Report NEP-ECM-2022-11-21

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:

• Takaki Sato, 2022. "GMM Estimation of Spatial Autoregressive Models with Cluster Dependent Errors," DSSR Discussion Papers 131, Graduate School of Economics and Management, Tohoku University.
• Wang, Wenjie, 2022. "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper 115168, University Library of Munich, Germany.
• Anish Agarwal & Vasilis Syrgkanis, 2022. "Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime," Papers 2210.11003, arXiv.org.
• Daisuke Kurisu & Yasumasa Matsuda, 2022. "LOCAL POLYNOMIAL REGRESSION FOR SPATIAL DATA ON Rd," DSSR Discussion Papers 133, Graduate School of Economics and Management, Tohoku University.
• Takaki Sato & Yuta Kuroda & Yasumasa Matsuda, 2022. "Spatial Extension of the Mixed Models of the Analysis of Variance," DSSR Discussion Papers 132, Graduate School of Economics and Management, Tohoku University.
• Daniel Buncic & Adrian Pagan, 2022. "Discovering Stars: Problems in Recovering Latent Variables from Models," CAMA Working Papers 2022-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Xiaowei Yang & Xinqiao Liu & Haoyu Wei, 2022. "Concentration inequalities of MLE and robust MLE," Papers 2210.09398, arXiv.org, revised Dec 2022.
• Brendan K. Beare & Jackson D. Clarke, 2022. "Modified Wilcoxon-Mann-Whitney tests of stochastic dominance," Papers 2210.08892, arXiv.org.
• YAMAGUCHI Kazuo, 2022. "An RCM Approach to Causal Inference with Two-level Data and Unobserved Social Contextual Heterogeneity: An application for the decomposition analysis of the gender income gap and the gender gap in pos," Discussion papers 22099, Research Institute of Economy, Trade and Industry (RIETI).
• Ilya Archakov & Peter Reinhard Hansen & Yiyao Luo, 2022. "A New Method for Generating Random Correlation Matrices," Papers 2210.08147, arXiv.org.
• Anis Hoayek & Didier Rullière, 2023. "Assessing clustering methods using Shannon's entropy," Working Papers hal-03812055, HAL.
• Roland Meeks & Francesca Monti, 2022. "Heterogeneous Beliefs and the Phillips Curve," CAMA Working Papers 2022-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Christian Alemán & Christopher Busch & Alexander Ludwig & Raül Santaeulàlia-Llopis, 2022. "A Stage-Based Identification of Policy Effects," Working Papers 1369, Barcelona School of Economics.