Report NEP-ECM-2023-01-23

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:

• Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2022. "Score-type tests for normal mixtures," Working Papers wp2022_2213, CEMFI.
• Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022. "Missing Data in Asset Pricing Panels," NBER Working Papers 30761, National Bureau of Economic Research, Inc.
• Dominik Wied, 2022. "Semiparametric Distribution Regression with Instruments and Monotonicity," Papers 2212.03704, arXiv.org.
• Jiaqi Li & Likai Chen & Kun Ho Kim & Tianwei Zhou, 2022. "Simultaneous Inference of a Partially Linear Model in Time Series," Papers 2212.10359, arXiv.org, revised Sep 2023.
• Aurelien Bibaut & Nathan Kallus & Michael Lindon, 2022. "Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations," Papers 2212.14411, arXiv.org, revised Mar 2024.
• Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.
• Ke-Li Xu, 2023. "Local Projection Based Inference under General Conditions," CAEPR Working Papers 2023-001 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Matthew L. Comey & Amanda R. Eng & Pauline Leung & Zhuan Pei, 2022. "Supercompliers," Papers 2212.14105, arXiv.org, revised Dec 2024.
• Leonard Goff, 2022. "Identifying causal effects with subjective ordinal outcomes," Papers 2212.14622, arXiv.org, revised Dec 2024.
• Lihua Lei & Jeffrey Wooldridge, 2022. "What Estimators Are Unbiased For Linear Models?," Papers 2212.14185, arXiv.org.
• Jiafeng Chen, 2022. "Empirical Bayes When Estimation Precision Predicts Parameters," Papers 2212.14444, arXiv.org, revised Dec 2024.
• Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022. "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series 175, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Arnaud Dupuy & Alfred Galichon, 2022. "A Note on the Estimation of Job Amenities and Labor Productivity," SciencePo Working papers Main hal-03893167, HAL.
• Robert F. Phillips, 2022. "Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias," Papers 2212.14075, arXiv.org, revised Jul 2024.
• Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter, 2022. "Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models," Papers 2212.11833, arXiv.org, revised Dec 2023.
• Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
• Dimitris Korobilis & Maximilian Schroder, 2022. "Probabilistic Quantile Factor Analysis," Papers 2212.10301, arXiv.org, revised Aug 2024.
• Ozili, Peterson K, 2023. "The acceptable R-square in empirical modelling for social science research," MPRA Paper 115769, University Library of Munich, Germany.
• Hoang, Daniel & Wiegratz, Kevin, 2022. "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics 158, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Stephane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2023. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," SciencePo Working papers Main hal-03882713, HAL.