Report NEP-ECM-2023-03-27

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:

• Alain Guay & Florian Pelgrin, 2021. "SVARs in the Frequency Domain using a Continuum of Restrictions," Working Papers 21-07, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
• Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2023. "Improved Tests for Stock Return Predictability," Essex Finance Centre Working Papers 35133, University of Essex, Essex Business School.
• Zhenhong Huang & Zhaoyuan Li & Jianfeng Yao, 2023. "Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models," Papers 2302.14387, arXiv.org.
• Federico A. Bugni & Ivan A. Canay & Steve McBride, 2023. "Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes," Papers 2302.11505, arXiv.org, revised Sep 2024.
• John Mullahy, 2023. "Partial Identification of Treatment-Effect Distributions with Count-Valued Outcomes," NBER Working Papers 31005, National Bureau of Economic Research, Inc.
• Blankmeyer, Eric, 2022. "A bias test for heteroscedastic linear least squares regression," MPRA Paper 116605, University Library of Munich, Germany.
• Matias D. Cattaneo & Luke Keele & Rocio Titiunik, 2023. "A Guide to Regression Discontinuity Designs in Medical Applications," Papers 2302.07413, arXiv.org, revised May 2023.
• Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "The First-stage F Test with Many Weak Instruments," Papers 2302.14423, arXiv.org, revised Sep 2024.
• Rui Miao & Zhengling Qi & Cong Shi & Lin Lin, 2023. "Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning," Papers 2302.12670, arXiv.org.
• Ningning Zhang & Ke Zhu, 2023. "Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion," Papers 2302.06799, arXiv.org, revised Jun 2023.
• Giorgio Calzolari & Roxana Halbleib & Christian Mucher, 2023. "Sequential Estimation of Multivariate Factor Stochastic Volatility Models," Papers 2302.07052, arXiv.org.
• CHANG Pao-Li & MAKIOKA Ryo & NG Bo Lin & YANG Zhenlin, 2023. "Estimating Firm-level Production Functions with Spatial Dependence in Output, Input, and Productivity," Discussion papers 23016, Research Institute of Economy, Trade and Industry (RIETI).
• Emir Malikov & Shunan Zhao & Jingfang Zhang, 2023. "A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity," Papers 2302.13429, arXiv.org.
• Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
• Lorena Torres Lahoz & Francisco Camara Pereira & Georges Sfeir & Ioanna Arkoudi & Mayara Moraes Monteiro & Carlos Lima Azevedo, 2023. "Attitudes and Latent Class Choice Models using Machine learning," Papers 2302.09871, arXiv.org.