Report NEP-ECM-2024-09-16

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Xingyu Chen & Lin Liu & Rajarshi Mukherjee, 2024. "Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics," Papers 2408.06103, arXiv.org.
• Nelly K. Djuazon & Emmanuel Selorm Tsyawo, 2024. "Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes," Papers 2408.07842, arXiv.org.
• Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri, 2024. "Testing identifying assumptions in Tobit Models," Papers 2408.02573, arXiv.org.
• Zhan Gao & Hyungsik Roger Moon, 2024. "Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens," Papers 2408.03930, arXiv.org.
• Maximilian Osterhaus, 2024. "A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models," Papers 2408.07185, arXiv.org.
• Dor Leventer & Daniel Nevo, 2024. "Correcting invalid regression discontinuity designs with multiple time period data," Papers 2408.05847, arXiv.org.
• Artem Prokhorov & Peter Radchenko & Alexander Semenov & Anton Skrobotov, 2024. "Change-Point Detection in Time Series Using Mixed Integer Programming," Papers 2408.05665, arXiv.org.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024. "The Multivariate Fractional Ornstein-Uhlenbeck Process," CEIS Research Paper 581, Tor Vergata University, CEIS, revised 28 Aug 2024.
• Gilles Koumou & Emmanuel Selorm Tsyawo, 2024. "Difference-in-differences with as few as two cross-sectional units -- A new perspective to the democracy-growth debate," Papers 2408.13047, arXiv.org, revised Sep 2024.
• Arthur Lewbel & Xi Qu & Xun Tang, 2024. "Estimating Social Network Models with Link Misclassification," Boston College Working Papers in Economics 1079, Boston College Department of Economics.
• F. Blasques & S.J. Koopman & G. Mingoli & S. Telg, 2024. "A Novel Test for the Presence of Local Explosive Dynamics," Tinbergen Institute Discussion Papers 24-036/III, Tinbergen Institute.
• Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024. "Time is knowledge: what response times reveal," ECON - Working Papers 449, Department of Economics - University of Zurich.
• Yi Cui & D'esir'e K'edagni & Huan Wu, 2024. "Robust Identification in Randomized Experiments with Noncompliance," Papers 2408.03530, arXiv.org, revised Sep 2024.
• Ke Sun & Linglong Kong & Hongtu Zhu & Chengchun Shi, 2024. "Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments," Papers 2408.05342, arXiv.org, revised Oct 2024.
• Helmut Farbmacher & Rebecca Groh & Michael Muhlegger & Gabriel Vollert, 2024. "Revisiting the Many Instruments Problem using Random Matrix Theory," Papers 2408.08580, arXiv.org.
• John Eric Humphries & Aurelie Ouss & Kamelia Stavreva & Megan T. Stevenson & Winnie van Dijk, 2024. "Conviction, Incarceration, and Recidivism: Understanding the Revolving Door," NBER Working Papers 32894, National Bureau of Economic Research, Inc.
• Lucas P. Harlaar & Jacques J.F. Commandeur & Jan A. van den Brakel & Siem Jan Koopman & Niels Bos & Frits D. Bijleveld, 2024. "Statistical Early Warning Models with Applications," Tinbergen Institute Discussion Papers 24-037/III, Tinbergen Institute.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024. "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers 2408.12863, arXiv.org.
• Kim Christensen & Alexei Kolokolov, 2024. "An unbounded intensity model for point processes," Papers 2408.06519, arXiv.org.
• Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin, 2024. "The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency," Papers 2408.06661, arXiv.org.
• Peter P. Caradonna & Christopher Turansick, 2024. "Identifying Restrictions on the Random Utility Model," Papers 2408.06547, arXiv.org.
• Tianqi Wang & Shubham Singh, 2024. "KAN based Autoencoders for Factor Models," Papers 2408.02694, arXiv.org.
• Ankel-Peters, Jörg & Brodeur, Abel & Dreber, Anna & Johannesson, Magnus & Neubauer, Florian & Rose, Julian, 2024. "A Protocol for Structured Robustness Reproductions and Replicability Assessments," I4R Discussion Paper Series 143, The Institute for Replication (I4R).