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Report NEP-ECM-2023-09-11
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:
- Marco Barassi & Yiannis Karavias & Chongxian Zhu, 2023, "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects," Papers, arXiv.org, number 2308.04057, Aug, revised Jan 2026.
- Raffaella Giacomini & Sokbae Lee & Silvia Sarpietro, 2023, "Individual Shrinkage for Random Effects," Papers, arXiv.org, number 2308.01596, Aug, revised Jul 2025.
- Skrobotov, Anton (Скроботов, Антон), 2021, "Structural breaks in cointegration models
[Структурные Сдвиги В Моделях Коинтеграции]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220130, Nov. - Ioannis Papageorgiou & Ioannis Kontoyiannis, 2023, "The Bayesian Context Trees State Space Model for time series modelling and forecasting," Papers, arXiv.org, number 2308.00913, Aug, revised Aug 2025.
- Brantly Callaway & Emmanuel Selorm Tsyawo, 2023, "Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends," Papers, arXiv.org, number 2308.02899, Aug.
- KITAGAWA, Toru & SAWADA, Masayuki, 2023, "Linear Regressions, Shorts to Long," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 747, Aug.
- Christis Katsouris, 2023, "Limit Theory under Network Dependence and Nonstationarity," Papers, arXiv.org, number 2308.01418, Aug, revised Aug 2023.
- Miguel Herculano & Punnoose Jacob, 2023, "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-42, Aug.
- Item repec:fip:fedkrr:96511 is not listed on IDEAS anymore
- Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2023, "Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects," Papers, arXiv.org, number 2308.01419, Aug.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023, "Deep Learning from Implied Volatility Surfaces," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-60, Aug.
- Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2023, "The impact of financial shocks on the forecast distribution of output and inflation," Working Paper, Norges Bank, number 2023/3, Mar.
- Valter T. Yoshida Jr & Alan de Genaro & Rafael Schiozer & Toni R. E. dos Santos, 2023, "A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?," Working Papers Series, Central Bank of Brazil, Research Department, number 582, Aug.