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Report NEP-ECM-2024-12-16
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:
- Masahiro Kato, 2024, "A Note on Doubly Robust Estimator in Regression Discontinuity Designs," Papers, arXiv.org, number 2411.07978, Nov, revised Jan 2025.
- Daniele Ballinari & Alexander Wehrli, 2024, "Semiparametric inference for impulse response functions using double/debiased machine learning," Papers, arXiv.org, number 2411.10009, Nov, revised Dec 2025.
- Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2024, "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly," Papers, arXiv.org, number 2411.10415, Nov, revised Jul 2025.
- Irene Botosaru & Isaac Loh & Chris Muris, 2024, "An Adversarial Approach to Identification," Papers, arXiv.org, number 2411.04239, Nov, revised Dec 2024.
- Fan Wu & Yi Xin, 2024, "Estimating Nonseparable Selection Models: A Functional Contraction Approach," Papers, arXiv.org, number 2411.01799, Nov, revised Dec 2025.
- Myunghyun Song, 2024, "Identification and Inference in General Bunching Designs," Papers, arXiv.org, number 2411.03625, Nov, revised Feb 2025.
- Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A New Jackknife Variance Estimator for Time-Series and Panel Regressions," Staff Reports, Federal Reserve Bank of New York, number 1133, Oct, DOI: 10.59576/sr.1133.
- Heshani Madigasekara & D. S. Poskitt & Lina Zhang & Xueyan Zhao, 2024, "Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions," Papers, arXiv.org, number 2411.04450, Nov.
- Sihui Zhao & Xinbo Wang & Lin Liu & Xin Zhang, 2024, "Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions," Papers, arXiv.org, number 2411.08491, Nov, revised Nov 2025.
- Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024, "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers, arXiv.org, number 2411.09452, Nov.
- Philipp Gersing, 2024, "A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)," Papers, arXiv.org, number 2410.20885, Oct.
- Amilcar Velez, 2024, "On the Asymptotic Properties of Debiased Machine Learning Estimators," Papers, arXiv.org, number 2411.01864, Nov.
- Ying-Ying Lee & Chu-An Liu, 2024, "Lee Bounds with a Continuous Treatment in Sample Selection," Papers, arXiv.org, number 2411.04312, Nov, revised Oct 2025.
- Apoorva Lal, 2024, "Does Regression Produce Representative Causal Rankings?," Papers, arXiv.org, number 2411.02675, Nov.
- Filip Obradovi'c, 2024, "Identification of Long-Term Treatment Effects via Temporal Links, Observational, and Experimental Data," Papers, arXiv.org, number 2411.04380, Nov.
- Roberto Casarin & Antonio Peruzzi, 2024, "Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes," Papers, arXiv.org, number 2411.02531, Nov, revised Nov 2024.
- Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports, Federal Reserve Bank of New York, number 1132, Oct, DOI: 10.59576/sr.1132.
- Tanmoy Das & Dohyeon Lee & Arnab Sinha, 2024, "Improving precision of A/B experiments using trigger intensity," Papers, arXiv.org, number 2411.03530, Nov, revised May 2025.
- Yuehao Bai & Shunzhuang Huang & Max Tabord-Meehan, 2024, "Sharp Testable Implications of Encouragement Designs," Papers, arXiv.org, number 2411.09808, Nov, revised Nov 2025.
- Augusto Cerqua & Marco Letta & Gabriele Pinto, 2024, "On the (Mis)Use of Machine Learning with Panel Data," Papers, arXiv.org, number 2411.09218, Nov, revised May 2025.
- Ziming Lin & Fang Han, 2024, "On the consistency of bootstrap for matching estimators," Papers, arXiv.org, number 2410.23525, Oct, revised Nov 2024.
- Onil Boussim, 2024, "Changes-In-Changes For Discrete Treatment," Papers, arXiv.org, number 2411.01617, Nov.
- Caio Waisman, 2024, "Bayesian estimation of finite mixtures of Tobit models," Papers, arXiv.org, number 2411.09771, Nov.
- Luo, Nanyu & Ji, Feng & Han, Yuting & He, Jinbo & Zhang, Xiaoya, 2024, "Fitting item response theory models using deep learning computational frameworks," OSF Preprints, Center for Open Science, number tjxab, Oct, DOI: 10.31219/osf.io/tjxab.
- Yechan Park & Yuya Sasaki, 2024, "Matching $\leq$ Hybrid $\leq$ Difference in Differences," Papers, arXiv.org, number 2411.07952, Nov, revised Feb 2025.
- Philipp Gersing, 2024, "On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model," Papers, arXiv.org, number 2410.18159, Oct, revised Jul 2025.