Report NEP-ECM-2022-03-21

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:

• Xingyu Li & Yan Shen & Qiankun Zhou, 2022. "Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects," Papers 2202.12078, arXiv.org.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2020. "Local Projections and VARs Estimate the Same Impulse Responses," Working Papers 2020-16, Princeton University. Economics Department..
• Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jan 2023.
• Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers 1-2022, Singapore Management University, School of Economics.
• Chenchuan (Mark) Li & Ulrich K. Müller, 2020. "Linear Regression with Many Controls of Limited Explanatory Power," Working Papers 2020-57, Princeton University. Economics Department..
• Jackson Bunting, 2022. "Continuous permanent unobserved heterogeneity in dynamic discrete choice models," Papers 2202.03960, arXiv.org, revised Feb 2024.
• Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2022. "Bonferroni Type Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers 32447, University of Essex, Essex Business School.
• Tommaso Mariotti & Fabrizio Lillo & Giacomo Toscano, 2022. "From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution," Papers 2202.12137, arXiv.org, revised Sep 2022.
• Clément de Chaisemartin & Xavier D'Haultfoeuille, 2022. "Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey," NBER Working Papers 29734, National Bureau of Economic Research, Inc.
• Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2022. "Statistical Uncertainty in the Ranking of Journals and Universities," NBER Working Papers 29768, National Bureau of Economic Research, Inc.
• Ulrich K. Müller & Mark W. Watson, 2020. "Low-Frequency Analysis of Economic Time Series," Working Papers 2020-13, Princeton University. Economics Department..
• Chen, Zezhun & Dassios, Angelos, 2022. "Cluster point processes and Poisson thinning INARMA," LSE Research Online Documents on Economics 113652, London School of Economics and Political Science, LSE Library.
• Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2022. "Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects," Post-Print hal-03331114, HAL.
• Christian Bontemps & Raquel Menezes Bezerra Sampaio, 2020. "Entry games for the airline industry," Post-Print hal-02137358, HAL.
• Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
• Narayanaswamy Balakrishnan & Efe A. Ok & Pietro Ortoleva, 2021. "Inferential Choice Theory," Working Papers 2021-60, Princeton University. Economics Department..