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Report NEP-ECM-2024-04-08
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:
- Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong, 2024, "Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024010, Mar.
- Zihao Li & Hui Lan & Vasilis Syrgkanis & Mengdi Wang & Masatoshi Uehara, 2024, "Regularized DeepIV with Model Selection," Papers, arXiv.org, number 2403.04236, Mar.
- Tanvi Shinkre & Chad Hazlett, 2024, "Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions," Papers, arXiv.org, number 2403.03299, Mar, revised May 2025.
- Jacquemain, Alexandre & Heuchenne, Cédric & Pircalabelu, Eugen, 2024, "A penalised bootstrap estimation procedure for the explained Gini coefficient," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024005, Feb.
- Romain Aumond & Julien Royer, 2024, "Improving the robustness of Markov-switching dynamic factor models with time-varying volatility," Working Papers, Center for Research in Economics and Statistics, number 2024-04, Mar.
- Markus Bibinger & Nikolaus Hautsch & Alexander Ristig, 2024, "Jump detection in high-frequency order prices," Papers, arXiv.org, number 2403.00819, Feb, revised Aug 2025.
- Thilo Reinschlussel & Martin C. Arnold, 2024, "Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso," Papers, arXiv.org, number 2402.16580, Feb, revised Jul 2024.
- Masahiro Kato & Akihiro Oga & Wataru Komatsubara & Ryo Inokuchi, 2024, "Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices," Papers, arXiv.org, number 2403.03589, Mar, revised Jun 2024.
- Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for Regression with Variables Generated by AI or Machine Learning," Papers, arXiv.org, number 2402.15585, Feb, revised Apr 2025.
- Luis Antonio Fantozzi Alvarez & Rodrigo Toneto, 2024, "The interpretation of 2SLS with a continuous instrument: a weighted LATE representation," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_11, Mar.
- Benjamin Wee, 2024, "Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration," Papers, arXiv.org, number 2402.12384, Jan.
- Dalderop, J. & Linton, O. B., 2024, "Estimating a Density Ratio Model for Stock Market Risk and Option Demand," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2411, Mar.
- Robin M. Cross & Steven T. Buccola, 2024, "Treatment effects without multicollinearity? Temporal order and the Gram-Schmidt process in causal inference," Papers, arXiv.org, number 2402.17103, Feb, revised Jan 2025.
- Yuichi Kitamura & Louise Laage, 2024, "Estimating Stochastic Block Models in the Presence of Covariates," Papers, arXiv.org, number 2402.16322, Feb.
- Thanasis Stengos & Stelios Arvanitis & Mehmet Pinar & Nikolas Topaloglou, 2024, "Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth," Working Papers, University of Guelph, Department of Economics and Finance, number 2401.
- Andrew Ellis & Ran Spiegler, 2024, "Identifying Assumptions and Research Dynamics," Papers, arXiv.org, number 2402.18713, Feb, revised Jan 2025.
- Sukjin Han & Hiroaki Kaido & Lorenzo Magnolfi, 2024, "Testing Information Ordering for Strategic Agents," Papers, arXiv.org, number 2402.19425, Feb, revised Jan 2026.
- Hafner, Christian & Linton, Oliver & Wang, Linqi, 2024, "The effect of stock splits on liquidity in a dynamic model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024007, Mar.