Printed from https://ideas.repec.org/n/nep-ecm/2023-10-09.html
Report NEP-ECM-2023-10-09
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:
- Cladia Noack & Chistoph Rothe, 2023, "Donut Regression Discontinuity Designs," Papers, arXiv.org, number 2308.14464, Aug.
- Zongwu Cai & Gunawan, 2023, "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202310, Sep, revised Sep 2023.
- Mengsi Gao & Peng Ding, 2023, "Causal inference in network experiments: regression-based analysis and design-based properties," Papers, arXiv.org, number 2309.07476, Sep, revised Jun 2025.
- Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023, "Forecasted Treatment Effects," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-32, Aug, DOI: 10.21033/wp-2023-32.
- Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023, "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202309, Sep, revised Sep 2023.
- Eric A. Beutner & Yicong Lin & Andre Lucas, 2023, "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-051/III, Aug.
- L. S. Sanna Stephan, 2023, "Moment-Based Estimation of Diffusion and Adoption Parameters in Networks," Papers, arXiv.org, number 2309.01489, Sep.
- Amilcar Velez, 2023, "The Local Projection Residual Bootstrap for AR(1) Models," Papers, arXiv.org, number 2309.01889, Sep, revised Oct 2025.
- Chi-Young Choi & Alexander Chudik, 2023, "Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 423, Sep, revised 08 May 2024, DOI: 10.24149/gwp423r1.
- Yicong Lin & Mingxuan Song, 2023, "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-049/III, Aug.
- Eduardo F. Mendes & Gabriel J. P. Pinto, 2023, "Generalized Information Criteria for Structured Sparse Models," Papers, arXiv.org, number 2309.01764, Sep.
- G. M. Szini, 2023, "On the use of U-statistics for linear dyadic interaction models," Papers, arXiv.org, number 2309.02089, Sep.
- Frank Windmeijer, 2023, "The Robust F-Statistic as a Test for Weak Instruments," Papers, arXiv.org, number 2309.01637, Sep, revised Jan 2025.
- Badi H. Baltagi, 2023, "The Mundlak Spatial Estimator," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 258, Sep.
- L. S. Sanna Stephan, 2023, "A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model," Papers, arXiv.org, number 2309.01471, Sep.
- Qingsong Yao, 2023, "Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size," Papers, arXiv.org, number 2309.06693, Sep, revised Oct 2023.
- Johnsson, I. & Pesaran, M. H. & Yang, C. F., 2023, "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2360, Sep.
- Takuya Ishihara, 2023, "Bandwidth Selection for Treatment Choice with Binary Outcomes," Papers, arXiv.org, number 2308.14375, Aug, revised Sep 2023.
- Evgenii Vladimirov, 2023, "iCOS: Option-Implied COS Method," Papers, arXiv.org, number 2309.00943, Sep, revised Feb 2024.
- Christopher Bockel-Rickermann & Sam Verboven & Tim Verdonck & Wouter Verbeke, 2023, "A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions," Papers, arXiv.org, number 2309.03730, Sep.
- German Rodikov & Nino Antulov-Fantulin, 2023, "Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting," Papers, arXiv.org, number 2309.01565, Sep.
- Livia Shkoza & Derya Uysal & Winfried Pohlmeier, 2023, "Peer Effects Heterogeneity and Social Networks in Education," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 423, Sep.
- Rong Du & Duy-Minh Dang, 2023, "Fourier Neural Network Approximation of Transition Densities in Finance," Papers, arXiv.org, number 2309.03966, Sep, revised Sep 2024.
- Chen Liu & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Robert Kohn, 2023, "Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting," Papers, arXiv.org, number 2309.02072, Sep, revised Feb 2025.
- Stefan Pollinger, 2024, "Kinks Know More: Policy Evaluation Beyond Bunching with an Application to Solar Subsidies," Sciences Po Economics Publications (main), HAL, number hal-04182085, Aug.
- Zhao, Qiyi C., 2023, "Rethinking “Distance From”: Lessons from Wittenberg and Mainz," MPRA Paper, University Library of Munich, Germany, number 118414, Jun.