Printed from https://ideas.repec.org/n/nep-ecm/2024-12-09.html
Report NEP-ECM-2024-12-09
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:
- Ming Li & Zhentao Shi & Yapeng Zheng, 2024, "Bagging the Network," Papers, arXiv.org, number 2410.23852, Oct, revised Sep 2025.
- Damir Filipovic & Paul Schneider, 2024, "Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels," Papers, arXiv.org, number 2410.21858, Oct, revised Mar 2025.
- Chad Brown, 2024, "Inference in Partially Linear Models under Dependent Data with Deep Neural Networks," Papers, arXiv.org, number 2410.22574, Oct.
- Yuehao Bai & Shunzhuang Huang & Sarah Moon & Andres Santos & Azeem M. Shaikh & Edward J. Vytlacil, 2024, "Inference for Treatment Effects Conditional on Generalized Principal Strata using Instrumental Variables," Papers, arXiv.org, number 2411.05220, Nov, revised Nov 2025.
- Mohsen Bayati & Yuwei Luo & William Overman & Sadegh Shirani & Ruoxuan Xiong, 2024, "Higher-Order Causal Message Passing for Experimentation with Complex Interference," Papers, arXiv.org, number 2411.00945, Nov, revised Feb 2025.
- Alain Hecq & Ivan Ricardo & Ines Wilms, 2024, "Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series," Papers, arXiv.org, number 2411.05601, Nov, revised Jan 2025.
- FAN, Yizhou & Nakao, Ran & HAYASHIKAWA, Yuki, 2024, "Addressing Design Bias Due to Instrumental Variables in Survey Experiments: Considering Violations of the Exclusion Restriction," SocArXiv, Center for Open Science, number yecm2, Oct, DOI: 10.31219/osf.io/yecm2.
- Jamie L. Cross & Aubrey Poon & Wenying Yao & Dan Zhu, 2024, "A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2024, Jul.
- Krishnamurthy, Sanath Kumar & Athey, Susan & Brunskill, Emma, 2024, "Data-Driven Error Estimation: Upper Bounding Multiple Errors with No Technical Debt," Research Papers, Stanford University, Graduate School of Business, number 4208, May.
- Christopher D. Walker, 2024, "A Bayesian Perspective on the Maximum Score Problem," Papers, arXiv.org, number 2410.17153, Oct.
- Facundo Arga~naraz & Cl'ement de Chaisemartin & Ziteng Lei, 2024, "Randomly Assigned First Differences?," Papers, arXiv.org, number 2411.03208, Nov, revised Jul 2025.
- Nifei Lin & Yingda Song & L. Jeff Hong, 2024, "Efficient Nested Estimation of CoVaR: A Decoupled Approach," Papers, arXiv.org, number 2411.01319, Nov.
- Takeshi Fukasawa, 2024, "Jacobian-free Efficient Pseudo-Likelihood (EPL) Algorithm," Papers, arXiv.org, number 2410.20029, Oct.
- Lenartowicz, Paweł, 2024, "Likelihood Ratio Test for Publication Bias – a Proof of Concept," MetaArXiv, Center for Open Science, number jt5zf, Nov, DOI: 10.31219/osf.io/jt5zf.
- Yuri Matsumura & Suguru Otani, 2024, "Revisiting the Identification of the Conduct Parameter in Homogeneous Goods Markets," Papers, arXiv.org, number 2410.16998, Oct, revised Jan 2026.
- Hardik Routray & Bernhard Hientzsch, 2024, "Enforcing asymptotic behavior with DNNs for approximation and regression in finance," Papers, arXiv.org, number 2411.05257, Nov, revised Jul 2025.
- Nicola F. Zaugg & Leonardo Perotti & Lech A. Grzelak, 2024, "Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces," Papers, arXiv.org, number 2411.04041, Nov, revised Jan 2026.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2024, "Volatility models versus intensity models: analogy and differences," MPRA Paper, University Library of Munich, Germany, number 122528, Oct.
- Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese, 2024, "Nowcasting distributions: a functional MIDAS model," Papers, arXiv.org, number 2411.05629, Nov.
- Ayush Jha & Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi, 2024, "Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets," Papers, arXiv.org, number 2411.02804, Nov.
- Andr'as Telcs & Marcell T. Kurbucz & Antal Jakov'ac, 2024, "Unified Causality Analysis Based on the Degrees of Freedom," Papers, arXiv.org, number 2410.19469, Oct.
- Songliang Chen & Fang Han, 2024, "On the limiting variance of matching estimators," Papers, arXiv.org, number 2411.05758, Nov.
- HARA, Naoko & YAMAMOTO, Yohei, 2024, "Testing and Quantifying Economic Resilience," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-142, Nov.
- Gabriel Nova & Sander van Cranenburgh & Stephane Hess, 2024, "Understanding the decision-making process of choice modellers," Papers, arXiv.org, number 2411.01704, Nov, revised Jun 2025.
- Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese, 2024, "Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model," Papers, arXiv.org, number 2411.05695, Nov.