Report NEP-ECM-2022-01-31

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:

• Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202203, University of California at Riverside, Department of Economics.
• Justin Dang & Aman Ullah, 2021. "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers 202204, University of California at Riverside, Department of Economics, revised Jan 2022.
• Dakyung Seong, 2022. "Binary response model with many weak instruments," Papers 2201.04811, arXiv.org, revised Jun 2024.
• Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
• Rahul Singh & Hannah Zhou, 2022. "Kernel methods for long term dose response curves," Papers 2201.05139, arXiv.org, revised Dec 2024.
• Filip Stanek, 2021. "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers wp712, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Shuzhen Yang, 2021. "Compensatory model for quantile estimation and application to VaR," Papers 2112.07278, arXiv.org.
• Shenshen Yang, 2022. "A Double Robust Approach for Non-Monotone Missingness in Multi-Stage Data," Papers 2201.01010, arXiv.org, revised Aug 2024.
• Masahiro Kato & Kaito Ariu & Masaaki Imaizumi & Masahiro Nomura & Chao Qin, 2022. "Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap," Papers 2201.04469, arXiv.org, revised Dec 2022.
• Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021. "Visualization, Identification, and stimation in the Linear Panel Event-Study Design," Working Papers 21-44, Federal Reserve Bank of Philadelphia.
• Jonathan Roth & Pedro H. C. Sant'Anna & Alyssa Bilinski & John Poe, 2022. "What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature," Papers 2201.01194, arXiv.org, revised Jan 2023.
• Kabeer, Naila, 2020. "Misbehaving’ RCTs: the confounding problem of human agency," LSE Research Online Documents on Economics 102940, London School of Economics and Political Science, LSE Library.
• Matthew Kovach & Gerelt Tserenjigmid, 2021. "Behavioral Foundations of Nested Stochastic Choice and Nested Logit," Papers 2112.07155, arXiv.org, revised Feb 2022.
• Jiaying Gu & Roger Koenker, 2021. "Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis," Papers 2112.11064, arXiv.org.