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Report NEP-ECM-2024-04-01
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:
- Daniele Ballinari, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers, arXiv.org, number 2403.01585, Mar, revised Jun 2024.
- Alberto Abadie & Anish Agarwal & Raaz Dwivedi & Abhin Shah, 2024, "Doubly Robust Inference in Causal Latent Factor Models," Papers, arXiv.org, number 2402.11652, Feb, revised Oct 2024.
- Ruixuan Liu & Zhengfei Yu, 2024, "Quasi-Bayesian Estimation and Inference with Control Functions," Papers, arXiv.org, number 2402.17374, Feb, revised May 2025.
- Sukjin Han & Adam McCloskey, 2024, "Inference for Interval-Identified Parameters Selected from an Estimated Set," Papers, arXiv.org, number 2403.00422, Mar, revised Apr 2025.
- Tom Boot & Didier Nibbering, 2024, "Inference on LATEs with covariates," Papers, arXiv.org, number 2402.12607, Feb, revised Nov 2024.
- Yuya Sasaki & Jing Tao & Yulong Wang, 2024, "High-Dimensional Tail Index Regression," Papers, arXiv.org, number 2403.01318, Mar, revised Jan 2026.
- Sung Hoon Choi & Donggyu Kim, 2024, "Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector," Papers, arXiv.org, number 2403.02591, Mar, revised May 2025.
- Philipp Aschersleben & Julian Granna & Thomas Kneib & Stefan Lang & Nikolaus Umlauf & Winfried Steiner, 2024, "Modeling multiplicative interaction effects in Gaussian structured additive regression models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2024-01, Jan.
- Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1193, Mar.
- Yiyan Huang & Cheuk Hang Leung & Siyi Wang & Yijun Li & Qi Wu, 2024, "Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators," Papers, arXiv.org, number 2402.18392, Feb, revised Oct 2024.
- Santiago Pereda-Fern'andez, 2024, "Fast Algorithms for Quantile Regression with Selection," Papers, arXiv.org, number 2402.16693, Feb.
- Mohamed Doukali & Xiaojun Song & Abderrahim Taamouti, 2022, "Value-at Risk under Measurement Error," Working Papers, University of Liverpool, Department of Economics, number 202209, Mar.
- Sukjin Han & Hiroaki Kaido, 2024, "Set-Valued Control Functions," Papers, arXiv.org, number 2403.00347, Mar, revised Feb 2025.
- Man Chon Iao & Yatheesan J. Selvakumar, 2024, "Estimating HANK with Micro Data," Papers, arXiv.org, number 2402.11379, Feb.
- Kettlewell, Nathan & Walker, Matthew J. & Yoo, Hong Il, 2024, "Alternative Models of Preference Heterogeneity for Elicited Choice Probabilities," IZA Discussion Papers, IZA Network @ LISER, number 16821, Feb.
- Grant Hillier & Kees Jan van Garderen & Noud van Giersbergen, 2024, "Improved Tests for Mediation," Papers, arXiv.org, number 2403.02144, Mar.
- Victor Chernozhukov & Christian Hansen & Nathan Kallus & Martin Spindler & Vasilis Syrgkanis, 2024, "Applied Causal Inference Powered by ML and AI," Papers, arXiv.org, number 2403.02467, Mar.
- Johannes Carow, 2024, "A critical assessment of the two-way fixed-effects model for firm-level dependent variables," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2405, Mar.
- Sina Akbari & Negar Kiyavash, 2024, "Non-linear Triple Changes Estimator for Targeted Policies," Papers, arXiv.org, number 2402.12583, Feb.
- Andrii Babii & Marine Carrasco & Idriss Tsafack, 2024, "Functional Partial Least-Squares: Adaptive Estimation and Inference," Papers, arXiv.org, number 2402.11134, Feb, revised May 2025.
- Yuchen Hu & Henry Zhu & Emma Brunskill & Stefan Wager, 2024, "Minimax-Regret Sample Selection in Randomized Experiments," Papers, arXiv.org, number 2403.01386, Mar, revised Jun 2024.
- Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024, "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers, DNB, number 806, Mar.
- Pengfei Zhao & Haoren Zhu & Wilfred Siu Hung NG & Dik Lun Lee, 2024, "From GARCH to Neural Network for Volatility Forecast," Papers, arXiv.org, number 2402.06642, Jan.