Report NEP-ECM-2022-05-16

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, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Sloczynski, Tymon & Uysal, Derya & Wooldridge, Jeffrey M., 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," IZA Discussion Papers 15241, Institute of Labor Economics (IZA).
• Christis Katsouris, 2022. "Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions," Papers 2204.02073, arXiv.org, revised Aug 2023.
• Ali Mehrabani & Aman Ullah, 2022. "Weighted Average Estimation in Panel Data," Working Papers 202209, University of California at Riverside, Department of Economics, revised Apr 2022.
• Qihui Chen, 2022. "Robust Estimation of Conditional Factor Models," Papers 2204.00801, arXiv.org, revised Apr 2022.
• Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," NBER Working Papers 29953, National Bureau of Economic Research, Inc.
• Federico Bugni & Ivan Canay & Azeem Shaikh & Max Tabord-Meehan, 2022. "Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes," Papers 2204.08356, arXiv.org, revised Apr 2024.
• Wüthrich, Kaspar & Zhu, Ying, 2023. "Omitted Variable Bias of Lasso-Based Inference Methods: A Finite Sample Analysis," University of California at San Diego, Economics Working Paper Series qt1gp6g9gm, Department of Economics, UC San Diego.
• Clément de Chaisemartin, 2022. "Trading-off Bias and Variance in Stratified Experiments and in Staggered Adoption Designs, Under a Boundedness Condition on the Magnitude of the Treatment Effect," NBER Working Papers 29879, National Bureau of Economic Research, Inc.
• Myungkou Shin, 2022. "Finitely Heterogeneous Treatment Effect in Event-study," Papers 2204.02346, arXiv.org, revised Oct 2024.
• Philippe Casgrain & Martin Larsson & Johanna Ziegel, 2022. "Anytime-valid sequential testing for elicitable functionals via supermartingales," Papers 2204.05680, arXiv.org, revised Jun 2023.
• Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.
• Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data," Papers 2204.05480, arXiv.org, revised May 2023.
• Alfred Galichon & Bernard Salani'e, 2022. "Estimating Separable Matching Models," Papers 2204.00362, arXiv.org.
• Zexuan Yin & Paolo Barucca, 2022. "Variational Heteroscedastic Volatility Model," Papers 2204.05806, arXiv.org.