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Report NEP-ECM-2024-10-14
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:
- Wei Zhang, 2024, "Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series," Papers, arXiv.org, number 2409.08354, Sep, revised Aug 2025.
- Otsu, Taisuke & Tanaka, Shiori, 2022, "Empirical likelihood inference for Oaxaca-Blinder decomposition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115982, Oct.
- Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella, 2024, "Distribution Regression Difference-In-Differences," Papers, arXiv.org, number 2409.02311, Sep, revised Dec 2024.
- Magne Mogstad & Alexander Torgovitsky, 2024, "Instrumental Variables with Unobserved Heterogeneity in Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 32927, Sep.
- Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024, "LASSO Inference for High Dimensional Predictive Regressions," Papers, arXiv.org, number 2409.10030, Sep, revised Apr 2026.
- Strezhnev, Anton, 2024, "Group-specific linear trends and the triple-differences in time design," SocArXiv, Center for Open Science, number dg5ps, Sep, DOI: 10.31219/osf.io/dg5ps.
- Augusto Cerqua & Roberta Di Stefano & Raffaele Mattera, 2024, "Heterogeneous Responses to Continuous Treatments: A Cluster-Based Causal Framework," Papers, arXiv.org, number 2409.08773, Sep, revised Mar 2026.
- Daniele Ballinari & Nora Bearth, 2024, "Improving the Finite Sample Estimation of Average Treatment Effects using Double/Debiased Machine Learning with Propensity Score Calibration," Papers, arXiv.org, number 2409.04874, Sep, revised Jan 2025.
- Diegert, Paul & Jochmans, Koen, 2024, "Nonparametric Identification of Models for Dyadic Data”," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1574, Sep.
- Shen Li & Yuyang Zhang & Zhaolin Ren & Claire Liang & Na Li & Julie A. Shah, 2024, "Enhancing Preference-based Linear Bandits via Human Response Time," Papers, arXiv.org, number 2409.05798, Sep, revised Jan 2025.
- Martin C. Arnold & Thilo Reinschlussel, 2024, "Bootstrap Adaptive Lasso Solution Path Unit Root Tests," Papers, arXiv.org, number 2409.07859, Sep.
- Cruces, Guillermo & Tortarolo, Dario & Vazquez-Bare, Gonzalo, 2024, "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," IZA Discussion Papers, IZA Network @ LISER, number 17256, Aug.
- Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson & Yaping Wang, 2024, "Performance of Empirical Risk Minimization For Principal Component Regression," Papers, arXiv.org, number 2409.03606, Sep, revised Sep 2024.
- Reynaert, Mathias & Xu, Wenxuan & Zhao, Hanlin, 2024, "Estimating Choice Models with Unobserved Expectations over Attributes," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1571, Sep, revised Mar 2026.
- Ramon F. A. de Punder & Cees G. H. Diks & Roger J. A. Laeven & Dick J. C. van Dijk, 2023, "Localizing Strictly Proper Scoring Rules," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-084/III, 12.
- Toru Kitagawa & Jeff Rowley, 2024, "Bandit Algorithms for Policy Learning: Methods, Implementation, and Welfare-performance," Papers, arXiv.org, number 2409.00379, Aug.
- Mathur, Maya B & Shpitser, Ilya, 2024, "Imputation without nightMARs: Graphical criteria for valid imputation of missing data," OSF Preprints, Center for Open Science, number zqne9, Sep, DOI: 10.31219/osf.io/zqne9.
- Keyon Vafa & Susan Athey & David M. Blei, 2024, "Estimating Wage Disparities Using Foundation Models," Papers, arXiv.org, number 2409.09894, Sep, revised Apr 2025.
- Omer Faruk Akbal, 2024, "Regime-Switching Factor Models and Nowcasting with Big Data," IMF Working Papers, International Monetary Fund, number 2024/190, Sep.
- Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-003/III, Nov.
- Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko, 2024, "State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing," Papers, arXiv.org, number 2409.00348, Aug, revised Sep 2024.
- Velasco, Sofia, 2024, "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian quantile factor augmented VAR," Working Paper Series, European Central Bank, number 2983, Sep.