Report NEP-ECM-2022-03-28

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Zongwu Cai & Xiyuan Liu, 2020. "A Nonparametric Dynamic Network via Multivariate Quantile Autoregressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202209, University of Kansas, Department of Economics, revised Mar 2022.
• Xingyu Li & Xiaojun Song & Zhenting Sun, 2022. "A Unified Nonparametric Test of Transformations on Distribution Functions with Nuisance Parameters," Papers 2202.11031, arXiv.org, revised Aug 2022.
• Verena Monschang & Bernd Wilfling, 2022. "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers 9722, Center for Quantitative Economics (CQE), University of Muenster.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
• Ricardo Masini, 2022. "Distributional Counterfactual Analysis in High-Dimensional Setup," Papers 2202.11671, arXiv.org, revised Sep 2023.
• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Working Paper 1483, Economics Department, Queen's University.
• Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022. "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers 976, Statistics Norway, Research Department.
• Martin Mugnier, 2022. "Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models," Working Papers 2022-07, Center for Research in Economics and Statistics.
• Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
• Fengshi Niu & Harsha Nori & Brian Quistorff & Rich Caruana & Donald Ngwe & Aadharsh Kannan, 2022. "Differentially Private Estimation of Heterogeneous Causal Effects," Papers 2202.11043, arXiv.org.
• Xu, Yongdeng, 2022. "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers E2022/5, Cardiff University, Cardiff Business School, Economics Section.
• Zexuan Yin & Paolo Barucca, 2022. "Neural Generalised AutoRegressive Conditional Heteroskedasticity," Papers 2202.11285, arXiv.org.
• Baye Matar Kandji, 2022. "Iterated Function Systems driven by non independent sequences: structure and inference," Working Papers 2022-03, Center for Research in Economics and Statistics.
• Hashem Dezhbakhsh & Daniel Levy, 2022. "Interpolation and shock persistence of prewar U.S. macroeconomic time series: A reconsideration," Working Paper series 22-05, Rimini Centre for Economic Analysis.
• Shunsuke Imai & Yoshihiko Nishiyama, 2022. "Higher-Order Asymptotic Properties of Kernel Density Estimator with Plug-In Bandwidth," KIER Working Papers 1076, Kyoto University, Institute of Economic Research.
• Tim P. Morrison & Art B. Owen, 2022. "Multivariate Tie-breaker Designs," Papers 2202.10030, arXiv.org, revised Oct 2024.
• Domenico Di Gangi & Giacomo Bormetti & Fabrizio Lillo, 2022. "Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks," Papers 2202.09854, arXiv.org, revised Mar 2022.
• Samuele Centorrino & Jean-Pierre Florens & Jean-Michel Loubes, 2022. "Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables," Papers 2202.08977, arXiv.org.