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Report NEP-ECM-2024-12-23
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:
- Gayani Rathnayake & Akanksha Negi & Otavio Bartalotti & Xueyan Zhao, 2024, "Difference-in-Differences with Sample Selection," Papers, arXiv.org, number 2411.09221, Nov, revised Dec 2024.
- Kenichiro Shiraya & Kanji Suzuki & Tomohisa Yamakami, 2024, "New approaches of the DCC-GARCH residual: Application to foreign exchange rates," Papers, arXiv.org, number 2411.08246, Nov.
- Haoyu Chen & Tiantian Mao & Fan Yang, 2024, "Estimation of the Adjusted Standard-deviatile for Extreme Risks," Papers, arXiv.org, number 2411.07203, Nov.
- Wenchao Xu & Xinyu Zhang, 2024, "On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included," Papers, arXiv.org, number 2411.09258, Nov.
- Mathur, Maya B & Shpitser, Ilya, 2024, "Pitfalls of imputing using incomplete auxiliary variables," OSF Preprints, Center for Open Science, number c3zrh, Nov, DOI: 10.31219/osf.io/c3zrh.
- Kranz, Sebastian, 2024, "From Replications to Revelations: Heteroskedasticity-Robust Inference," MPRA Paper, University Library of Munich, Germany, number 122724, Nov.
- Sokbae Lee, 2024, "The ET Interview: Professor Joel L. Horowitz," Papers, arXiv.org, number 2411.00886, Oct.
- Stephen J. Redding, 2024, "Quantitative Urban Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 33130, Nov.