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Report NEP-ECM-2024-06-24
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:
- Yu Hao & Hiroyuki Kasahara, 2024, "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence," Papers, arXiv.org, number 2405.12467, May.
- Hao Zeng & Wei Zhong & Xingbai Xu, 2024, "Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction," Papers, arXiv.org, number 2405.15600, May, revised Sep 2024.
- Sho Miyaji, 2024, "Instrumented Difference-in-Differences with Heterogeneous Treatment Effects," Papers, arXiv.org, number 2405.12083, May, revised Feb 2026.
- Julius Schäper & Rainer Winkelmann, 2024, "Random effects panel data models with known heteroskedasticity," ECON - Working Papers, Department of Economics - University of Zurich, number 445, May, revised Sep 2024.
- Ege Erdil & Tamay Besiroglu & Anson Ho, 2024, "Estimating Idea Production: A Methodological Survey," Papers, arXiv.org, number 2405.10494, May.
- Chang, Jinyuan & Hu, Qiao & Kolaczyk, Eric D. & Yao, Qiwei & Yi, Fengting, 2024, "Edge differentially private estimation in the β-model via jittering and method of moments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122099, Apr.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024, "A Sharp Test for the Judge Leniency Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 32456, May.
- Li, Ting & Shi, Chengchun & Lu, Zhaohua & Li, Yi & Zhu, Hongtu, 2024, "Evaluating dynamic conditional quantile treatment effects with applications in ridesharing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122488, Aug.
- Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," Papers, arXiv.org, number 2405.09509, May, revised Jan 2026.
- Douglas L. Miller & Francesca Molinari & Jorg Stoye, 2024, "Testing Sign Congruence Between Two Parameters," Papers, arXiv.org, number 2405.11759, May, revised Jul 2025.
- Michael Lechner & Jana Mareckova, 2024, "Comprehensive Causal Machine Learning," Papers, arXiv.org, number 2405.10198, May, revised Feb 2025.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2024, "Fitting complex stochastic volatility models using Laplace approximation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 43947, Jun.
- Krist'of N'emeth & D'aniel Hadh'azi, 2024, "Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout," Papers, arXiv.org, number 2405.15579, May.
- Andrii Melnychuk, 2024, "Synthetic Controls with spillover effects: A comparative study," Papers, arXiv.org, number 2405.01645, May.
- Stefan Wager, 2024, "Sequential Validation of Treatment Heterogeneity," Papers, arXiv.org, number 2405.05534, May.
- Yuji Sakurai & Zhuohui Chen, 2024, "Forecasting Tail Risk via Neural Networks with Asymptotic Expansions," IMF Working Papers, International Monetary Fund, number 2024/099, May.
- Buczak, Philip, 2024, "fabOF: A Novel Tree Ensemble Method for Ordinal Prediction," OSF Preprints, Center for Open Science, number h8t4p, May, DOI: 10.31219/osf.io/h8t4p.
- Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024, "Comparing predictive ability in presence of instability over a very short time," Papers, arXiv.org, number 2405.11954, May.
- Emily Tallman & Mike West, 2024, "Predictive Decision Synthesis for Portfolios: Betting on Better Models," Papers, arXiv.org, number 2405.01598, Apr.
- David Ardia & Keven Bluteau, 2024, "Optimal Text-Based Time-Series Indices," Papers, arXiv.org, number 2405.10449, May.
- Wilcox, Rand R. & Rousselet, Guillaume A, 2024, "More Reasons Why Replication Is A Difficult Issue," OSF Preprints, Center for Open Science, number 9amhe, May, DOI: 10.31219/osf.io/9amhe.