Report NEP-ECM-2021-10-18

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:

• Matsushita, Yukitoshi & Otsu, Taisuke, 2020. "Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic," LSE Research Online Documents on Economics 106488, London School of Economics and Political Science, LSE Library.
• Pengzhou Wu & Kenji Fukumizu, 2021. "$\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap," Papers 2110.05225, arXiv.org.
• Ayden Higgins, 2021. "Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects," Papers 2110.05579, arXiv.org.
• Xiaojun Song & Haoyu Wei, 2021. "Nonparametric Tests of Conditional Independence for Time Series," Papers 2110.04847, arXiv.org.
• Shakeeb Khan & Xiaoying Lan & Elie Tamer & Qingsong Yao, 2021. "Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1," Papers 2110.04388, arXiv.org, revised Feb 2023.
• Ben Deaner, 2021. "Many Proxy Controls," Papers 2110.03973, arXiv.org.
• Santiago Acerenza, 2021. "Partial Identification of Marginal Treatment Effects with discrete instruments and misreported treatment," Papers 2110.06285, arXiv.org, revised Mar 2023.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021. "Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators," Papers 2110.06763, arXiv.org, revised Oct 2022.
• Harold D Chiang & Yukun Ma & Joel Rodrigue & Yuya Sasaki, 2021. "Dyadic double/debiased machine learning for analyzing determinants of free trade agreements," Papers 2110.04365, arXiv.org, revised Dec 2022.
• Bernard Koch & Tim Sainburg & Pablo Geraldo & Song Jiang & Yizhou Sun & Jacob Gates Foster, 2021. "A Primer on Deep Learning for Causal Inference," Papers 2110.04442, arXiv.org, revised Nov 2023.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
• Fiore Tinessa & Vittorio Marzano & Andrea Papola, 2021. "Choice probabilities and correlations in closed-form route choice models: specifications and drawbacks," Papers 2110.07224, arXiv.org.
• Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.