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Report NEP-ECM-2024-02-19
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:
- Lihua Lei & Timothy Sudijono, 2024, "Inference for Synthetic Controls via Refined Placebo Tests," Papers, arXiv.org, number 2401.07152, Jan, revised Apr 2025.
- Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024, "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 24-01.
- Haoyu Wei & Hengrui Cai & Chengchun Shi & Rui Song, 2024, "On Efficient Inference of Causal Effects with Multiple Mediators," Papers, arXiv.org, number 2401.05517, Jan.
- Christis Katsouris, 2024, "Robust Estimation in Network Vector Autoregression with Nonstationary Regressors," Papers, arXiv.org, number 2401.04050, Jan.
- Xuanling Yang & Dong Li & Ting Zhang, 2024, "Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach," Papers, arXiv.org, number 2401.07038, Jan, revised Jan 2025.
- Bo E. Honore, 2024, "IV Estimation of Panel Data Tobit Models with Normal Errors," Papers, arXiv.org, number 2401.04803, Jan.
- Daniel Dzikowski & Carsten Jentsch, 2024, "Structural Periodic Vector Autoregressions," Papers, arXiv.org, number 2401.14545, Jan, revised Aug 2025.
- Zongwu Cai & Ying Fang & Dingshi Tian, 2024, "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202403, Jan, revised Jan 2024.
- Efthymios Pavlidis, 2024, "Bubbles and Crashes," Working Papers, Lancaster University Management School, Economics Department, number 404203101.
- Sourabh Balgi & Adel Daoud & Jose M. Pe~na & Geoffrey T. Wodtke & Jesse Zhou, 2024, "Deep Learning With DAGs," Papers, arXiv.org, number 2401.06864, Jan.
- Makoto Takahashi & Yuta Yamauchi & Toshiaki Watanabe & Yasuhiro Omori, 2024, "Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting," Papers, arXiv.org, number 2401.13179, Jan, revised Jan 2026.
- Chen, Le Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022, "Robust ranking of happiness outcomes: a median regression perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115556, Aug.
- Xinshuai Dong & Haoyue Dai & Yewen Fan & Songyao Jin & Sathyamoorthy Rajendran & Kun Zhang, 2023, "On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors," Papers, arXiv.org, number 2401.05414, Dec, revised Jan 2024.
- Rhys Bernard, David & Bryan, Gharad & Chabé-Ferret, Sylvain & De Quidt, Jonathan & Fliegner, Jasmin & Rathelot, Roland, 2024, "How Much Should We Trust Observational Estimates? Accumulating Evidence Using Randomized Controlled Trials with Imperfect Compliance," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1498, Jan.