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Report NEP-ECM-2024-11-11
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:
- Shahnaz Parsaeian, 2024, "Stein-like Common Correlated Effects Estimation Under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202409, Aug.
- Zongwu Cai & Gunawan & Yuying Sun, 2024, "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202412, Sep, revised Sep 2024.
- Item repec:kan:wpaper:202315 is not listed on IDEAS anymore
- Yadav, Anil & McHale, John & Harold, Jason & O'Neill, Stephen, 2024, "Estimating effects of staggered intervention with count and binary outcomes: a simulation study," Research Technical Papers, Central Bank of Ireland, number 4/RT/24, Jul.
- Jinyuan Chang & Yue Du & Guanglin Huang & Qiwei Yao, 2024, "Identification and estimation for matrix time series CP-factor models," Papers, arXiv.org, number 2410.05634, Oct, revised Jul 2025.
- Liu, Yirui & Qiao, Xinghao & Pei, Yulong & Wang, Liying, 2024, "Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125587, Jul.
- Gabriele Fiorentini & Alessio Moneta & Francesca Papagni, 2024, "Identification of one independent shock in structural VARs," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/28, Oct.
- Yang, Xuzhi & Wang, Tengyao, 2024, "Multiple-output composite quantile regression through an optimal transport lens," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125589, Jun.
- Simar, Léopold & Wilson, Paul, 2024, "A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024012, Apr.
- Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
- Liudas Giraitis & Fulvia Marotta & Peter C B Phillips, 2024, "Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2409, Sep.
- Breitung, Jörg & Bolwin, Lennart & Töns, Justus, 2024, "Alternative approaches for estimation and inference in synthetic control designs," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302344.
- Li, Mengxue & von Sachs, Rainer & Pircalabelu, Eugen, 2024, "Time-varying degree-corrected stochastic block models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024014, Apr.
- Bauwens, Luc & Dzuverovic, Emilija & Hafner, Christian, 2024, "Asymmetric Models for Realized Covariances," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024022, Oct.
- Gaurab Aryal & Isabelle Perrigne & Quang Vuong & Haiqing Xu, 2024, "Econometrics of Insurance with Multidimensional Types," Papers, arXiv.org, number 2410.08416, Oct.
- Schuessler, Julian, 2024, "Causal analysis with observational data," OSF Preprints, Center for Open Science, number wam94, Oct, DOI: 10.31219/osf.io/wam94.
- Yongchan Kwon & Sokbae Lee & Guillaume A. Pouliot, 2024, "Group Shapley Value and Counterfactual Simulations in a Structural Model," Papers, arXiv.org, number 2410.06875, Oct.
- Duarte, Belmiro P.M. & Atkinson, Anthony C. & Oliveira, Nuno M.C., 2023, "Optimum design for ill-conditioned models: K–optimality and stable parameterizations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122986, Aug.
- Haodong Liang & Krishnakumar Balasubramanian & Lifeng Lai, 2024, "Transformers Handle Endogeneity in In-Context Linear Regression," Papers, arXiv.org, number 2410.01265, Oct, revised May 2025.
- Li, Ting & Shi, Chengchun & Wen, Qianglin & Sui, Yang & Qin, Yongli & Lai, Chunbo & Zhu, Hongtu, 2024, "Combining experimental and historical data for policy evaluation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125588, Jul.
- Allen, Sam & Koh, Jonathan & Segers, Johan & Ziegel, Johanna, 2024, "Tail calibration of probabilistic forecasts," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024018, Jul.