Report NEP-ECM-2022-04-18

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:

• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper 1485, Economics Department, Queen's University.
• Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
• Krebs, Johannes & Rademacher, Daniel & von Sachs, Rainer, 2022. "Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold," LIDAM Discussion Papers ISBA 2022004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Pesaran, M. H. & Pick, A. & Timmermann, A., 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics 2219, Faculty of Economics, University of Cambridge.
• Nicolás Ronderos Pulido, 2022. "Modified Instruments: An Iterative Process for Reducing Endogeneity Bias Using Large Samples," Documentos de Economía 20049, Universidad Javeriana - Bogotá.
• Karoline Bax & Emanuele Taufer & Sandra Paterlini, 2022. "A generalized precision matrix for t-Student distributions in portfolio optimization," Papers 2203.13740, arXiv.org.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022. "Copula-based estimation of health concentration curves with an application to COVID-19," CIRANO Working Papers 2022s-07, CIRANO.
• Marko Mlikota & Frank Schorfheide, 2022. "Sequential Monte Carlo With Model Tempering," Papers 2202.07070, arXiv.org.
• Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021. "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers 2021_06, Universidad Torcuato Di Tella.
• Christophe Bell'ego & David Benatia & Louis Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Papers 2203.11820, arXiv.org.
• Jérôme Trinh, 2022. "Disaggregation of very small time series with multiple endogenous partial structural breaks," THEMA Working Papers 2022-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Marion, Rebecca & Lederer, Johannes & Govaerts, Bernadette & von Sachs, Rainer, 2021. "VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering," LIDAM Discussion Papers ISBA 2021040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent, 2022. "GAM(L)A: An econometric model for interpretable Machine Learning," Papers 2203.11691, arXiv.org.
• Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2021. "Self-Fulfilling Debt Crises, Revisited," Working Papers 2021-92, Princeton University. Economics Department..
• Elias Tsakas, 2022. "Belief identification with state-dependent utilities," Papers 2203.10505, arXiv.org, revised Nov 2022.
• Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022. "Selection and parallel trends," Papers 2203.09001, arXiv.org, revised Mar 2024.
• Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.