Printed from https://ideas.repec.org/n/nep-ecm/2024-04-29.html
Report NEP-ECM-2024-04-29
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:
- Felix Chan & Laszlo Matyas & Agoston Reguly, 2024, "Modelling with Sensitive Variables," Papers, arXiv.org, number 2403.15220, Mar, revised Sep 2025.
- Kimoto, Ryo & Otsu, Taisuke, 2022, "Inference on conditional moment restriction models with generated variables," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114264, Jun.
- Luis E. Candelaria & Yichong Zhang, 2024, "Robust Inference in Locally Misspecified Bipartite Networks," Papers, arXiv.org, number 2403.13725, Mar.
- Danyang Huang & Ziyi Kong & Shuyuan Wu & Hansheng Wang, 2024, "Privacy-Protected Spatial Autoregressive Model," Papers, arXiv.org, number 2403.16773, Mar, revised Jul 2024.
- Jens Klooster & Mikhail Zhelonkin, 2024, "Resistant Inference in Instrumental Variable Models," Papers, arXiv.org, number 2403.16844, Mar.
- Kirill S. Evdokimov & Andrei Zeleneev, 2024, "Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables," Papers, arXiv.org, number 2403.11309, Mar.
- Cui Rui & Li Yuhao, 2024, "Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis," Papers, arXiv.org, number 2403.10352, Mar, revised Jun 2025.
- Supriya Tiwari & Pallavi Basu, 2024, "Quasi-randomization tests for network interference," Papers, arXiv.org, number 2403.16673, Mar, revised Sep 2025.
- Gustavo Fruet Dias & Karsten Schweiker, 2024, "Integrated Variance Estimation for Assets Traded in Multiple Venues," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-04, Apr.
- Mikkel Bennedsen & Kim Christensen & Peter Christensen, 2024, "To be or not to be: Roughness or long memory in volatility?," Papers, arXiv.org, number 2403.12653, Mar, revised Jan 2026.
- Dante Amengual & Gariele Fiorentini & Enrique Sentan, 2024, "Information matrix tests for multinomial logit models," Working Papers, CEMFI, number wp2024_2406, Jun.
- Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024, "Fused LASSO as Non-Crossing Quantile Regression," Papers, arXiv.org, number 2403.14036, Mar, revised Apr 2025.
- Sunny Karim & Matthew D. Webb & Nichole Austin & Erin Strumpf, 2024, "Difference-in-Differences with Unpoolable Data," Papers, arXiv.org, number 2403.15910, Mar, revised Jul 2025.
- Aparajithan Venkateswaran & Anirudh Sankar & Arun G. Chandrasekhar & Tyler H. McCormick, 2024, "Robustly estimating heterogeneity in factorial data using Rashomon Partitions," Papers, arXiv.org, number 2404.02141, Apr, revised Aug 2025.
- Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2024, "On Causal Inference with Model-Based Outcomes," Papers, arXiv.org, number 2403.19563, Mar, revised Jan 2026.
- Markku Lanne & Savi Virolainen, 2024, "A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks," Papers, arXiv.org, number 2403.14216, Mar, revised Feb 2025.
- David Ardia & S'ebastien Laurent & Rosnel Sessinou, 2024, "High-Dimensional Mean-Variance Spanning Tests," Papers, arXiv.org, number 2403.17127, Mar.
- Yechan Park & Yuya Sasaki, 2024, "The Informativeness of Combined Experimental and Observational Data under Dynamic Selection," Papers, arXiv.org, number 2403.16177, Mar.
- Dai, Yongsheng & Wang, Hui & Rafferty, Karen & Spence, Ivor & Quinn, Barry, 2024, "TDSRL: Time Series Dual Self-Supervised Representation Learning for Anomaly Detection from Different Perspectives," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2024/03.
- Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024, "Oil price shocks in real time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1448, Mar.