Report NEP-ECM-2022-02-28

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:

• Fan Yang & Yi Qian & Hui Xie, 2022. "Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach," NBER Working Papers 29708, National Bureau of Economic Research, Inc.
• Nezakati, Ensiyeh & Pircalabelu, Eugen, 2021. "Unbalanced distributed estimation and inference for precision matrices," LIDAM Discussion Papers ISBA 2021031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Masahiro Kato & Masaaki Imaizumi, 2022. "Benign-Overfitting in Conditional Average Treatment Effect Prediction with Linear Regression," Papers 2202.05245, arXiv.org, revised Feb 2022.
• Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Sep 2024.
• Christine Blandhol & John Bonney & Magne Mogstad & Alexander Torgovitsky, 2022. "When is TSLS Actually LATE?," NBER Working Papers 29709, National Bureau of Economic Research, Inc.
• Pircalabelu, Eugen & Claeskens, Gerda, 2021. "Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales," LIDAM Discussion Papers ISBA 2021032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Aman Ullah & Tao Wang & Weixin Yao, 2022. "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers 202207, University of California at Riverside, Department of Economics.
• Lambert, Philippe, 2021. "Moment-based density and risk estimation from grouped summary statistics," LIDAM Discussion Papers ISBA 2021039, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• G. Cubadda & S. Grassi & B. Guardabascio, 2022. "The Time-Varying Multivariate Autoregressive Index Model," Papers 2201.07069, arXiv.org.
• James G. MacKinnon, 2022. "Using Large Samples in Econometrics," Working Paper 1482, Economics Department, Queen's University.
• Cl'ement de Chaisemartin & Xavier D'Haultfoeuille & F'elix Pasquier & Doulo Sow & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Papers 2201.06898, arXiv.org, revised Jul 2024.
• Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2023. "A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations," LSE Research Online Documents on Economics 112222, London School of Economics and Political Science, LSE Library.
• Ding, Y., 2021. "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics 2179, Faculty of Economics, University of Cambridge.
• Jérôme Trinh, 2022. "Testing for cointegration with structural changes in very small sample," THEMA Working Papers 2022-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Tzougas, George & Hong, Natalia & Ho, Ryan, 2022. "Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions," LSE Research Online Documents on Economics 113616, London School of Economics and Political Science, LSE Library.
• Tapsoba, Augustin, 2022. "Conflict Prediction using Kernel Density Estimation," TSE Working Papers 22-1295, Toulouse School of Economics (TSE).
• Calonaci, Fabio & Kapetanios, George & Price, Simon, 2022. "Stock returns predictability with unstable predictors," Essex Finance Centre Working Papers 32331, University of Essex, Essex Business School.
• Pircalabelu, Eugen, 2021. "A spline-based time-varying reproduction number for modelling epidemiological outbreaks," LIDAM Discussion Papers ISBA 2021030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Collin Philipps, 2022. "Interpreting Expectiles," Working Papers 2022-01, Department of Economics and Geosciences, US Air Force Academy.
• Isaiah Andrews & Drew Fudenberg & Lihua Lei & Annie Liang & Chaofeng Wu, 2022. "The Transfer Performance of Economic Models," Papers 2202.04796, arXiv.org, revised Jul 2024.