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Report NEP-ECM-2024-03-18
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:
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
- Stauskas, Ovidijus & De Vos, Ignace, 2024, "Handling Distinct Correlated Effects with CCE," MPRA Paper, University Library of Munich, Germany, number 120194, Feb.
- Masayuki Sawada & Takuya Ishihara & Daisuke Kurisu & Yasumasa Matsuda, 2024, "Local-Polynomial Estimation for Multivariate Regression Discontinuity Designs," Papers, arXiv.org, number 2402.08941, Feb, revised Jan 2026.
- Chotipong Charoensom, 2024, "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 217, Feb.
- Tobias Ruttenauer & Ozan Aksoy, 2024, "When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators," Papers, arXiv.org, number 2402.09928, Feb, revised Jun 2025.
- Jooyoung Cha, 2024, "Local Projections Inference with High-Dimensional Covariates without Sparsity," Papers, arXiv.org, number 2402.07743, Feb, revised Oct 2024.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille & Gonzalo Vazquez-Bare, 2024, "Difference-in-Differences Estimators with Continuous Treatments and no Stayers," Papers, arXiv.org, number 2402.05432, Feb.
- Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
- Jochmans, Koen, 2024, "Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1514, Feb.
- Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024, "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers, arXiv.org, number 2402.04674, Feb.
- Yiqi Liu & Francesca Molinari, 2024, "Inference for an Algorithmic Fairness-Accuracy Frontier," Papers, arXiv.org, number 2402.08879, Feb, revised Jun 2025.
- Jungjun Choi & Ming Yuan, 2024, "High Dimensional Factor Analysis with Weak Factors," Papers, arXiv.org, number 2402.05789, Feb.
- Fabrizio Ghezzi & Eduardo Rossi & Lorenzo Trapani, 2024, "Fast Online Changepoint Detection," Papers, arXiv.org, number 2402.04433, Feb.
- Rangika Peiris & Chao Wang & Richard Gerlach & Minh-Ngoc Tran, 2024, "Semi-parametric financial risk forecasting incorporating multiple realized measures," Papers, arXiv.org, number 2402.09985, Feb, revised Dec 2024.
- Sobin Joseph & Shashi Jain, 2024, "Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes," Papers, arXiv.org, number 2402.04740, Feb.
- Zongwu Cai & Hongwei Mei & Rui Wang, 2024, "Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202405, Feb, revised Feb 2024.
- Connor R. Forsythe & Cristian Arteaga & John P. Helveston, 2024, "The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis," Papers, arXiv.org, number 2402.00184, Jan, revised Mar 2025.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series, CESifo, number 10941.
- Ryan T. Godwin, 2024, "One-inflated zero-truncated Poisson and negative binomial regression models," Papers, arXiv.org, number 2402.02272, Feb, revised Mar 2025.
- Stefano Pietrosanti & Edoardo Rainone, 2023, "Connecting the dots: the network nature of shocks propagation in credit markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1436, Dec.
- Luofeng Liao & Christian Kroer & Sergei Leonenkov & Okke Schrijvers & Liang Shi & Nicolas Stier-Moses & Congshan Zhang, 2024, "Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis," Papers, arXiv.org, number 2402.07322, Feb, revised Jan 2025.