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Report NEP-ECM-2024-01-01
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:
- Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023, "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/23.
- Timo Dimitriadis & Yannick Hoga, 2023, "Regressions under Adverse Conditions," Papers, arXiv.org, number 2311.13327, Nov, revised Feb 2025.
- Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S., 2023, "Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2367, Nov.
- Dmitry Arkhangelsky & David Hirshberg, 2023, "Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables," Papers, arXiv.org, number 2311.13575, Nov, revised Dec 2023.
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119379, Jan.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
- Sid Kankanala, 2023, "Quasi-Bayes in Latent Variable Models," Papers, arXiv.org, number 2311.06831, Nov, revised Aug 2025.
- Chaya Weerasinghe & Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier, 2023, "ABC-based Forecasting in State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/23.
- James J. Heckman & Rodrigo Pinto, 2023, "Econometric Causality: The Central Role of Thought Experiments," Working Papers, Human Capital and Economic Opportunity Working Group, number 2023-029, Dec.
- Elias Tsakas, 2023, "Belief identification by proxy," Papers, arXiv.org, number 2311.13394, Nov.
- Nikhil Agarwal & Pearl Z. Li & Paulo J. Somaini, 2023, "Identification using Revealed Preferences in Linearly Separable Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 31868, Nov.
- Kan, Raymond & Lassance, Nathan & Wang, Xiaolu, 2023, "The distribution of sample mean-variance portfolio weights," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023006, May.
- Eli Ben-Michael & Avi Feller & Liyang Sun, 2023, "Using multiple outcomes to improve the synthetic control method," CeMMAP working papers, Institute for Fiscal Studies, number 24/23, Dec, DOI: 10.47004/wp.cem.2023.2423.
- Finn Christensen, 2023, "Comparative Statics for Difference-in-Differences," Working Papers, Towson University, Department of Economics, number 2023-08, Nov, revised Apr 2025.
- Seth M. Freedman & Alex Hollingsworth & Kosali I. Simon & Coady Wing & Madeline Yozwiak, 2023, "Designing Difference in Difference Studies With Staggered Treatment Adoption: Key Concepts and Practical Guidelines," NBER Working Papers, National Bureau of Economic Research, Inc, number 31842, Nov.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter & Luther Yap, 2023, "What to do when you can't use '1.96' Confidence Intervals for IV," NBER Working Papers, National Bureau of Economic Research, Inc, number 31893, Nov.
- Stéphane Crépey & Noufel Frikha & Azar Louzi & Gilles Pagès, 2023, "Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-04304985, Nov, DOI: 10.1214/24-EJP1246.
- Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023, "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series, Central Bank of Brazil, Research Department, number 587, Nov.