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Report NEP-ECM-2024-03-11
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:
- Cheng Chou & Geert Ridder & Ruoyao Shi, 2024, "Identification and Estimation of Nonstationary Dynamic Binary Choice Models," Working Papers, University of California at Riverside, Department of Economics, number 202402, Feb.
- Yike Wang & Chris Gu & Taisuke Otsu, 2024, "Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity," Papers, arXiv.org, number 2401.16275, Jan.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024, "The information matrix test for Gaussian mixtures," Working Papers, CEMFI, number wp2024_2401, Feb.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Chen Huang & Weining Wang, 2024, "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models," Papers, arXiv.org, number 2402.00584, Feb, revised Mar 2026.
- Chen, Weilin & Lam, Clifford, 2024, "Rank and factor loadings estimation in time series tensor factor model by pre-averaging," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121958, Feb.
- Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar, 2024, "DoubleMLDeep: Estimation of Causal Effects with Multimodal Data," Papers, arXiv.org, number 2402.01785, Feb.
- Seyed Morteza Emadi, 2024, "Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas," Papers, arXiv.org, number 2401.15253, Jan.
- Cai, Hengrui & Shi, Chengchun & Song, Rui & Lu, Wenbin, 2023, "Jump interval-learning for individualized decision making with continuous treatments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118231, Feb.
- Orville Mondal & Rui Wang, 2024, "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers, arXiv.org, number 2401.17137, Jan.
- Zulj, Valentin & Jin, Shaobo, 2024, "Can model averaging improve propensity score based estimation of average treatment effects?," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2024:1, Jan.
- Federico Crippa, 2024, "Manipulation Test for Multidimensional RDD," Papers, arXiv.org, number 2402.10836, Feb, revised Jun 2024.
- Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer, 2024, "Nowcasting with Mixed Frequency Data Using Gaussian Processes," Papers, arXiv.org, number 2402.10574, Feb, revised Sep 2024.
- Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024, "Event-Studies with a Continuous Treatment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32118, Feb.
- Gareth Liu-Evans & Garry DA Phillips, 2023, "The Bias of the Modified Limited Information Maximum Likelihood Estimator (MLIML) in Static Simultaneous Equation Models," Working Papers, University of Liverpool, Department of Economics, number 202303.
- Lukas Leitner;, 2023, "Imprecision in the Estimation of Willingness to Pay Using Subjective Well-Being Data," Working Papers, Herman Deleeck Centre for Social Policy, University of Antwerp, number 2310, Sep.
- Nicolas Astier & Frank A. Wolak, 2024, "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 32124, Feb.
- James D. Hamilton & Xinwei Ma & Jin Xi, 2024, "Principal Component Analysis for a Mix of Stationary and Nonstationary Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 32068, Jan.
- Guillaume Coqueret, 2023, "Forking paths in financial economics," Papers, arXiv.org, number 2401.08606, Nov.