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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, arXiv.org, number 2408.06103, Aug, revised May 2025.
- Nelly K. Djuazon & Emmanuel Selorm Tsyawo, 2024, "Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes," Papers, arXiv.org, number 2408.07842, Aug.
- Santiago Acerenza & Ot'avio Bartalotti & Federico Veneri, 2024, "Testing identifying assumptions in Tobit Models," Papers, arXiv.org, number 2408.02573, Aug, revised Dec 2025.
- Zhan Gao & Hyungsik Roger Moon, 2024, "Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens," Papers, arXiv.org, number 2408.03930, Aug.
- Maximilian Osterhaus, 2024, "A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models," Papers, arXiv.org, number 2408.07185, Aug.
- Dor Leventer & Daniel Nevo, 2024, "Correcting invalid regression discontinuity designs with multiple time period data," Papers, arXiv.org, number 2408.05847, Aug, revised Feb 2025.
- Artem Prokhorov & Peter Radchenko & Alexander Semenov & Anton Skrobotov, 2024, "Change-Point Detection in Time Series Using Mixed Integer Programming," Papers, arXiv.org, number 2408.05665, Aug, revised May 2025.
- Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "The Multivariate Fractional Ornstein-Uhlenbeck Process," CEIS Research Paper, Tor Vergata University, CEIS, number 581, Aug, 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, arXiv.org, number 2408.13047, Aug, revised Oct 2025.
- Arthur Lewbel & Xi Qu & Xun Tang, 2024, "Estimating Social Network Models with Link Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 1079, Aug.
- F. Blasques & S.J. Koopman & G. Mingoli & S. Telg, 2024, "A Novel Test for the Presence of Local Explosive Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-036/III, May.
- Jean-Michel Benkert & Shuo Liu & Nick Netzer, 2024, "Time is knowledge: what response times reveal," ECON - Working Papers, Department of Economics - University of Zurich, number 449, Aug, revised Feb 2026.
- D'esir'e K'edagni & Huan Wu & Yi Cui, 2024, "Robust Identification in Randomized Experiments with Noncompliance," Papers, arXiv.org, number 2408.03530, Aug, revised Mar 2025.
- Ke Sun & Linglong Kong & Hongtu Zhu & Chengchun Shi, 2024, "ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments," Papers, arXiv.org, number 2408.05342, Aug, revised Jan 2025.
- Helmut Farbmacher & Rebecca Groh & Michael Muhlegger & Gabriel Vollert, 2024, "Revisiting the Many Instruments Problem using Random Matrix Theory," Papers, arXiv.org, number 2408.08580, Aug, revised Aug 2025.
- 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, National Bureau of Economic Research, Inc, number 32894, Aug.
- 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, Tinbergen Institute, number 24-037/III, May.
- Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers, arXiv.org, number 2408.12863, Aug, revised May 2025.
- Kim Christensen & Alexei Kolokolov, 2024, "An unbounded intensity model for point processes," Papers, arXiv.org, number 2408.06519, Aug, revised Jan 2026.
- Junshu Jiang & Jordan Richards & Raphael Huser & David Bolin, 2024, "The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency," Papers, arXiv.org, number 2408.06661, Aug, revised Jul 2025.
- Peter P. Caradonna & Christopher Turansick, 2024, "Identifying Restrictions on the Random Utility Model," Papers, arXiv.org, number 2408.06547, Aug.
- Tianqi Wang & Shubham Singh, 2024, "KAN based Autoencoders for Factor Models," Papers, arXiv.org, number 2408.02694, Aug.
- 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, The Institute for Replication (I4R), number 143.