Report NEP-ECM-2022-10-03

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:

• Aman Ullah & Tao Wang & Weixin Yao, 2022. "Semiparametric Partially Linear Varying Coefficient Modal Regression," Working Papers 202215, University of California at Riverside, Department of Economics, revised Jun 2022.
• Phillip Heiler, 2022. "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers 2209.04329, arXiv.org, revised Jul 2024.
• Hao Dong & Yuya Sasaki, 2022. "Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving," Departmental Working Papers 2204, Southern Methodist University, Department of Economics.
• Etienne Wijler, 2022. "A restricted eigenvalue condition for unit-root non-stationary data," Papers 2208.12990, arXiv.org.
• Joshua C. C. Chan, 2022. "Comparing Stochastic Volatility Specifications for Large Bayesian VARs," Papers 2208.13255, arXiv.org.
• Qihui Chen, 2022. "A Unified Framework for Estimation of High-dimensional Conditional Factor Models," Papers 2209.00391, arXiv.org.
• Eskil Heinesen & Christian Hvid & Lars Kirkeb{o}en & Edwin Leuven & Magne Mogstad, 2022. "Instrumental variables with unordered treatments: Theory and evidence from returns to fields of study," Papers 2209.00417, arXiv.org, revised Oct 2022.
• Feiyu Jiang & Emmanuel Selorm Tsyawo, 2022. "A Consistent ICM-based $\chi^2$ Specification Test," Papers 2208.13370, arXiv.org, revised May 2024.
• Michael Bates & Jeffrey Wooldridge & Lelsie papke, 2022. "Nonlinear Correlated Random Effects Models with Endogeneity and Unbalanced Panels," Working Papers 202214, University of California at Riverside, Department of Economics.
• Alyssa Carlson, 2022. "Identification of a triangular random coefficient model using a correction function," Working Papers 2207, Department of Economics, University of Missouri.
• Geert Mesters & Piotr Zwiernik, 2022. "Non-independent components analysis," Economics Working Papers 1845, Department of Economics and Business, Universitat Pompeu Fabra.
• Grivas, Charisios, 2021. "An Automatic Portmanteau Test For Nonlinear Dependence," MPRA Paper 114312, University Library of Munich, Germany, revised 22 Aug 2022.
• Jonathan Berrisch & Sven Pappert & Florian Ziel & Antonia Arsova, 2022. "Modeling Volatility and Dependence of European Carbon and Energy Prices," Papers 2208.14311, arXiv.org, revised Feb 2023.
• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022. "Testing big data in a big crisis: Nowcasting under COVID-19," Working Papers 2022-06, Joint Research Centre, European Commission.