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Report NEP-ECM-2024-11-04
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:
- Alkis Kalavasis & Anay Mehrotra & Manolis Zampetakis, 2024, "Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening," Papers, arXiv.org, number 2410.01658, Oct.
- Manuel Stapper, 2024, "Accounting for Asymmetry in M-Estimation," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10924, Oct.
- Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2024, "Adapting to misspecification," CeMMAP working papers, Institute for Fiscal Studies, number 18/24, Oct, DOI: 10.47004/wp.cem.2024.1824.
- Zhexiao Lin & Pablo Crespo, 2024, "Variance reduction combining pre-experiment and in-experiment data," Papers, arXiv.org, number 2410.09027, Oct, revised Mar 2026.
- Reese, Benjamin F., 2024, "Estimating Unknown Cut-points in Regression Discontinuity and Kink Designs," SocArXiv, Center for Open Science, number 63tns, Oct, DOI: 10.31219/osf.io/63tns.
- Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-075, Sep, DOI: 10.17016/FEDS.2024.075.
- Robert Wojciechowski, 2024, "A Structural Approach to Growth-at-Risk," Papers, arXiv.org, number 2410.04431, Oct.
- Lucio Barabesi & Federico Crescenzi & Lorenzo Mori, 2024, "Theil index estimation by means of the influence function with an application to income surveys," Department of Economics University of Siena, Department of Economics, University of Siena, number 915, Oct.
- Xiaolin Sun & Xueyan Zhao & D. S. Poskitt, 2024, "Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps," Papers, arXiv.org, number 2410.01159, Oct, revised Oct 2024.
- Ignace De Vos & Gerdie Everaert, 2025, "GLS Estimation of Local Projections: Trading Robustness for Efficiency," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1095, Jun.
- Anna Kiriliouk & Chen Zhou, 2024, "Tail Risk Analysis for Financial Time Series," Papers, arXiv.org, number 2409.18643, Sep.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024, "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers, Örebro University, School of Business, number 2024:8, Oct.
- Aknouche, Abdelhakim, 2024, "Periodically homogeneous Markov chains: The discrete state space case," MPRA Paper, University Library of Munich, Germany, number 122287, Oct.
- Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli, 2024, "On Spatio-Temporal Stochastic Frontier Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2024_09, Oct.
- Smida, Zaineb & Laurent, Thibault & Cucala, Lionel, 2024, "A Hotelling spatial scan statistic for functional data: application to economic and climate data," TSE Working Papers, Toulouse School of Economics (TSE), number 24-1583, Oct.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 44712, Oct.