Report NEP-ECM-2022-09-19

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:

• Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
• Mamadou Yauck, 2022. "On the Estimation of Peer Effects for Sampled Networks," Papers 2208.09102, arXiv.org.
• Abdelkamel Alj & Rajae Azrak & Guy Melard, 2022. "General Estimation Results for tdVARMA Array Models," Working Papers ECARES 2022-25, ULB -- Universite Libre de Bruxelles.
• Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
• Runyu Dai & Yoshimasa Uematsu & Yasumasa Matsuda, 2022. "Estimation of Large Covariance Matrices with Mixed Factor Structures," DSSR Discussion Papers 130, Graduate School of Economics and Management, Tohoku University.
• Jad Beyhum & Jean-Pierre Florens & Elia Lapenta & Ingrid Van Keilegom, 2022. "Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models," Papers 2208.05344, arXiv.org, revised Apr 2023.
• Songnian Chen & Shakeeb Khan & Xun Tang, 2022. "Endogeneity in Weakly Separable Models without Monotonicity," Papers 2208.05047, arXiv.org.
• Matias D. Cattaneo & Richard K. Crump & Weining Wang, 2022. "Beta-Sorted Portfolios," Papers 2208.10974, arXiv.org, revised Nov 2024.
• Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202213, University of California at Riverside, Department of Economics.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2024. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
• Ivonne Schwartz & Mark Kirstein, 2022. "Time is limited on the road to asymptopia," Papers 2208.08169, arXiv.org.
• Xiaoran Liang & Eleanor Sanderson & Frank Windmeijer, 2022. "Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator," Papers 2208.05278, arXiv.org.
• Dixon, Huw David & Tian, Maoshan, 2022. "The Confidence Interval of Cross-Sectional Distribution of Durations," Cardiff Economics Working Papers E2022/15, Cardiff University, Cardiff Business School, Economics Section.
• Xin-Bing Kong & Yong-Xin Liu & Long Yu & Peng Zhao, 2022. "Matrix Quantile Factor Model," Papers 2208.08693, arXiv.org, revised Aug 2024.
• Zhongze Cai & Hanzhao Wang & Kalyan Talluri & Xiaocheng Li, 2022. "Deep Learning for Choice Modeling," Papers 2208.09325, arXiv.org.
• Karl Friedrich Siburg & Christopher Strothmann & Gregor Wei{ss}, 2022. "Comparing and quantifying tail dependence," Papers 2208.10319, arXiv.org.
• Candes, Emmanuel & Lei, Lihua & Ren, Zhimei, 2022. "Conformalized Survival Analysis," Research Papers 4028, Stanford University, Graduate School of Business.
• Timo Dimitriadis & Tobias Fissler & Johanna Ziegel, 2022. "Characterizing M-estimators," Papers 2208.08108, arXiv.org.
• Nishi, Mikihito & 西, 幹仁 & Kurozumi, Eiji & 黒住, 英司, 2022. "Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing," Discussion Papers 2022-02, Graduate School of Economics, Hitotsubashi University.
• Danilo Cascaldi-Garcia, 2022. "Pandemic Priors," International Finance Discussion Papers 1352, Board of Governors of the Federal Reserve System (U.S.).
• Christian K. Wolf & Alisdair McKay, 2022. "What Can Time-Series Regressions Tell Us About Policy Counterfactuals?," NBER Working Papers 30358, National Bureau of Economic Research, Inc.
• Yaron Azrieli & John Rehbeck, 2022. "Marginal stochastic choice," Papers 2208.08492, arXiv.org.
• Angelopoulos, Anastasios N. & Bates, Stephen & Candes, Emmanuel J. & Jordan, Michael I. & Lei, Lihua, 2022. "Learn Then Test: Calibrating Predictive Algorithms to Achieve Risk Control," Research Papers 4030, Stanford University, Graduate School of Business.