Report NEP-ECM-2023-03-06

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:

• Max Cytrynbaum, 2023. "Covariate Adjustment in Stratified Experiments," Papers 2302.03687, arXiv.org, revised Jul 2024.
• Zongwu Cai & Ying Fang & Ming Lin & Zixuan Wu, 2023. "A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202305, University of Kansas, Department of Economics, revised Aug 2023.
• Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023. "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers 2302.03172, arXiv.org.
• Heino Bohn Nielsen & Anders Rahbek, 2023. "Penalized Quasi-likelihood Estimation and Model Selection in Time Series Models with Parameters on the Boundary," Papers 2302.02867, arXiv.org.
• Item repec:cte:wsrepe:36569 is not listed on IDEAS anymore

• Thomas-Agnan, Christine & Dargel, Lukas, 2023. "Efficient Estimation of Spatial Econometric Interaction Models for Sparse OD Matrices," TSE Working Papers 23-1409, Toulouse School of Economics (TSE).
• Juan Carlos Escanciano & Telmo P'erez-Izquierdo, 2023. "Automatic Locally Robust Estimation with Generated Regressors," Papers 2301.10643, arXiv.org, revised Nov 2023.
• Yuehao Bai & Liang Jiang & Joseph P. Romano & Azeem M. Shaikh & Yichong Zhang, 2023. "Covariate Adjustment in Experiments with Matched Pairs," Papers 2302.04380, arXiv.org, revised Oct 2023.
• Patrick Aschermayr & Konstantinos Kalogeropoulos, 2023. "Sequential Bayesian Learning for Hidden Semi-Markov Models," Papers 2301.10494, arXiv.org.
• Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023. "Testing Quantile Forecast Optimality," Papers 2302.02747, arXiv.org, revised Oct 2023.
• Mathur, Maya B & Shpitser, Ilya & VanderWeele, Tyler, 2023. "A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment," OSF Preprints ths4e, Center for Open Science.
• Niels Gillmann & Ostap Okhrin, 2023. "Adaptive local VAR for dynamic economic policy uncertainty spillover," Papers 2302.02808, arXiv.org.
• Yi-Chun Akchen & Dmitry Mitrofanov, 2023. "Consider or Choose? The Role and Power of Consideration Sets," Papers 2302.04354, arXiv.org, revised Jun 2024.
• Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023. "Dynamic nonparametric clustering of multivariate panel data," Working Paper Series 2780, European Central Bank.
• Christis Katsouris, 2023. "Testing for Structural Change under Nonstationarity," Papers 2302.02370, arXiv.org.
• Alicia Curth & Mihaela van der Schaar, 2023. "In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation," Papers 2302.02923, arXiv.org, revised Jun 2023.
• Alho, Juha M. & Rendtel, Ulrich & Khan, Mursala, 2023. "The fade away effect of initial nonresponse bias in regression analysis," Discussion Papers 2023/2, Free University Berlin, School of Business & Economics.
• Morris, Tim P & White, Ian R & Pham, Tra My & Quartagno, Matteo, 2023. "How to check a simulation study," OSF Preprints cbr72, Center for Open Science.
• Lanier, Joshua & Large, Jeremy & Quah, John, 2022. "Estimating Very Large Demand Systems," INET Oxford Working Papers 2023-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Ye Lu & Adrian Pagan, 2023. "To Boost or Not to Boost? That is the Question," CAMA Working Papers 2023-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Shuzhen Yang & Wenqing Zhang, 2023. "Fixed-point iterative algorithm for SVI model," Papers 2301.07830, arXiv.org.
• Paul Labonne, 2022. "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-23, Economic Statistics Centre of Excellence (ESCoE).