Printed from https://ideas.repec.org/n/nep-ecm/2024-05-27.html
Report NEP-ECM-2024-05-27
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:
- Kunyang Song & Feiyu Jiang & Ke Zhu, 2024, "Estimation for conditional moment models based on martingale difference divergence," Papers, arXiv.org, number 2404.11092, Apr.
- Martin Huber & Eva-Maria Oe{ss}, 2024, "A joint test of unconfoundedness and common trends," Papers, arXiv.org, number 2404.16961, Apr, revised Jun 2024.
- Kevin Huynh, 2024, "Weighted-Average Least Squares for Negative Binomial Regression," Papers, arXiv.org, number 2404.11324, Apr.
- Jinyong Hahn & Guido Kuersteiner & Andres Santos & Wavid Willigrod, 2024, "Overidentification in Shift-Share Designs," Papers, arXiv.org, number 2404.17049, Apr.
- Yi Lu & Jianguo Wang & Huihua Xie, 2024, "Identifying Causal Effects under Kink Setting: Theory and Evidence," Papers, arXiv.org, number 2404.09117, Apr.
- Douglas Kiarelly Godoy de Araujo, 2024, "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers, Bank for International Settlements, number 1181, Apr.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2024, "A stochastic volatility model for volatility asymmetry and propagation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 43887, May.
- Aknouche, Abdelhakim & Rabehi, Nadia, 2024, "Inspecting a seasonal ARIMA model with a random period," MPRA Paper, University Library of Munich, Germany, number 120758, Apr.
- Henrik Sigstad, 2024, "Marginal Treatment Effects and Monotonicity," Papers, arXiv.org, number 2404.03235, Apr.
- Jose Ignacio Hernandez & Niek Mouter & Sander van Cranenburgh, 2024, "An economically-consistent discrete choice model with flexible utility specification based on artificial neural networks," Papers, arXiv.org, number 2404.13198, Apr.
- Krzysztof Drachal, 0000, "Choosing Parameters for Bayesian Symbolic Regression: An Application to Modelling Commodities Prices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14116014.
- Tobias Fissler & Fangda Liu & Ruodu Wang & Linxiao Wei, 2024, "Elicitability and identifiability of tail risk measures," Papers, arXiv.org, number 2404.14136, Apr, revised Oct 2025.