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Report NEP-ECM-2024-07-08
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:
- Luya Wang & Jeffrey S. Racine & Qiaoyu Wang, 2024, "Bootstrap Inference on a Factor Model Based Average Treatment Effects Estimator," Department of Economics Working Papers, McMaster University, number 2024-03, May.
- Massimiliano MARCELLINO & Michael PFARRHOFER, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24224.
- Yuehao Bai & Shunzhuang Huang & Sarah Moon & Azeem M. Shaikh & Edward J. Vytlacil, 2024, "On the Identifying Power of Generalized Monotonicity for Average Treatment Effects," Papers, arXiv.org, number 2405.14104, May, revised Nov 2025.
- Jinyuan Chang & Qin Fang & Xinghao Qiao & Qiwei Yao, 2024, "On the modelling and prediction of high-dimensional functional time series," Papers, arXiv.org, number 2406.00700, Jun.
- Cl'ement de Chaisemartin & Antoine Deeb, 2024, "Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site," Papers, arXiv.org, number 2405.17254, May, revised Dec 2024.
- Vedant Vohra & Jacob Goldin, 2024, "Identifying the Cumulative Causal Effect of a Non-Binary Treatment from a Binary Instrument," NBER Working Papers, National Bureau of Economic Research, Inc, number 32425, May.
- Guido Imbens & Yiqing Xu, 2024, "Comparing Experimental and Nonexperimental Methods: What Lessons Have We Learned Four Decades After LaLonde (1986)?," Papers, arXiv.org, number 2406.00827, Jun, revised May 2025.
- Valentin Patilea & Jeffrey S. Racine, 2024, "Locally Adaptive Online Functional Data Analysis," Department of Economics Working Papers, McMaster University, number 2024-04, Jun.
- Benjamin Avanzi & Eric Dong & Patrick J. Laub & Bernard Wong, 2024, "Distributional Refinement Network: Distributional Forecasting via Deep Learning," Papers, arXiv.org, number 2406.00998, Jun.
- Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024, "Risky Oil: It's All in the Tails," NBER Working Papers, National Bureau of Economic Research, Inc, number 32524, May.
- Adam Baybutt, 2024, "Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics," Papers, arXiv.org, number 2405.15721, May.
- Dongwoo Kim & Young Jun Lee, 2024, "Semi-nonparametric models of multidimensional matching: an optimal transport approach," CeMMAP working papers, Institute for Fiscal Studies, number 12/24, May, DOI: 10.47004/wp.cem.2024.1224.
- Aryan Bhambu & Arabin Kumar Dey, 2024, "Some variation of COBRA in sequential learning setup," Papers, arXiv.org, number 2405.04539, Apr.
- Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
- Siddhartha Chib & Simon C. Smith, 2024, "Factor Selection and Structural Breaks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-037, May, DOI: 10.17016/FEDS.2024.037.
- Joshua Brault & Qazi Haque & Louis Phaneuf, 2024, "On the Reliability of Estimated Taylor Rules for Monetary Policy Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-39, Jun.
- Fitzgerald, Jack, 2024, "The Need for Equivalence Testing in Economics," I4R Discussion Paper Series, The Institute for Replication (I4R), number 125.
- Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024, "The Method of Moments for Multivariate Random Sums," Working Papers, Örebro University, School of Business, number 2024:6, Jun.