Report NEP-ECM-2023-02-06

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:

• Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
• Christophe Bell'ego & David Benatia & Vincent Dortet-Bernardet, 2023. "The Chained Difference-in-Differences," Papers 2301.01085, arXiv.org, revised May 2024.
• Xiaohong Chen & Yuan Liao & Weichen Wang, 2022. "Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves," Papers 2301.00092, arXiv.org, revised Jan 2023.
• Glynn, Adam & Rueda, miguel & Schuessler, Julian, 2023. "Post-Instrument Bias in Linear Models," SocArXiv axn4t, Center for Open Science.
• Matias D. Cattaneo & Max H. Farrell & Michael Jansson & Ricardo Masini, 2022. "Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators," Papers 2301.00277, arXiv.org, revised Feb 2024.
• Weifeng Jin, 2023. "Quantile Autoregression-based Non-causality Testing," Papers 2301.02937, arXiv.org.
• Böhl, Gregor, 2022. "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series 177, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Antonis Demos, 2023. "Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models," DEOS Working Papers 2303, Athens University of Economics and Business.
• Hartwig, Benny, 2022. "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers 52/2022, Deutsche Bundesbank.
• Ruben Dewitte & Catherine Fuss & Angelos Theodorakopoulos, 2022. "Identifying latent heterogeneity in productivity," Working Paper Research 428, National Bank of Belgium.
• Erik Kole & Dick van Dijk, 2022. "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers 21-080/III, Tinbergen Institute, revised 11 Jan 2022.
• Fabio Canova & Kenneth Sæterhagen Paulsen, 2021. "Symbolic Stationarization of Dynamic Equilibrium Models," Working Paper 2021/18, Norges Bank.
• Francesco Fusari, 2023. "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers 0123, School of Economics, University of Surrey.
• Kenneth Sæterhagen Paulsen & Tuva Marie Fastbø & Tobias Ingebrigtsen, 2022. "Aggregate density forecast of models using disaggregate data - A copula approach," Working Paper 2022/5, Norges Bank.
• Im, K S. & Pesaran, M. H. & Shin, Y., 2023. "Reflections on "Testing for Unit Roots in Heterogeneous Panels"," Cambridge Working Papers in Economics 2310, Faculty of Economics, University of Cambridge.
• Princewill Okoroafor & Vaishnavi Gupta & Robert Kleinberg & Eleanor Goh, 2023. "Non-Stochastic CDF Estimation Using Threshold Queries," Papers 2301.05682, arXiv.org.
• Alex Rees-Jones & Ao Wang, 2022. "An Approach to Testing Reference Points," NBER Working Papers 30773, National Bureau of Economic Research, Inc.