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Report NEP-ECM-2024-12-02
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:
- Fotso, Chris Toumping & Sibbertsen, Philipp, 2024, "Block Whittle Estimation of Time Varying Stochastic Regression Models with Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-730, Nov.
- Philip Marx & Elie Tamer & Xun Tang, 2024, "Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models," Papers, arXiv.org, number 2410.19060, Oct, revised Sep 2025.
- Michel F. C. Haddad & Martin Huber & Jos'e Eduardo Medina-Reyes & Lucas Z. Zhang, 2024, "Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning," Papers, arXiv.org, number 2410.21105, Oct, revised Jan 2026.
- Liudas Giraitis & George Kapetanios & Yufei Li, 2024, "Regression Modelling under General Heterogeneity," Working Papers, Queen Mary University of London, School of Economics and Finance, number 983, Aug.
- Shakeeb Khan & Elie Tamer & Qingsong Yao, 2024, "Inference on High Dimensional Selective Labeling Models," Papers, arXiv.org, number 2410.18381, Oct, revised Dec 2025.
- Attia, Iman M., 2024, "A New One Parameter Unit Distribution: Median Based Unit Rayleigh (MBUR): Parametric Quantile Regression Model," OSF Preprints, Center for Open Science, number x9qnt, Oct, DOI: 10.31219/osf.io/x9qnt.
- Andreas Petrou-Zeniou & Azeem M. Shaikh, 2024, "Inference After Ranking with Applications to Economic Mobility," Papers, arXiv.org, number 2410.19212, Oct, revised Jan 2026.
- Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-069/III, Nov.
- Federico Crippa & Danil Fedchenko, 2024, "Partially Identified Rankings from Pairwise Interactions," Papers, arXiv.org, number 2410.18272, Oct, revised Sep 2025.
- Florian Huber & Christian Matthes & Michael Pfarrhofer, 2024, "General Seemingly Unrelated Local Projections," Papers, arXiv.org, number 2410.17105, Oct, revised Aug 2025.
- Facundo Arga~naraz & Juan Carlos Escanciano, 2024, "Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE," Papers, arXiv.org, number 2410.23785, Oct.
- Kieran Marray, 2024, "Estimating Spillovers from Sampled Connections," Papers, arXiv.org, number 2410.17154, Oct, revised Sep 2025.
- Dierkes, Maik & Fitter, Krischan & Sibbertsen, Philipp, 2024, "Monitoring Breaks in Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-728, Nov.
- Page, Garritt L. & San Martin, Ernesto & Torres Irribarra, David & Van Bellegem, Sébastien, 2024, "Temporally Dynamic, Cohort-Varying Value-Added Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2024009, Apr.
- Aubain Nzokem & Daniel Maposa, 2024, "Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data," Papers, arXiv.org, number 2410.19751, Oct, revised Jan 2025.
- Tomas Espana & Victor Le Coz & Matteo Smerlak, 2024, "Kendall Correlation Coefficients for Portfolio Optimization," Papers, arXiv.org, number 2410.17366, Oct.
- Sverdrup, Erik & Wu, Han & Athey, Susan & Wager, Stefan, 2024, "Qini Curves for Multi-armed Treatment Rules," Research Papers, Stanford University, Graduate School of Business, number 4216, Oct.
- Hayri Alper Arslan & Brantly Callaway & Tong Li, 2024, "Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?," Papers, arXiv.org, number 2410.19947, Oct.
- Mansi Sharma & Steven Stern, 2024, "Generalized Weibull Distributions," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 24-05.
- Jack Fitzgerald, 2024, "Identifying the Impact of Hypothetical Stakes on Experimental Outcomes and Treatment Effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-070/I, Nov.
- Pietro Bogani & Matteo Fontana & Luca Neri & Simone Vantini, 2024, "Calibrated quantile prediction for Growth-at-Risk," Papers, arXiv.org, number 2411.00520, Nov.
- Mustafa R. K{i}l{i}nc{c} & Michael Massmann & Maximilian Ambros, 2024, "Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios," Papers, arXiv.org, number 2410.10749, Oct.
- Giuseppe Arbia & Vincenzo Nardelli, 2024, "Detecting Spatial Outliers: the Role of the Local Influence Function," Papers, arXiv.org, number 2410.18261, Oct.