Report NEP-ECM-2021-11-22

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:

• Francq, Christian & Zakoian, Jean-Michel, 2021. "Testing the existence of moments and estimating the tail index of augmented garch processes," MPRA Paper 110511, University Library of Munich, Germany.
• Yuefeng Han & Dan Yang & Cun-Hui Zhang & Rong Chen, 2021. "CP Factor Model for Dynamic Tensors," Papers 2110.15517, arXiv.org, revised Apr 2024.
• Alexander Krei{ss} & Christoph Rothe, 2021. "Inference in Regression Discontinuity Designs with High-Dimensional Covariates," Papers 2110.13725, arXiv.org, revised May 2022.
• Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021. "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RF Berlin - CReAM Discussion Paper Series 2132, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
• Zhan, Ruohan & Hadad, Vitor & Hirshberg, David A. & Athey, Susan, 2021. "Off-Policy Evaluation via Adaptive Weighting with Data from Contextual Bandits," Research Papers 3970, Stanford University, Graduate School of Business.
• Shi, Chengchun & Xu, Tianlin & Bergsma, Wicher & Li, Lexin, 2021. "Double generative adversarial networks for conditional independence testing," LSE Research Online Documents on Economics 112550, London School of Economics and Political Science, LSE Library.
• Brendan Kline & Ariel Pakes & Elie Tamer, 2021. "Moment Inequalities and Partial Identification in Industrial Organization," NBER Working Papers 29409, National Bureau of Economic Research, Inc.
• Graziano Moramarco, 2021. "Regime-Switching Density Forecasts Using Economists' Scenarios," Papers 2110.13761, arXiv.org, revised Feb 2024.
• Pratha Khandelwal & Philip Nadler & Rossella Arcucci & William Knottenbelt & Yi-Ke Guo, 2021. "A Scalable Inference Method For Large Dynamic Economic Systems," Papers 2110.14346, arXiv.org.
• Leonardo N. Ferreira, 2021. "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series 559, Central Bank of Brazil, Research Department.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021. "Incorporating Search and Sales Information in Demand Estimation," Cowles Foundation Discussion Papers 2313, Cowles Foundation for Research in Economics, Yale University.
• Lingxiao Huang & K. Sudhir & Nisheeth Vishnoi, 2021. "Coresets for Time Series Clustering," Cowles Foundation Discussion Papers 2310, Cowles Foundation for Research in Economics, Yale University.
• Zouhaier Dhifaoui, 2021. "Robustness of Detrended Cross-correlation Analysis Method Under Outliers Observations," Working Papers hal-03411380, HAL.
• Hossein Babaei & Sina Alemohammad & Richard Baraniuk, 2021. "Covariate Balancing Methods for Randomized Controlled Trials Are Not Adversarially Robust," Papers 2110.13262, arXiv.org, revised Aug 2022.
• Krishnamurthy, Sanath Kumar & Hadad, Vitor & Athey, Susan, 2021. "Adapting to Misspecification in Contextual Bandits with Offline Regression Oracles," Research Papers 3951, Stanford University, Graduate School of Business.