Report NEP-ECM-2022-10-10

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:

• Yiyan Huang & Cheuk Hang Leung & Xing Yan & Qi Wu & Shumin Ma & Zhiri Yuan & Dongdong Wang & Zhixiang Huang, 2022. "Robust Causal Learning for the Estimation of Average Treatment Effects," Papers 2209.01805, arXiv.org.
• Prüser, Jan & Blagov, Boris, 2022. "Improving inference and forecasting in VAR models using cross-sectional information," Ruhr Economic Papers 960, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Jinyuan Chang & Qing Jiang & Xiaofeng Shao, 2022. "Testing the martingale difference hypothesis in high dimension," Papers 2209.04770, arXiv.org, revised Sep 2022.
• Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2022. "Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models," CSEF Working Papers 653, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Sebastian Letmathe, 2022. "Data-driven P-Splines under short-range dependence," Working Papers CIE 152, Paderborn University, CIE Center for International Economics.
• Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2022. "Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP," Papers 2209.01910, arXiv.org.
• Kelsey Jack & Kathryn McDermott & Anja Sautmann, 2022. "Multiple Price Lists for Willingness to Pay Elicitation," NBER Working Papers 30433, National Bureau of Economic Research, Inc.
• Sylvain Catherine & Mehran Ebrahimian & Mohammad Fereydounian & David Sraer & David Thesmar, 2022. "Robustness Checks in Structural Analysis," NBER Working Papers 30443, National Bureau of Economic Research, Inc.
• James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
• Thomas-Agnan, Christine & Margaretic, Paula & Laurent, Thibault, 2022. "Generalizing impact computations for the autoregressive spatial interaction model," TSE Working Papers 22-1357, Toulouse School of Economics (TSE), revised Feb 2023.
• Sebastian Letmathe & Yuanhua Feng, 2022. "An iterative plug-in algorithm for P-Spline regression," Working Papers CIE 151, Paderborn University, CIE Center for International Economics.
• Lena Sasal & Tanujit Chakraborty & Abdenour Hadid, 2022. "W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series Forecasting," Papers 2209.03945, arXiv.org.
• Alban Moura, 2022. "Why you should never use the Hodrick-Prescott Filter: Comment," BCL working papers 162, Central Bank of Luxembourg.