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Report NEP-ECM-2024-07-29
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:
- Lucija v{Z}igni'c & Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar, 2024, "Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series," Papers, arXiv.org, number 2407.03781, Jul.
- Bulat Gafarov & Madina Karamysheva & Andrey Polbin & Anton Skrobotov, 2024, "Wild inference for wild SVARs with application to heteroscedasticity-based IV," Papers, arXiv.org, number 2407.03265, Jul, revised Nov 2024.
- Alessandro Casini & Adam McCloskey, 2024, "Identification and Estimation of Causal Effects in High-Frequency Event Studies," Papers, arXiv.org, number 2406.15667, Jun, revised Jul 2025.
- Max Cytrynbaum, 2024, "Finely Stratified Rerandomization Designs," Papers, arXiv.org, number 2407.03279, Jul, revised Jan 2025.
- Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024, "Learning control variables and instruments for causal analysis in observational data," Papers, arXiv.org, number 2407.04448, Jul, revised Sep 2025.
- Mikihito Nishi, 2024, "Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression," Papers, arXiv.org, number 2406.14046, Jun, revised Jan 2026.
- Luofeng Liao & Christian Kroer, 2024, "Statistical Inference and A/B Testing in Fisher Markets and Paced Auctions," Papers, arXiv.org, number 2406.15522, Jun, revised Mar 2025.
- Fantazzini, Dean, 2024, "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper, University Library of Munich, Germany, number 121214.
- Stefan Faridani, 2024, "Testing for Underpowered Literatures," Papers, arXiv.org, number 2406.13122, Jun, revised Sep 2025.
- Mayo, Deborah, 2024, "Error statistics, Bayes-factor Tests and the Fallacy of Non-exhaustive Alternatives," OSF Preprints, Center for Open Science, number tmgqd, Jun, DOI: 10.31219/osf.io/tmgqd.
- Jose Apesteguia & Miguel A. Ballester & Ángelo Gutiérrez-Daza, 2024, "Random Discounted Expected Utility," Working Papers, Banco de México, number 2024-03, Jun.
- Robinson, Thomas & Tax, Niek & Mudd, Richard & Guy, Ido, 2024, "Active learning with biased non-response to label requests," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123029, Jul.