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Report NEP-ECM-2023-11-06
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:
- Mirko Armillotta & Paolo Gorgi, 2023, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-054/III, Oct.
- Michael Stanley Smith & Weichang Yu & David J. Nott & David Frazier, 2023, "Cutting Feedback in Misspecified Copula Models," Papers, arXiv.org, number 2310.03521, Oct, revised Jun 2024.
- Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023, "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," Working Papers, University of Toronto, Department of Economics, number tecipa-761, Oct.
- Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023, "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-065/III, Oct, revised 01 Mar 2024.
- Jochmans, Koen, 2023, "Many (Weak) Judges in Judge-Leniency Designs," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1481, Oct.
- Drin, Svitlana & Mazur, Stepan & Muhinyuza, Stanislas, 2023, "A test on the location of tangency portfolio for small sample size and singular covariance matrix," Working Papers, Örebro University, School of Business, number 2023:11, Oct.
- Dong, Hao & Millimet, Daniel L., 2023, "Embrace the Noise: It Is OK to Ignore Measurement Error in a Covariate, Sometimes," IZA Discussion Papers, IZA Network @ LISER, number 16508, Oct.
- Cho, Haeran & Fryzlewicz, Piotr, 2024, "Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120085, May.
- Stephane Bonhomme & Angela Denis, 2023, "Estimating Individual Responses when Tomorrow Matters," Papers, arXiv.org, number 2310.09105, Oct, revised Oct 2025.
- Qinmeng Luan & James Hamp, 2023, "Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering," Papers, arXiv.org, number 2310.01285, Oct.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023, "Identification of systematic monetary policy," Working Paper Series, European Central Bank, number 2851, Oct.
- Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023, "A Bayesian DSGE Approach to Modelling Cryptocurrency," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2023, Sep.