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Report NEP-ECM-2023-12-04
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:
- Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023, "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers, University of Toronto, Department of Economics, number tecipa-764, Nov.
- Santiago Torres, 2023, "The Oracle Local Polynomial Estimator," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20937, Nov.
- Amrei Stammann, 2023, "Debiased Fixed Effects Estimation of Binary Logit Models with Three-Dimensional Panel Data," Papers, arXiv.org, number 2311.04073, Nov.
- Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023, "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers, arXiv.org, number 2311.02789, Nov, revised Apr 2024.
- Michal Koles'ar & Ulrich K. Muller & Sebastian T. Roelsgaard, 2023, "The Fragility of Sparsity," Papers, arXiv.org, number 2311.02299, Nov, revised Mar 2025.
- Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2023, "Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects," Papers, arXiv.org, number 2310.18563, Oct, revised Sep 2025.
- Hui Lan & Vasilis Syrgkanis, 2023, "Causal Q-Aggregation for CATE Model Selection," Papers, arXiv.org, number 2310.16945, Oct, revised Apr 2025.
- Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.
- Daniel C. Schneider, 2023, "Statistical inference for discrete-time multistate models: asymptotic covariance matrices, partial age ranges, and group contrasts," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2023-041, DOI: 10.4054/MPIDR-WP-2023-041.
- Didier Nibbering, 2023, "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/23.
- Yi Zhang & Kosuke Imai, 2023, "Individualized Policy Evaluation and Learning under Clustered Network Interference," Papers, arXiv.org, number 2311.02467, Nov, revised Mar 2025.
- Xiaoyu Cheng, 2023, "Improving Robust Decisions with Data," Papers, arXiv.org, number 2310.16281, Oct, revised Jul 2024.
- Daniel C. Schneider & Mikko Myrskylä, 2023, "Statistical inference for discrete-time multistate models: extensions to Markov Chains with rewards," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2023-042, DOI: 10.4054/MPIDR-WP-2023-042.
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023, "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2023-04, Nov.
- Weihuan Huang, 2023, "Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method," Papers, arXiv.org, number 2310.18658, Oct.
- Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023, "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 407, DOI: 10.2139/ssrn.4620913.
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023, "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 23-04, Nov, revised Nov 2023.
- Rubin, Mark, 2023, "Type I error rates are not usually inflated," MetaArXiv, Center for Open Science, number 3kv2b, Nov, DOI: 10.31219/osf.io/3kv2b.
- Felix Chan & Laurent Pauwels, 2023, "Optimal Forecast Combination with Mean Absolute Error Loss," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-59, Nov.