164668, DOI: 10.1016/j.jeconom.2022.10.004.
• Brendon McConnell, 2023, "What's Logs Got to do With it: On the Perils of log Dependent Variables and Difference-in-Differences," Papers, arXiv.org, number 2308.00167, Jul, revised Aug 2023.
• Shi, Chengchun & Luo, Shikai & Le, Yuan & Zhu, Hongtu & Song, Rui, 2024, "Statistically efficient advantage learning for offline reinforcement learning in infinite horizons," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115598, Mar.
• Charles F. Manski & Aleksey Tetenov, 2023, "Statistical Decision Theory Respecting Stochastic Dominance," Papers, arXiv.org, number 2308.05171, Aug.
• Chen Tong & Peter Reinhard Hansen, 2023, "Characterizing Correlation Matrices that Admit a Clustered Factor Representation," Papers, arXiv.org, number 2308.05895, Aug.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2023, "How to measure inFLAtion volatility. A note," Working Papers, Banco de España, number 2314, Jun, DOI: https://doi.org/10.53479/30092.
• Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2023, "Money Growth and Inflation: A Quantile Sensitivity Approach," Papers, arXiv.org, number 2308.05486, Aug, revised Nov 2023.

Report NEP-ECM-2023-09-04

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: