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Report NEP-ECM-2023-10-23
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:
- Kaicheng Chen & Timothy J. Vogelsang, 2023, "Fixed-b Asymptotics for Panel Models with Two-Way Clustering," Papers, arXiv.org, number 2309.08707, Sep, revised Aug 2024.
- Cavit Pakel & Martin Weidner, 2023, "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers, arXiv.org, number 2309.09299, Sep, revised Jan 2026.
- Wei Zhao, 2023, "Multiple Testing of a Function's Monotonicity," Working Papers, Department of Economics, University of Missouri, number 2311, Oct.
- Federico Zincenko, 2023, "Nonparametric estimation of conditional densities by generalized random forests," Papers, arXiv.org, number 2309.13251, Sep, revised Mar 2025.
- Christis Katsouris, 2023, "Unified Inference for Dynamic Quantile Predictive Regression," Papers, arXiv.org, number 2309.14160, Sep, revised Nov 2023.
- Joseph Cummins & Brock Smith & Douglas L. Miller & David Eliot Simon, 2023, "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Working papers, University of Connecticut, Department of Economics, number 2023-07, Oct.
- Riccardo Di Francesco, 2023, "Ordered Correlation Forest," Papers, arXiv.org, number 2309.08755, Sep.
- Archer Gong Zhang & Jiahua Chen, 2023, "Optimal Estimation under a Semiparametric Density Ratio Model," Papers, arXiv.org, number 2309.09103, Sep.
- Tae-Hwy Lee & Ekaterina Seregina & Yaojue Xu, 2023, "Elicitability and Encompassing for Volatility Forecasts by Bregman Functions," Working Papers, University of California at Riverside, Department of Economics, number 202311, Sep.
- Alberto Quaini & Fabio Trojani & Ming Yuan, 2023, "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-81, Sep.
- Harrison H. Li & Art B. Owen, 2023, "Double machine learning and design in batch adaptive experiments," Papers, arXiv.org, number 2309.15297, Sep.
- Florian Gunsilius & David Van Dijcke, 2023, "Free Discontinuity Regression: With an Application to the Economic Effects of Internet Shutdowns," Papers, arXiv.org, number 2309.14630, Sep, revised May 2025.
- Albert Chiu & Xingchen Lan & Ziyi Liu & Yiqing Xu, 2023, "Causal Panel Analysis under Parallel Trends: Lessons from a Large Reanalysis Study," Papers, arXiv.org, number 2309.15983, Sep, revised Jan 2026.
- Yeon-Koo Che & Dong Woo Hahm & YingHua He, 2023, "Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice," Papers, arXiv.org, number 2309.14297, Sep.
- Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren, 2023, "Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models," Papers, arXiv.org, number 2309.08800, Sep.
- Karin Klieber, 2023, "Non-linear dimension reduction in factor-augmented vector autoregressions," Papers, arXiv.org, number 2309.04821, Sep.
- Dylan Balla-Elliott, 2023, "Identifying Causal Effects in Information Provision Experiments," Papers, arXiv.org, number 2309.11387, Sep, revised Jan 2026.
- Dangxing Chen, 2023, "Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models," Papers, arXiv.org, number 2309.13246, Sep.
- Jinglong Zhao, 2023, "Adaptive Neyman Allocation," Papers, arXiv.org, number 2309.08808, Sep, revised Jan 2026.
- Malte Jahn, 2023, "Regressing on distributions: The nonlinear effect of temperature on regional economic growth," Papers, arXiv.org, number 2309.10481, Sep.
- Anirban Basu, 2023, "Hidden Figures: Uncovering Quantities Behind Zeros with Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 31632, Aug.
- Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo, 2023, "A Comprehensive Review on Financial Explainable AI," Papers, arXiv.org, number 2309.11960, Sep.