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Report NEP-ECM-2024-03-25
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:
- Sungwon Lee, 2023, "Efficient Estimation of Binary Choice Models with Panel Data," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2302.
- Young, Alwyn, 2024, "Asymptotically robust permutation-based randomization confidence intervals for parametric OLS regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120933, Apr.
- Jackson Bunting & Paul Diegert & Arnaud Maurel, 2024, "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 32164, Feb.
- Sungwon Lee, 2023, "Efficient Estimation of a Triangular System of Equations for Quantile Regression," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2301.
- Zhang, Xinyu & Li, Dong & Tong, Howell, 2024, "On the least squares estimation of multiple-threshold-variable autoregressive models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118377, Jan.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-05, Feb, DOI: 10.21799/frbp.wp.2024.05.
- Alexander Mayer & Dominik Wied & Victor Troster, 2024, "Quantile Granger Causality in the Presence of Instability," Papers, arXiv.org, number 2402.09744, Feb, revised Dec 2024.
- Jikai Jin & Vasilis Syrgkanis, 2024, "Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation," Papers, arXiv.org, number 2402.14264, Feb, revised Jun 2025.
- Tadao Hoshino, 2024, "Functional Spatial Autoregressive Models," Papers, arXiv.org, number 2402.14763, Feb, revised Oct 2024.
- Juan Carlos Escanciano & Ricardo Parra, 2024, "Extending the Scope of Inference About Predictive Ability to Machine Learning Methods," Papers, arXiv.org, number 2402.12838, Feb, revised May 2025.
- Suparna Biswas & Rituparna Sen, 2024, "Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data," Papers, arXiv.org, number 2402.14322, Feb, revised Feb 2025.
- Pablo Geraldo Bast'ias, 2024, "Credible causal inference beyond toy models," Papers, arXiv.org, number 2402.11659, Feb.
- Lucas Girard & Yannick Guyonvarch, 2024, "Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification," Papers, arXiv.org, number 2402.13023, Feb.
- Steven Y. K. Wong & Jennifer S. K. Chan & Lamiae Azizi, 2024, "Quantifying neural network uncertainty under volatility clustering," Papers, arXiv.org, number 2402.14476, Feb, revised Sep 2024.
- Kaori Narita & J.D. Tena & Claudio Detotto, 2022, "Causal Inference with Observational Data: A Tutorial on Propensity Score Analysis," Working Papers, University of Liverpool, Department of Economics, number 202225, Nov.
- Cathy W. S. Chen & Takaaki Koike & Wei-Hsuan Shau, 2024, "Tail risk forecasting with semi-parametric regression models by incorporating overnight information," Papers, arXiv.org, number 2402.07134, Feb.
- Julian Granna & Stefan Lang & Nikolaus Umlauf, 2024, "A Parsimonious Hedonic Distributional Regression Model for Large Data with Heterogeneous Covariate Effects," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2024-02, Feb.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
- Kei Nakagawa & Kohei Hayashi & Yugo Fujimoto, 2024, "CFTM: Continuous time fractional topic model," Papers, arXiv.org, number 2402.01734, Jan, revised Feb 2024.
- Edward S. Knotek & Saeed Zaman, 2024, "Nowcasting Inflation," Working Papers, Federal Reserve Bank of Cleveland, number 24-06, Mar, DOI: 10.26509/frbc-wp-202406.
- P.L. Conti & M.G. Pittau & R. Zelli, 2024, "Inference for deprivation profiles in a binary setting," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202405.