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Report NEP-ECM-2024-02-12
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:
- Jad Beyhum, 2024, "Counterfactuals in factor models," Papers, arXiv.org, number 2401.03293, Jan.
- Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2024, "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Papers, arXiv.org, number 2401.05784, Jan, revised Jan 2024.
- Katerina Petrova, 2024, "On the Validity of Classical and Bayesian DSGE-Based Inference," Staff Reports, Federal Reserve Bank of New York, number 1084, Jan, DOI: 10.59576/sr.1084.
- Christophe Bruneel-Zupanc & Jad Beyhum, 2024, "Identification with possibly invalid IVs," Papers, arXiv.org, number 2401.03990, Jan, revised Oct 2024.
- Wayne Yuan Gao & Rui Wang, 2023, "Identification in Nonlinear Dynamic Panel Models under Partial Stationarity," Papers, arXiv.org, number 2401.00264, Dec, revised Jan 2026.
- Isaiah Andrews & Jesse M. Shapiro, 2024, "Communicating Scientific Uncertainty via Approximate Posteriors," NBER Working Papers, National Bureau of Economic Research, Inc, number 32038, Jan.
- Hiroaki Kaido & Francesca Molinari, 2024, "Information based inference in models with set-valued predictions and misspecification," CeMMAP working papers, Institute for Fiscal Studies, number 02/24, Jan, DOI: 10.47004/wp.cem.2024.0224.
- Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
- Moyu Liao, 2024, "Robust Bayesian Method for Refutable Models," Papers, arXiv.org, number 2401.04512, Jan, revised Sep 2024.
- Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024, "Model Averaging and Double Machine Learning," Papers, arXiv.org, number 2401.01645, Jan, revised Sep 2024.
- Faugeras, Olivier, 2024, "The Stick-Breaking and Ordering Representation of Compositional Data: Copulas and Regression models," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1500, Jan, revised May 2025.
- Lujie Zhou, 2024, "Efficient Computation of Confidence Sets Using Classification on Equidistributed Grids," Papers, arXiv.org, number 2401.01804, Jan, revised Nov 2024.
- Alessio Brini & Giacomo Toscano, 2024, "SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks," Papers, arXiv.org, number 2401.06249, Jan, revised Jan 2025.
- Fruet Dias, Gustavo & Papailias, Fotis & Scherrer, Cristina, 2023, "An econometric analysis of volatility discovery," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121363, Dec.
- Xie, Zilong & Chen, Yunxiao & von Davier, Matthias & Weng, Haolei, 2023, "Variable selection in latent variable models via knockoffs: an application to international large-scale assessment in education," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120812, Dec.