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Report NEP-ECM-2023-12-11
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:
- Guohua Feng & Jiti Gao & Fei Liu & Bin Peng, 2023, "Estimation and Inference for Three-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/23.
- Peter Reinhard Hansen & Yiyao Luo, 2023, "Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas," Papers, arXiv.org, number 2310.19992, Oct.
- Christis Katsouris, 2023, "Optimal Estimation Methodologies for Panel Data Regression Models," Papers, arXiv.org, number 2311.03471, Nov, revised Nov 2023.
- Alain Hecq & Daniel Velasquez-Gaviria, 2023, "Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models," Papers, arXiv.org, number 2310.19543, Oct.
- Scott Alan Carson & Wael M. Al-Sawai & Scott A. Carson, 2023, "Partially Adaptive Econometric Methods and Vertically Integrated Majors in the Oil and Gas Industry," CESifo Working Paper Series, CESifo, number 10733.
- Russell Davidson & Andrea Monticini, 2023, "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def130, Nov.
- Mark Kattenberg & Bas Scheer & Jurre Thiel, 2023, "Causal forests with fixed effects for treatment effect heterogeneity in difference-in-differences," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 452, Nov, DOI: 10.34932/216c-yz58.
- Daido Kido, 2023, "Incorporating Preferences Into Treatment Assignment Problems," Papers, arXiv.org, number 2311.08963, Nov.
- Michael P. Leung, 2023, "Cluster-Randomized Trials with Cross-Cluster Interference," Papers, arXiv.org, number 2310.18836, Oct, revised Oct 2025.
- Zuckerman, Daniel, 2023, "Combining datasets for Bayesian inference," OSF Preprints, Center for Open Science, number hv7yd, Nov, DOI: 10.31219/osf.io/hv7yd.
- Rüttenauer, Tobias, 2023, "Spatial Data Analysis," SocArXiv, Center for Open Science, number mq7te, Nov, DOI: 10.31219/osf.io/mq7te.
- Annika Camehl & Tomasz Wo'zniak, 2023, "Time-Varying Identification of Monetary Policy Shocks," Papers, arXiv.org, number 2311.05883, Nov, revised May 2024.
- Zhao, T.; & Sutton, M.; & Meacock, M.;, 2023, "Use of compositional covariates in linear regression: problems and solutions," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 23/16, Nov.
- Arne Nagengast & Yoto Yotov, 2023, "Staggered Difference-in-Differences in Gravity Settings: Revisiting the Effects of Trade Agreements," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2023-6, Nov.
- Chen, Ying & Grith, Maria & Lai, Hannah L. H., 2023, "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 119022, Oct.