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Report NEP-ECM-2024-01-15
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:
- Likai Chen & Georg Keilbar & Liangjun Su & Weining Wang, 2023, "Inference on many jumps in nonparametric panel regression models," Papers, arXiv.org, number 2312.01162, Dec, revised Jan 2025.
- Luther Yap, 2023, "Valid Wald Inference with Many Weak Instruments," Papers, arXiv.org, number 2311.15932, Nov.
- Guido W. Imbens & Davide Viviano, 2023, "Identification and Inference for Synthetic Controls with Confounding," Papers, arXiv.org, number 2312.00955, Dec.
- Joseph Fry, 2023, "A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls," Papers, arXiv.org, number 2312.01209, Dec, revised Mar 2024.
- S. Yaser Samadi & Tharindu P. De Alwis, 2023, "Fourier Methods for Sufficient Dimension Reduction in Time Series," Papers, arXiv.org, number 2312.02110, Dec.
- Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023, "Inference on common trends in functional time series," Papers, arXiv.org, number 2312.00590, Dec, revised Mar 2026.
- Maria Elena Bontempi & Jan Ditzen, 2023, "GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications," Papers, arXiv.org, number 2312.00399, Dec, revised Dec 2023.
- Mr. Sakai Ando & Mingmei Xiao, 2023, "High-Dimensional Covariance Matrix Estimation: Shrinkage Toward a Diagonal Target," IMF Working Papers, International Monetary Fund, number 2023/257, Dec.
- Xiaojun Song & Zhenting Sun, 2023, "Almost Dominance: Inference and Application," Papers, arXiv.org, number 2312.02288, Dec, revised Oct 2025.
- Florian Huber, 2023, "Bayesian Nonlinear Regression using Sums of Simple Functions," Papers, arXiv.org, number 2312.01881, Dec.
- Klaus Nordhausen & Anne Ruiz-Gazen, 2022, "On the usage of joint diagonalization in multivariate statistics," Post-Print, HAL, number hal-04296111, Mar, DOI: 10.1016/j.jmva.2021.104844.
- Oren Danieli & Daniel Nevo & Itai Walk & Bar Weinstein & Dan Zeltzer, 2023, "Negative Control Falsification Tests for Instrumental Variable Designs," Papers, arXiv.org, number 2312.15624, Dec, revised Apr 2025.
- Haoyu Wei & Runzhe Wan & Lei Shi & Rui Song, 2023, "Zero-Inflated Bandits," Papers, arXiv.org, number 2312.15595, Dec, revised Jan 2025.
- Martin Bruns & Sascha A. Keweloh, 2023, "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-07, Dec.
- George Gui & Olivier Toubia, 2023, "The Challenge of Using LLMs to Simulate Human Behavior: A Causal Inference Perspective," Papers, arXiv.org, number 2312.15524, Dec, revised Nov 2025.
- Jean-Yves Pitarakis, 2023, "Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test," Papers, arXiv.org, number 2312.16099, Dec.
- Sören Blomquist, 2023, "Evaluating the Discrete Choice and BN Methods to Estimate Labor Supply Functions," CESifo Working Paper Series, CESifo, number 10827.
- Bas Sanders, 2023, "Measurement Error and Counterfactuals in Quantitative Trade and Spatial Models," Papers, arXiv.org, number 2311.14032, Nov, revised Mar 2026.
- Riveros-Gavilanes, J. M., 2023, "A simple test of parallel pre-trends for Differences-in-Differences," MPRA Paper, University Library of Munich, Germany, number 119367, revised 2023.
- Otsu, Taisuke & Sunada, Keita, 2024, "On large market asymptotics for spatial price competition models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120588, Jan.