Report NEP-ECM-2022-10-31

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:

• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
• Miguel A. Delgado & Julius Vainora, 2022. "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Papers 2210.00624, arXiv.org, revised Sep 2023.
• William C. Horrace & Hyunseok Jung & Yi Yang, 2022. "The Conditional Mode in Parametric Frontier Models," Center for Policy Research Working Papers 249, Center for Policy Research, Maxwell School, Syracuse University.
• Matias D. Cattaneo & Ricardo P. Masini & William G. Underwood, 2022. "Yurinskii's Coupling for Martingales," Papers 2210.00362, arXiv.org, revised Sep 2024.
• Stefan Faridani & Paul Niehaus, 2022. "Linear estimation of global average treatment effects," Papers 2209.14181, arXiv.org, revised Dec 2024.
• Matthew Read, 2022. "The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions," RBA Research Discussion Papers rdp2022-04, Reserve Bank of Australia.
• Marina Khismatullina & Michael Vogt, 2022. "Multiscale Comparison of Nonparametric Trend Curves," Papers 2209.10841, arXiv.org.
• Yingyao Hu & Yang Liu & Jiaxiong Yao, 2022. "Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN)," Papers 2210.01300, arXiv.org.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022. "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers 2209.11970, arXiv.org, revised May 2023.
• Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Jan 2025.
• Siliang Zeng & Mingyi Hong & Alfredo Garcia, 2022. "Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees," Papers 2210.01282, arXiv.org, revised Mar 2024.
• Canavire Bacarreza,Gustavo Javier & Rios Avila,Fernando & Sacco Capurro,Flavia Giannina, 2022. "Recovering Income Distribution in the Presence of Interval-Censored Data," Policy Research Working Paper Series 10147, The World Bank.
• Marzio Di Vece & Diego Garlaschelli & Tiziano Squartini, 2022. "Reconciling econometrics with continuous maximum-entropy network models," Papers 2210.01179, arXiv.org, revised Dec 2022.
• Cengiz, Doruk & Tekgüç, Hasan, 2022. "Counterfactual Reconciliation: Incorporating Aggregation Constraints For More Accurate Causal Effect Estimates," MPRA Paper 114478, University Library of Munich, Germany.
• Spark C. Tseung & Ian Weng Chan & Tsz Chai Fung & Andrei L. Badescu & X. Sheldon Lin, 2022. "A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model," Papers 2209.15212, arXiv.org.
• Kozubowski, Tomasz J. & Mazur, Stepan & Podgórski, Krzysztof, 2022. "Matrix Gamma Distributions and Related Stochastic Processes," Working Papers 2022:12, Örebro University, School of Business.
• Caio Almeida & Gustavo Freire & Rafael Azevedo & Kym Ardison, 2022. "Nonparametric Option Pricing with Generalized Entropic Estimators," Working Papers 2022-25, Princeton University. Economics Department..
• Toshiki Tsuda, 2022. "Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect," Papers 2209.11444, arXiv.org, revised Dec 2024.
• Soren Blomquist & Anil Kumar & Che-Yuan Liang & Whitney K. Newey, 2022. "Nonlinear Budget Set Regressions for the Random Utility Model," Working Papers 2219, Federal Reserve Bank of Dallas.
• Yuehao Bai & Meng Hsuan Hsieh & Jizhou Liu & Max Tabord-Meehan, 2022. "Revisiting the Analysis of Matched-Pair and Stratified Experiments in the Presence of Attrition," Papers 2209.11840, arXiv.org, revised Oct 2023.
• Matthieu Stigler & Apratim Dey & Andrew Hobbs & David Lobell, 2022. "With big data come big problems: pitfalls in measuring basis risk for crop index insurance," Papers 2209.14611, arXiv.org.
• Scutari, Marco & Panero, Francesca & Proissl, Manuel, 2022. "Achieving fairness with a simple ridge penalty," LSE Research Online Documents on Economics 116916, London School of Economics and Political Science, LSE Library.
• Andrew Y. Chen & Tom Zimmermann, 2022. "Publication Bias in Asset Pricing Research," Papers 2209.13623, arXiv.org, revised Sep 2023.
• Håvard Hungnes & Terje Skjerpen & Jørn Ivar Hamre & Xiaoming Chen Jansen & Dinh Quang Pham & Ole Sandvik, 2022. "Structural break in the Norwegian LFS due to the 2021 redesign," Discussion Papers 987, Statistics Norway, Research Department.
• Carsten Chong & Marc Hoffmann & Yanghui Liu & Mathieu Rosenbaum & Gr'egoire Szymanski, 2022. "Statistical inference for rough volatility: Central limit theorems," Papers 2210.01216, arXiv.org, revised Jun 2024.
• Luofeng Liao & Yuan Gao & Christian Kroer, 2022. "Statistical Inference for Fisher Market Equilibrium," Papers 2209.15422, arXiv.org.