Report NEP-ECM-2024-12-30

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Liudas Giraitis & George Kapetanios & Yufei Li & Tien Chuong Nguyen, 2024, "Partial Time-Varying Regression Modelling under General Heterogeneity," Working Papers, Queen Mary University of London, School of Economics and Finance, number 985, Dec.
• Yuta Ota & Takahiro Hoshino & Taisuke Otsu, 2024, "Causal Inference With Auxiliary Observations," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2024-022, Dec.
• Masahiro Kato, 2024, "Debiased Regression for Root-N-Consistent Conditional Mean Estimation," Papers, arXiv.org, number 2411.11748, Nov, revised Nov 2024.
• Bernard M.S. van Praag & J. Peter Hop & William H. Greene, 2024, "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," Working Papers, University of South Florida, Department of Economics, number 2024-06, Dec.
• Ruonan Xu & Luther Yap, 2024, "Clustering with Potential Multidimensionality: Inference and Practice," Papers, arXiv.org, number 2411.13372, Nov.
• Michael C. Knaus, 2024, "Treatment Effect Estimators as Weighted Outcomes," Papers, arXiv.org, number 2411.11559, Nov, revised Dec 2024.
• Martin Bruns & Helmut Lutkepohl, 2024, "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2024-06, Dec.
• Pierdomenico Duttilo, 2024, "Modelling financial returns with mixtures of generalized normal distributions," Papers, arXiv.org, number 2411.11847, Oct.
• Ashesh Rambachan & Rahul Singh & Davide Viviano, 2024, "Program Evaluation with Remotely Sensed Outcomes," Papers, arXiv.org, number 2411.10959, Nov, revised Oct 2025.
• Ruicheng Ao & Hongyu Chen & David Simchi-Levi, 2024, "Prediction-Guided Active Experiments," Papers, arXiv.org, number 2411.12036, Nov, revised Nov 2024.
• Christian D. Blakely, 2024, "High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines," Papers, arXiv.org, number 2411.13594, Nov.
• Gabriel Rodriguez-Rondon, 2024, "Underlying Core Inflation with Multiple Regimes," Papers, arXiv.org, number 2411.12845, Nov.
• Jeffrey Mollins & Rachit Lumb, 2024, "Seasonal Adjustment of Weekly Data," Discussion Papers, Bank of Canada, number 2024-17, Nov, DOI: 10.34989/sdp-2024-17.
• Wang, Shu, 2024, "Daily oil price shocks and their uncertainties," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 436.
• Fan Yang & Yi Zhang, 2024, "Asymptotics of Sum of Heavy-tailed Risks with Copulas," Papers, arXiv.org, number 2411.09657, Nov.
• Vasudha Chopra & Christian A. Vossler, 2024, "Are we doing more harm than good? Hypothetical bias reduction techniques in potentially consequential survey settings," Working Papers, University of Tennessee, Department of Economics, number 2024-03, Nov.