Report NEP-ECM-2023-10-02

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Lorenzo Tedesco & Jad Beyhum & Ingrid Van Keilegom, 2023. "Instrumental variable estimation of the proportional hazards model by presmoothing," Papers 2309.02183, arXiv.org.
• Harold D. Chiang & Yuya Sasaki & Yulong Wang, 2023. "On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It," Papers 2308.10138, arXiv.org, revised Mar 2024.
• Hoffmann, Nathan Isaac, 2023. "Double Robust, Flexible Adjustment Methods for Causal Inference: An Overview and an Evaluation," SocArXiv dzayg, Center for Open Science.
• Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Discussion Papers 25/2023, Deutsche Bundesbank.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2023. "Asymmetric AdaBoost for High-dimensional Maximum Score Regression," Working Papers 202306, University of California at Riverside, Department of Economics.
• Kaicheng Chen & Robert S. Martin & Jeffrey M. Wooldridge, 2023. "Another Look at the Linear Probability Model and Nonlinear Index Models," Papers 2308.15338, arXiv.org, revised Oct 2023.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2023. "Impulse Response Functions for Self-Exciting Nonlinear Models," Working Papers 2023-021, Federal Reserve Bank of St. Louis, revised 29 Aug 2023.
• Andrii Babii & Eric Ghysels & Jonas Striaukas, 2023. "Econometrics of Machine Learning Methods in Economic Forecasting," Papers 2308.10993, arXiv.org.
• Hanwen Xuan & Luca Maestrini & Feng Chen & Clara Grazian, 2023. "Stochastic Variational Inference for GARCH Models," Papers 2308.14952, arXiv.org.
• Christopher Conlon & Jeff Gortmaker, 2023. "Incorporating Micro Data into Differentiated Products Demand Estimation with PyBLP," NBER Working Papers 31605, National Bureau of Economic Research, Inc.
• Brunori, Paolo & Hufe, Paul & Mahler, Daniel, 2023. "The roots of inequality: estimating inequality of opportunity from regression trees and forests," LSE Research Online Documents on Economics 118220, London School of Economics and Political Science, LSE Library.
• Aleksy Leeuwenkamp & Wentao Hu, 2023. "New general dependence measures: construction, estimation and application to high-frequency stock returns," Papers 2309.00025, arXiv.org.
• Elliot Beck & Damian Kozbur & Michael Wolf, 2023. "Hedging Forecast Combinations With an Application to the Random Forest," Papers 2308.15384, arXiv.org, revised Aug 2023.
• Simon Bensnes & Ingrid Huitfeldt & Edwin Leuven, 2023. "Reconciling estimates of the long-term earnings effect of fertility," Discussion Papers 1004, Statistics Norway, Research Department.
• Webel, Karsten & Smyk, Anna, 2023. "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers 24/2023, Deutsche Bundesbank.
• Jared Amani Greathouse & Mani Bayani & Jason Coupet, 2023. "Splash! Robustifying Donor Pools for Policy Studies," Papers 2308.13688, arXiv.org.