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Report NEP-ECM-2024-09-09
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:
- Deb, P.; & Norton, E.C.; & Wooldridge, J.M.; & Zabel, J.E.;, 2024, "A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 24/17, Aug.
- Langevin, R.;, 2024, "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 24/16, Aug.
- Jianqing Fan & Weining Wang & Yue Zhao, 2024, "Conditional nonparametric variable screening by neural factor regression," CeMMAP working papers, Institute for Fiscal Studies, number 17/24, Aug, DOI: 10.47004/wp.cem.2024.1724.
- Simon Lloyd & Ed Manuel, 2024, "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers, Bank of England, number 1079, Aug.
- Federico A. Bugni & Mengsi Gao & Filip Obradovic & Amilcar Velez, 2024, "On the power properties of inference for parameters with interval identified sets," Papers, arXiv.org, number 2407.20386, Jul, revised Oct 2024.
- Jiafeng Chen, 2024, "Potential weights and implicit causal designs in linear regression," Papers, arXiv.org, number 2407.21119, Jul, revised Jan 2026.
- Shuping Shi & Jun Yu & Chen Zhang, 2024, "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers, University of Macau, Faculty of Business Administration, number 202416, Aug.
- Ryan Dew & Nicolas Padilla & Anya Shchetkina, 2024, "Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models," Papers, arXiv.org, number 2408.07678, Aug.
- L. Sanna Stephan, 2024, "Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics," Papers, arXiv.org, number 2408.04552, Aug.
- Kim Christensen & Ulrich Hounyo & Zhi Liu, 2024, "A nonparametric test for diurnal variation in spot correlation processes," Papers, arXiv.org, number 2408.02757, Aug, revised Jan 2026.
- Ajay Jasra & Mohamed Maama & Aleksandar Mijatovi'c, 2024, "Modeling of Measurement Error in Financial Returns Data," Papers, arXiv.org, number 2408.07405, Aug.
- Tompsett, D & Vansteelandt, S & Grieve, R & Petersen, I Author Name: Gomes, M, 2024, "Two Stage Least Squares with Time-Varying Instruments: An Application to an Evaluation of Treatment Intensification for Type-2 Diabetes," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 24/19, Aug.
- Shuo Feng & Ishani Ganguli & Youjin Lee & John Poe & Andrew Ryan & Alyssa Bilinski, 2024, "Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods," Papers, arXiv.org, number 2408.04617, Aug.
- Abdulnasser Hatemi-J, 2024, "Efficient Asymmetric Causality Tests," Papers, arXiv.org, number 2408.03137, Aug, revised Oct 2024.
- Patrick Kuiper & Ali Hasan & Wenhao Yang & Yuting Ng & Hoda Bidkhori & Jose Blanchet & Vahid Tarokh, 2024, "Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions," Papers, arXiv.org, number 2408.00131, Jul.
- Achintya Gopal, 2024, "NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities," Papers, arXiv.org, number 2408.01499, Aug.
- Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol, 2024, "Targeted financial conditions indices and growth-at-risk," Bank of England working papers, Bank of England, number 1084, Aug.
- Matthew Read, 2024, "Sign Restrictions and Supply-demand Decompositions of Inflation," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-05, Aug, DOI: 10.47688/rdp2024-05.
- Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange, 2024, "Kullback-Leibler-based characterizations of score-driven updates," Papers, arXiv.org, number 2408.02391, Aug, revised Sep 2024.
- Michael B. Gordy & Alexander J. McNeil, 2024, "Spectral backtests unbounded and folded," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-060, Aug, DOI: 10.17016/FEDS.2024.060.
- Adan L. Martinez Cruz & Yadira Elizabeth Peralta Torres & Valeria Garcia Olivera, 2024, "Using stated preference responses to address endogeneity in the single site travel cost equation," Working Papers, CIDE, División de Economía, number DTE 632, Feb.
- Gregory Yampolsky & Dhruv Desai & Mingshu Li & Stefano Pasquali & Dhagash Mehta, 2024, "Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals," Papers, arXiv.org, number 2408.06679, Aug.