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Report NEP-ECM-2024-03-04
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:
- Zhewen Pan & Zhengxin Wang & Junsen Zhang & Yahong Zhou, 2024, "Marginal treatment effects in the absence of instrumental variables," Papers, arXiv.org, number 2401.17595, Jan, revised Feb 2026.
- Zhenhao Gong & Min Seong Kim, 2024, "Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence," Working papers, University of Connecticut, Department of Economics, number 2024-02, Feb.
- Chang, Jinyuan & Zhang, Henry & Yang, Lin & Yao, Qiwei, 2023, "Modelling matrix time series via a tensor CP-decomposition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117644, Feb.
- Joao M.C. Santos Silva & Rainer Winkelmann, 2024, "MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0124, Feb.
- Klebel, Thomas & Traag, Vincent, 2024, "Introduction to causality in science studies," SocArXiv, Center for Open Science, number 4bw9e, Feb, DOI: 10.31219/osf.io/4bw9e.
- Marc Hallin & Simos Meintanis & Klaus Nordhausen, 2024, "Consistent Distribution–Free Affine–Invariant Tests for the Validity of Independent Component Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2024-04, Feb.
- E. Otranto, 2024, "A Vector Multiplicative Error Model with Spillover Effects and Co-movements," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202404.
- Dennis Schroers, 2024, "Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions," Papers, arXiv.org, number 2401.16286, Jan, revised Sep 2025.
- Liyang Sun & Eli Ben-Michael & Avi Feller, 2024, "Temporal Aggregation for the Synthetic Control Method," Papers, arXiv.org, number 2401.12084, Jan, revised Apr 2024.
- Daniel Lewis, 2024, "Identification based on higher moments," CeMMAP working papers, Institute for Fiscal Studies, number 03/24, Feb, DOI: 10.47004/wp.cem.2024.0324.
- Einmahl, John & Zhou, C., 2024, "Tail Copula Estimation for Heteroscedastic Extremes," Discussion Paper, Tilburg University, Center for Economic Research, number 2024-003.
- Jasin Machkour & Daniel P. Palomar & Michael Muma, 2024, "FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking," Papers, arXiv.org, number 2401.15139, Jan, revised Jan 2024.
- Goldfayn-Frank, Olga & Kieren, Pascal & Trautmann, Stefan, 2024, "A Choice-Based Approach to the Measurement of Inflation Expectations," Working Papers, University of Heidelberg, Department of Economics, number 0742, Feb.
- Brendan K Beare & Massimo Franchi & Phil Howlett, 2024, "The general solution to an autoregressive law of motion," Working Papers, University of Sydney, School of Economics, number 2024-01, Jan.