Report NEP-ECM-2022-03-14

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:

• Harsh Parikh & Carlos Varjao & Louise Xu & Eric Tchetgen Tchetgen, 2022. "Validating Causal Inference Methods," Papers 2202.04208, arXiv.org, revised Jul 2022.
• Christis Katsouris, 2022. "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers 2202.00141, arXiv.org, revised Feb 2022.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021. "SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?," Working Papers 2021-24, Princeton University. Economics Department..
• Crudu, Federico & Mellace, Giovanni & Smits, Joeri & Knaus, Michael, 2022. "What does OLS identify under the zero conditional mean assumption?," Discussion Papers on Economics 3/2022, University of Southern Denmark, Department of Economics, revised 15 Nov 2022.
• Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
• Mikio Ito, 2022. "Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique," Papers 2202.02988, arXiv.org.
• Hafner, C. M., 2022. "Dynamic Autoregressive Liquidity (DArLiQ)," Cambridge Working Papers in Economics 2214, Faculty of Economics, University of Cambridge.
• Heckman, James J. & Pinto, Rodrigo, 2022. "Causality and Econometrics," IZA Discussion Papers 15081, Institute of Labor Economics (IZA).
• Caio Almeida & Jianqing Fan & Francesca Tang, 2021. "Can a Machine Correct Option Pricing Models?," Working Papers 2021-44, Princeton University. Economics Department..
• Liu Yang & Kajal Lahiri & Adrian Pagans, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.