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Report NEP-ECM-2024-04-22
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:
- Max Welz, 2024, "Robust Estimation and Inference for Categorical Data," Papers, arXiv.org, number 2403.11954, Mar, revised Dec 2024.
- Yuya Shimizu, 2024, "Nonparametric Regression under Cluster Sampling," Papers, arXiv.org, number 2403.04766, Mar, revised Dec 2024.
- Weiwei Jiang & Rong J. B. Zhu, 2024, "Semiparametric Inference for Regression-Discontinuity Designs," Papers, arXiv.org, number 2403.05803, Mar, revised Dec 2024.
- Mario Fiorini & Wooyong Lee & Gregor Pfeifer & Gregor-Gabriel Pfeifer, 2024, "A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers," CESifo Working Paper Series, CESifo, number 11011.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2024, "Noising the GARCH volatility: A random coefficient GARCH model," MPRA Paper, University Library of Munich, Germany, number 120456, Mar, revised 15 Mar 2024.
- Silvia Goncalves & Serena Ng, 2024, "Imputation of Counterfactual Outcomes when the Errors are Predictable," Papers, arXiv.org, number 2403.08130, Mar, revised May 2024.
- Jean-Baptiste Bonnier, 2024, "A Split-Treatment Design," Working Papers, CRESE, number 2024-11, Apr.
- Martín Almuzara & Víctor Sancibrián, 2024, "Micro Responses to Macro Shocks," Staff Reports, Federal Reserve Bank of New York, number 1090, Mar, DOI: 10.59576/sr.1090.
- Raghavendra Addanki & Siddharth Bhandari, 2024, "Limits of Approximating the Median Treatment Effect," Papers, arXiv.org, number 2403.10618, Mar.
- Adam Lee, 2024, "Locally Regular and Efficient Tests in Non-Regular Semiparametric Models," Papers, arXiv.org, number 2403.05999, Mar, revised Dec 2024.
- Michael P. Leung, 2024, "Identifying Treatment and Spillover Effects Using Exposure Contrasts," Papers, arXiv.org, number 2403.08183, Mar, revised Dec 2025.
- Jonathan Fuhr & Philipp Berens & Dominik Papies, 2024, "Estimating Causal Effects with Double Machine Learning -- A Method Evaluation," Papers, arXiv.org, number 2403.14385, Mar, revised Apr 2024.
- Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024, "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers, arXiv.org, number 2403.12456, Mar.
- Tomiyama, Hideyuki & Otsu, Taisuke, 2022, "Inference on incomplete information games with multi-dimensional actions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114341, Jun.
- Liang, Yuli & Hao, Chengcheng & Dai, Deliang, 2024, "Two-sample intraclass correlation coefficient tests for matrix-valued data," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 6/2024, Mar.
- Martin Lettau, 2024, "3D-PCA: Factor Models with Restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 32261, Mar.
- Item repec:rim:rimwps:24-04 is not listed on IDEAS anymore
- Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-06, Apr.
- Jeff Dominitz & Charles F. Manski, 2024, "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 32269, Mar.
- Janoś Gabler & Sebastian Gsell & Tim Mensinger & Mariam Petrosyan, 2024, "Tranquilo: An Optimizer for the Method of Simulated Moments," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_522, Apr.
- Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Fiala, Lenka & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & McWay, Ryan, 2024, "Mass Reproducibility and Replicability: A New Hope," I4R Discussion Paper Series, The Institute for Replication (I4R), number 107.