Report NEP-ECM-2023-10-16

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:

• Jacob Dorn & Luther Yap, 2023. "Sensitivity Analysis for Linear Estimators," Papers 2309.06305, arXiv.org, revised Apr 2024.
• Christis Katsouris, 2023. "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers 2308.13915, arXiv.org.
• Hao Hao & Tae-Hwy Lee, 2023. "Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant," Working Papers 202309, University of California at Riverside, Department of Economics.
• S. Yaser Samadi & Wiranthe B. Herath, 2023. "Reduced-rank Envelope Vector Autoregressive Models," Papers 2309.12902, arXiv.org.
• Chaudhuri, Saraswata & Renault, Eric, 2023. "Efficient estimation of regression models with user-specified parametric model for heteroskedasticty," The Warwick Economics Research Paper Series (TWERPS) 1473, University of Warwick, Department of Economics.
• Tae-Hwy Lee & Tao Wang, 2023. "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers 202307, University of California at Riverside, Department of Economics.
• Zhou, Yunzhe & Qi, Zhengling & Shi, Chengchun & Li, Lexin, 2023. "Optimizing pessimism in dynamic treatment regimes: a Bayesian learning approach," LSE Research Online Documents on Economics 118233, London School of Economics and Political Science, LSE Library.
• Mikihito Nishi, 2023. "Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions," Papers 2309.04926, arXiv.org, revised May 2024.
• Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2023. "Identifying spatial interdependence in panel data with large N and small T," Papers 2309.03740, arXiv.org.
• John M. Abowd & Kevin L. McKinney, 2023. "Mixed-Effects Methods for Search and Matching Research," Papers 2308.15445, arXiv.org.
• Wojciech Victor Fulmyk, 2023. "Nonlinear Granger Causality using Kernel Ridge Regression," Papers 2309.05107, arXiv.org.
• Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023. "Identification Using Higher-Order Moments Restrictions," Working Paper Series WP 2023-28, Federal Reserve Bank of Chicago.
• Liang Chen & Yao Luo, 2023. "Empirical Analysis of Network Effects in Nonlinear Pricing Data," Working Papers tecipa-758, University of Toronto, Department of Economics.
• Xiyuan Ren & Joseph Y. J. Chow & Prateek Bansal, 2023. "Estimating a k-modal nonparametric mixed logit model with market-level data," Papers 2309.13159, arXiv.org, revised Aug 2024.
• Vod Vilfort & Whitney Zhang, 2023. "Interpreting TSLS Estimators in Information Provision Experiments," Papers 2309.04793, arXiv.org, revised Jun 2024.
• Tingxuan Han & Luxi Zhang & Xinshu Zhao & Ke Deng, 2023. "Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation," Papers 2309.08910, arXiv.org, revised Sep 2023.
• Daniel J. Benjamin & Kristen Cooper & Ori Heffetz & Miles S. Kimball & Jiannan Zhou, 2023. "Adjusting for Scale-Use Heterogeneity in Self-Reported Well-Being," NBER Working Papers 31728, National Bureau of Economic Research, Inc.