Report NEP-ECM-2022-08-29
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:
- Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
- Grigory Franguridi, 2022. "Bias correction and uniform inference for the quantile density function," Papers 2207.09004, arXiv.org.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2022. "Testing for state dependence in the fixed-effects ordered logit model," MPRA Paper 113890, University Library of Munich, Germany.
- Jorg Breitung & Alexander Mayer & Dominik Wied, 2022. "Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations," Papers 2207.09246, arXiv.org, revised Nov 2023.
- Peter C. B. Phillips, 2022. "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips, 2022. "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers 2332, Cowles Foundation for Research in Economics, Yale University.
- John Gardner, 2022. "Two-stage differences in differences," Papers 2207.05943, arXiv.org.
- Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
- Helton Saulo & Roberto Vila & Giovanna V. Borges & Marcelo Bourguignon, 2022. "Parametric quantile regression for income data," Papers 2207.06558, arXiv.org.
- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
- Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022. "Density forecast comparison in small samples," Discussion Papers 22/03, Department of Economics, University of York.
- Guillaume Allaire Pouliot, 2022. "Spatial Econometrics for Misaligned Data," Papers 2207.04082, arXiv.org.
- Anton Skrobotov, 2022. "Testing for explosive bubbles: a review," Papers 2207.08249, arXiv.org.
- Tommasi, Denni & Zhang, Lina, 2022. "Identifying Program Benefits When Participation Is Misreported," IZA Discussion Papers 15427, Institute of Labor Economics (IZA).
- Guillaume Allaire Pouliot & Zhen Xie, 2022. "Degrees of Freedom and Information Criteria for the Synthetic Control Method," Papers 2207.02943, arXiv.org.
- RĂ©gis Barnichon & Geert Mesters, 2022. "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Paper Series 2022, Federal Reserve Bank of San Francisco.
- Amanda Coston & Edward H. Kennedy, 2022. "The role of the geometric mean in case-control studies," Papers 2207.09016, arXiv.org.
- Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson, 2022. "Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes," Papers 2207.06544, arXiv.org.
- Kara Karpman & Samriddha Lahiry & Diganta Mukherjee & Sumanta Basu, 2022. "Exploring Financial Networks Using Quantile Regression and Granger Causality," Papers 2207.10705, arXiv.org, revised Jul 2022.