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Report NEP-ECM-2024-07-15
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:
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024, "Jackknife inference with two-way clustering," Papers, arXiv.org, number 2406.08880, Jun, revised Dec 2025.
- Kensuke Sakamoto, 2024, "Dyadic Regression with Sample Selection," Papers, arXiv.org, number 2405.17787, May, revised Sep 2025.
- Pedro Picchetti & Cristine C. X. Pinto & Stephanie T. Shinoki, 2024, "Difference-in-Discontinuities: Estimation, Inference and Validity Tests," Papers, arXiv.org, number 2405.18531, May, revised Jan 2026.
- Federico A. Bugni & Mengsi Gao & Filip Obradovic & Amilcar Velez, 2024, "Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance," Papers, arXiv.org, number 2406.08419, Jun, revised Apr 2025.
- Bin Peng & Liangjun Su & Yayi Yan, 2024, "A Robust Residual-Based Test for Structural Changes in Factor Models," Papers, arXiv.org, number 2406.00941, Jun, revised Jan 2025.
- Tadao Hoshino & Takahide Yanagi, 2024, "Estimating Dyadic Treatment Effects with Unknown Confounders," Papers, arXiv.org, number 2405.16547, May.
- Francq, Christian & Zakoian, Jean-Michel, 2024, "Finite moments testing in a general class of nonlinear time series models," MPRA Paper, University Library of Munich, Germany, number 121193, Jun.
- Duarte Gonc{c}alves & Bruno A. Furtado, 2024, "Statistical Mechanism Design: Robust Pricing, Estimation, and Inference," Papers, arXiv.org, number 2405.17178, May.
- Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2023, "An autocovariance-based learning framework for high-dimensional functional time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117910, Feb.
- Sho Miyaji, 2024, "Two-way fixed effects instrumental variable regressions in staggered DID-IV designs," Papers, arXiv.org, number 2405.16467, May.
- Andrea Bucci, 2024, "A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models," Papers, arXiv.org, number 2406.02152, Jun.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024, "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers, arXiv.org, number 2406.00650, Jun, revised May 2025.
- Bijan Mazaheri & Chandler Squires & Caroline Uhler, 2024, "Synthetic Potential Outcomes and Causal Mixture Identifiability," Papers, arXiv.org, number 2405.19225, May, revised Dec 2024.
- Johannes Hoelzemann & Ryan Webb & Erhao Xie, 2024, "Non-Parametric Identification and Testing of Quantal Response Equilibrium," Staff Working Papers, Bank of Canada, number 24-24, Jun, DOI: 10.34989/swp-2024-24.
- David Kohns & Noa Kallioinen & Yann McLatchie & Aki Vehtari, 2024, "The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions," Papers, arXiv.org, number 2405.19920, May, revised Feb 2025.
- Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_04, Jun.
- Jin Seo Cho, 2024, "Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-227, Jun.
- Aristide Houndetoungan, 2024, "Count Data Models with Heterogeneous Peer Effects under Rational Expectations," Papers, arXiv.org, number 2405.17290, May, revised Feb 2026.
- Xuxing Chen & Abhishek Roy & Yifan Hu & Krishnakumar Balasubramanian, 2024, "Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data," Papers, arXiv.org, number 2405.19463, May.
- Alessandra Amendola & Vincenzo Candila & Antonio Naimoli & Giuseppe Storti, 2024, "Adaptive combinations of tail-risk forecasts," Papers, arXiv.org, number 2406.06235, Jun.
- Ruoxuan Xiong & Alex Chin & Sean J. Taylor, 2024, "Data-Driven Switchback Experiments: Theoretical Tradeoffs and Empirical Bayes Designs," Papers, arXiv.org, number 2406.06768, Jun.
- Jay Lu & Yao Luo & Kota Saito & Yi Xin, 2024, "Did Harold Zuercher Have Time-Separable Preferences?," Papers, arXiv.org, number 2406.07809, Jun.
- Joshua Nielsen & Didier Sornette & Maziar Raissi, 2024, "Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-33, May.
- Enrico Wegner & Lenard Lieb & Stephan Smeekes & Ines Wilms, 2024, "Transmission Channel Analysis in Dynamic Models," Papers, arXiv.org, number 2405.18987, May, revised May 2025.
- Ippei Fujiwara & Adrian Pagan, 2024, "Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-44, Jun.
- LeRoy, Stephen F, 2024, "Reconsidering Causation," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt12q3t2vd, Jun.
- Dongwoo Kim & Young Jun Lee, 2024, "Semi-nonparametric models of multidimensional matching: an optimal transport approach," Papers, arXiv.org, number 2405.18089, May.
- Milen Arro-Cannarsa & Rolf Scheufele, 2024, "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers, Swiss National Bank, number 2024-06.
- Pötscher, Benedikt M., 2024, "Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion," MPRA Paper, University Library of Munich, Germany, number 121144, Jun.
- Askitas, Nikos, 2024, "A Hands-on Machine Learning Primer for Social Scientists: Math, Algorithms and Code," IZA Discussion Papers, IZA Network @ LISER, number 17014, May.