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Report NEP-ECM-2024-10-21
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:
- David Arboleda C√°rcamo, 2024, "Fitting a Curve to the Pre-Trends," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21199, Sep.
- Gregory Fletcher Cox, 2024, "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers, arXiv.org, number 2409.09962, Sep.
- Jean-Marie Dufour & Endong Wang, 2024, "Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality," Papers, arXiv.org, number 2409.10820, Sep.
- Taras Bodnar & Nikolaus Hautsch & Yarema Okhrin & Nestor Parolya, 2024, "Consistent Estimation of the High-Dimensional Efficient Frontier," Papers, arXiv.org, number 2409.15103, Sep.
- Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi, 2024, "Econometric Inference Using Hausman Instruments," Working Papers, University of California at Riverside, Department of Economics, number 202405, Oct.
- Rios-Avila, Fernando & Siles, Leonardo & Canavire Bacarreza, Gustavo J., 2024, "Estimating Quantile Regressions with Multiple Fixed Effects through Method of Moments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17262, Aug.
- Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
- Yuehao Bai & Shunzhuang Huang & Sarah Moon & Azeem Shaikh & Edward J. Vytlacil, 2024, "On the Identifying Power of Generalized Monotonicity for Average Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 32983, Sep.
- Silvana Tiedemann & Jorge Sanchez Canales & Felix Schur & Raffaele Sgarlato & Lion Hirth & Oliver Ruhnau & Jonas Peters, 2024, "Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs," Papers, arXiv.org, number 2409.15530, Sep.
- Liang Zhong, 2024, "Unconditional Randomization Tests for Interference," Papers, arXiv.org, number 2409.09243, Sep, revised Jul 2025.
- Vainora, J., 2024, "Latent Position-Based Modeling of Parameter Heterogeneity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2455, Oct.
- Thiago Trafane Oliveira Santos & Daniel Oliveira Cajueiro, 2024, "Why you should also use OLS estimation of tail exponents," Papers, arXiv.org, number 2409.10448, Sep, revised Sep 2024.
- Giuseppe Cavaliere & Iliyan Georgiev & Edoardo Zanelli, 2024, "Parameters on the boundary in predictive regression," Papers, arXiv.org, number 2409.12611, Sep.
- Endong Wang, 2024, "Structural counterfactual analysis in macroeconomics: theory and inference," Papers, arXiv.org, number 2409.09577, Sep.
- Bhuyan, Prajamitra & Jana, Kaushik & McCoy, Emma J., 2023, "Causal analysis at extreme quantiles with application to London traffic flow data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121622, Nov.
- Tomás E. Caravello & Alisdair McKay & Christian K. Wolf, 2024, "Evaluating Monetary Policy Counterfactuals: (When) Do We Need Structural Models?," NBER Working Papers, National Bureau of Economic Research, Inc, number 32988, Sep.
- Didier Sornette & Ran Wei, 2024, "Multiple Outlier Detection in Samples with Exponential & Pareto Tails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-48, Sep.
- Zhang, Pengcheng & Chen, Zezhun & Tzougas, George & Calderín–Ojeda, Enrique & Dassios, Angelos & Wu, Xueyuan, 2025, "Multivariate zero-inflated INAR(1) model with an application in automobile insurance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124317, May.