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Report NEP-ECM-2024-02-05
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:
- Xiaosai Liao & Xinjue Li & Qingliang Fan, 2024, "Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia," Papers, arXiv.org, number 2401.01064, Jan.
- Zongwu Cai & Guannan Liu & Wei Long & Xuelong Luo, 2024, "Semiparametric Conditional Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202401, Jan, revised Jan 2024.
- Michal Andrle & Jan Bruha, 2023, "A Sparse Kalman Filter: A Non-Recursive Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/13, Nov.
- Jushan Bai, 2023, "Efficiency of QMLE for dynamic panel data models with interactive effects," Papers, arXiv.org, number 2312.07881, Dec, revised Jun 2025.
- Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
- Kirill Borusyak & Peter Hull, 2024, "Negative Weights are No Concern in Design-Based Specifications," NBER Working Papers, National Bureau of Economic Research, Inc, number 32017, Jan.
- Bingduo Yang & Wei Long & Zongwu Cai, 2024, "Machine Learning Based Panel Data Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202402, Jan, revised Jan 2024.
- Minford, Patrick & Xu, Yongdeng, 2024, "Indirect Inference- a methodological essay on its role and applications," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/1, Jan.
- Daniel Gutknecht & Cenchen Liu, 2023, "Changes-in-Changes for Ordered Choice Models with Underreporting," Papers, arXiv.org, number 2401.00618, Dec, revised Apr 2026.
- Joachim Wagner, 2024, "Estimation of empirical models for margins of exports with unknown non-linear functional forms: A Kernel-Regularized Least Squares (KRLS) approach Evidence from eight European countries," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 424, Jan.
- Erhao Xie, 2023, "Testing Collusion and Cooperation in Binary Choice Games," Staff Working Papers, Bank of Canada, number 23-58, Nov, DOI: 10.34989/swp-2023-58.