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Report NEP-ECM-2024-04-15
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:
- Irmer, Julien Patrick & Klein, Andreas & Schermelleh-Engel, Karin, 2024, "A General Model-Implied Simulation-Based Power Estimation Method for Correctly and Misspecfied Models: Applications to Nonlinear and Linear Structural Equation Models," OSF Preprints, Center for Open Science, number pe5bj, Mar, DOI: 10.31219/osf.io/pe5bj.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Sukjin Han & Kaspar Wuthrich, 2024, "Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments," Papers, arXiv.org, number 2403.05850, Mar, revised Dec 2024.
- Anders Bredahl Kock & Rasmus S{o}ndergaard Pedersen & Jesper Riis-Vestergaard S{o}rensen, 2024, "Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions," Papers, arXiv.org, number 2403.06657, Mar, revised Dec 2024.
- Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Papers, arXiv.org, number 2403.06879, Mar, revised Mar 2026.
- Masahiro Kato, 2024, "Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects," Papers, arXiv.org, number 2403.03240, Mar.
- Degui Li & Oliver Linton & Haoxuan Zhang, 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers, arXiv.org, number 2403.06246, Mar.
- Wanbo Lu & Guanglin Huang & Kris Boudt, 2024, "Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1085, Mar.
- Sarah Moon, 2024, "Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model," Papers, arXiv.org, number 2403.07236, Mar, revised Dec 2025.
- Jiawei Fu, 2024, "Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis," Papers, arXiv.org, number 2403.04131, Mar, revised Nov 2025.
- Yi Qian & Anthony Koschmann & Hui Xie, 2024, "A Practical Guide to Endogeneity Correction Using Copulas," NBER Working Papers, National Bureau of Economic Research, Inc, number 32231, Mar.
- Mathur, Maya B, 2024, "Meta-analysis with Jeffreys priors: Empirical frequentist properties," OSF Preprints, Center for Open Science, number 7jvrw, Mar, DOI: 10.31219/osf.io/7jvrw.
- Bailly, Gabriel & von Sachs, Rainer, 2024, "Time-Varying Covariance Matrices Estimation by Nonlinear Wavelet Thresholding in a Log-Euclidean Riemannian Manifold," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024004, Feb.
- Kiriliouk, Anna & Lee, Jeongjin & Segers, Johan, 2023, "X-Vine Models for Multivariate Extremes," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023038, Dec.
- Michail Tsagris, 2024, "Constrained Least Squares Simplicial-Simplicial Regression," Working Papers, University of Crete, Department of Economics, number 2402, Mar.
- Antoine Poulin-Moore & Kerem Tuzcuoglu, 2024, "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach," Staff Working Papers, Bank of Canada, number 24-10, Mar, DOI: 10.34989/swp-2024-10.
- Serrano-Serrat, Josep, 2024, "Non-Linear Treatment Effects, Distributions and Interactions," SocArXiv, Center for Open Science, number 4e8h2, Mar, DOI: 10.31219/osf.io/4e8h2.
- Isaac M. Opper & Umut Özek, 2024, "A Global Regression Discontinuity Design: Theory and Application to Grade Retention Policies," CESifo Working Paper Series, CESifo, number 10972.
- Daraio, Cinzia & Di Leo, Simone & Simar, Léopold, 2024, "Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024009, Feb.
- Buczak, Philip & Horn, Daniel & Pauly, Markus, 2024, "Old but Gold or New and Shiny? Comparing Tree Ensembles for Ordinal Prediction with a Classic Parametric Approach," OSF Preprints, Center for Open Science, number v7bcf, Mar, DOI: 10.31219/osf.io/v7bcf.