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Report NEP-ECM-2024-05-20
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:
- Paulo Parente & Richard J. Smith, 2024, "Implied probability kernel block bootstrap for time series moment condition models," CeMMAP working papers, Institute for Fiscal Studies, number 08/24, Apr, DOI: 10.47004/wp.cem.2024.0824.
- Jinyong Hahn & John Ham & Geert Ridder & Shuyang Sheng, 2024, "Stratifying on Treatment Status," Papers, arXiv.org, number 2404.04700, Apr, revised Apr 2025.
- Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024, "Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility," Papers, arXiv.org, number 2404.11057, Apr, revised Oct 2025.
- Victor Quintas-Martinez & Mohammad Taha Bahadori & Eduardo Santiago & Jeff Mu & Dominik Janzing & David Heckerman, 2024, "Multiply-Robust Causal Change Attribution," Papers, arXiv.org, number 2404.08839, Apr, revised Sep 2024.
- Soonwoo Kwon & Jonathan Roth, 2024, "Testing Mechanisms," Papers, arXiv.org, number 2404.11739, Apr, revised Sep 2025.
- Mustafa R. K{i}l{i}nc{c} & Michael Massmann, 2024, "The modified conditional sum-of-squares estimator for fractionally integrated models," Papers, arXiv.org, number 2404.12882, Apr, revised Feb 2025.
- Zhiqiang Liao & Sheng Dai & Eunji Lim & Timo Kuosmanen, 2024, "Overfitting Reduction in Convex Regression," Papers, arXiv.org, number 2404.09528, Apr, revised Oct 2024.
- Alonso Alfaro-Urena & Paolo Zacchia, 2024, "Matching to Suppliers in the Production Network: an Empirical Framework," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp775, Mar.
- Shaomin Wu, 2024, "Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions," Papers, arXiv.org, number 2404.12581, Apr.
- Cantone, Giulio Giacomo & Tomaselli, Venera, 2024, "Characterisation and Calibration of Multiversal Models," MetaArXiv, Center for Open Science, number pa98g, Apr, DOI: 10.31219/osf.io/pa98g.
- Rei Iwafuchi & Yasumasa Matsuda, 2024, "Deep learning for multivariate volatility forecasting in high-dimensional financial time series," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 141, May.
- Eric Chyn & Brigham Frandsen & Emily C. Leslie, 2024, "Examiner and Judge Designs in Economics: A Practitioner's Guide," NBER Working Papers, National Bureau of Economic Research, Inc, number 32348, Apr.
- Yi Chen & Hanming Fang & Yi Zhao & Zibo Zhao, 2024, "Recovering Overlooked Information in Categorical Variables with LLMs: An Application to Labor Market Mismatch," NBER Working Papers, National Bureau of Economic Research, Inc, number 32327, Apr.
- Pedro Gonzalez-Fernandez, 2024, "Belief Bias Identification," Papers, arXiv.org, number 2404.09297, Apr, revised Nov 2024.
- Tommaso Proietti, 2024, "Ups and (Draw)Downs," CEIS Research Paper, Tor Vergata University, CEIS, number 576, May, revised 03 May 2024.
- Lu, Zexian & Chen, Yunxiao & Li, Xiaoou, 2022, "Optimal parallel sequential change detection under generalized performance measures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118348, Dec.
- Abdulnasser Hatemi-J, 2024, "On the Asymmetric Volatility Connectedness," Papers, arXiv.org, number 2404.12997, Apr, revised May 2024.