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Report NEP-ECM-2023-11-27
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:
- Yu Bai & Massimiliano Marcellino & George Kapetanios, 2023, "Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/23.
- Masahiro Kato & Masaaki Imaizumi, 2023, "CATE Lasso: Conditional Average Treatment Effect Estimation with High-Dimensional Linear Regression," Papers, arXiv.org, number 2310.16819, Oct.
- Matsushita, Yukitoshi & Otsu, Taisuke, 2023, "Empirical likelihood for network data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119936, Aug.
- Zhang, Junyi & Dassios, Angelos, 2023, "Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120294, Sep.
- Jorge A. Rivero, 2023, "Unobserved Grouped Heteroskedasticity and Fixed Effects," Papers, arXiv.org, number 2310.14068, Oct, revised Oct 2023.
- Yihui He & Fang Han, 2023, "On propensity score matching with a diverging number of matches," Papers, arXiv.org, number 2310.14142, Oct, revised Nov 2023.
- Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers, arXiv.org, number 2310.13785, Oct, revised Feb 2024.
- Chen, Weihao & Cizek, Pavel, 2023, "Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2023-028.
- Ghislain Geniaux, 2022, "Speeding up estimation of spatially varying coefficients models," Post-Print, HAL, number hal-04229918, May.
- Guilherme Araújo Lima & Igor Viveiros Melo Souza & Mauro Sayar Ferreira, 2023, "Evaluating difference-in-differences models under different treatment assignment mechanism and in the presence of spillover effects," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 662, Oct.
- Park, Jung Yeon & Wall, Melanie M & Moustaki, Irini & Grossman, Arnold, 2022, "A joint modeling approach for longitudinal outcomes and non-ignorable dropout under population heterogeneity in mental health studies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110867, Oct.
- Julian Granna & Stefan Lang, 2023, "Rental Price Dynamics in Germany: A Distributional Regression Model with Heterogenous Covariate Effects," ERES, European Real Estate Society (ERES), number eres2023_130, Jan.
- Waverly Wei & Xinwei Ma & Jingshen Wang, 2023, "Fair Adaptive Experiments," Papers, arXiv.org, number 2310.16290, Oct.
- Jozef Barunik & Lubos Hanus, 2023, "Learning the Probability Distributions of Day-Ahead Electricity Prices," Papers, arXiv.org, number 2310.02867, Oct, revised Jul 2025.
- Mehdi Tomas & Iacopo Mastromatteo & Michael Benzaquen, 2022, "How to build a cross-impact model from first principles: Theoretical requirements and empirical results," Post-Print, HAL, number hal-02567489.
- Basile Grassi & Giovanni Morzenti & Maarten de Ridder, 2022, "The Hitchhiker's guide to markup estimation," POID Working Papers, Centre for Economic Performance, LSE, number 063, Dec.