Report NEP-ECM-2022-08-08

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:

• Vogt, M. & Walsh, C. & Linton, O., 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2242, Faculty of Economics, University of Cambridge.
• Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
• Jochem Huismans & Andrei Sirchenko & Jan Willem Nijenhuis, 2022. "A mixture of ordered probit models with endogenous switching between two latent classes," German Stata Users' Group Meetings 2022 02, Stata Users Group.
• Boyang You & Kerry Papps, 2022. "A Constructive GAN-based Approach to Exact Estimate Treatment Effect without Matching," Papers 2206.06116, arXiv.org.
• Young, Alwyn, 2022. "Consistency without inference: instrumental variables in practical application," LSE Research Online Documents on Economics 115011, London School of Economics and Political Science, LSE Library.
• Yi Qian & Hui Xie & Anthony Koschmann, 2022. "Should Copula Endogeneity Correction Include Generated Regressors for Higher-order Terms? No, It Hurts," NBER Working Papers 29978, National Bureau of Economic Research, Inc.
• Alexandre Brouste & Christophe Dutang & Tom Rohmer, 2022. "A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables," Post-Print hal-03689206, HAL.
• Yuehao Bai, 2022. "Optimality of Matched-Pair Designs in Randomized Controlled Trials," Papers 2206.07845, arXiv.org.
• Christian Tien, 2022. "Instrumented Common Confounding," Papers 2206.12919, arXiv.org, revised Sep 2022.
• Gregor Boehl, Felix Strobel, 2022. "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series crctr224_2022_356, University of Bonn and University of Mannheim, Germany.
• Gregor Boehl, 2022. "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series crctr224_2022_355, University of Bonn and University of Mannheim, Germany.
• Jushan Bai & Jiangtao Duan & Xu Han, 2022. "Likelihood ratio test for structural changes in factor models," Papers 2206.08052, arXiv.org, revised Dec 2023.
• Yong Cai & Ahnaf Rafi, 2022. "On the Performance of the Neyman Allocation with Small Pilots," Papers 2206.04643, arXiv.org, revised Jun 2024.
• Hjertstrand, Per, 2022. "Nonparametric Analysis of the Mixed-Demand Model," Working Paper Series 1430, Research Institute of Industrial Economics.
• Bodington, Jeff, 2021. "A Maximum Entropy Estimate of Uncertainty about a Wine Rating," Working Papers 321847, American Association of Wine Economists.
• Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
• Konstantin Gorgen & Abdolreza Nazemi & Melanie Schienle, 2022. "Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates," Papers 2206.06026, arXiv.org.
• Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022. "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers 22-29, Bank of Canada.