Report NEP-ECM-2023-04-10

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:

• Yukun Ma, 2023. "Identification-robust inference for the LATE with high-dimensional covariates," Papers 2302.09756, arXiv.org, revised Nov 2023.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers 2303.10117, arXiv.org, revised Mar 2024.
• Lewis, Gabriel, 2022. "Heteroskedasticity and Clustered Covariances from a Bayesian Perspective," MPRA Paper 116662, University Library of Munich, Germany.
• Joel L. Horowitz & Ahnaf Rafi, 2023. "Bootstrap based asymptotic refinements for high-dimensional nonlinear models," CeMMAP working papers 06/23, Institute for Fiscal Studies.
• Tom Boot & Johannes W. Ligtenberg, 2023. "Identification- and many instrument-robust inference via invariant moment conditions," Papers 2303.07822, arXiv.org, revised Sep 2023.
• Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.
• Josè L. Moraga González & Zsolt Sándor & Matthijs Wildenbeest, 2023. "A Framework for the Estimation of Demand for Differentiated Products with Simultaneous Consumer Search," Tinbergen Institute Discussion Papers 23-015/VII, Tinbergen Institute.
• Tsung-Chih Lai & Jiun-Hua Su, 2023. "Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility," Papers 2303.06658, arXiv.org.
• Ivan Canay & Gastón Illanes & Amilcar Velez, 2023. "A User's Guide to Inference in Models Defined by Moment Inequalities," NBER Working Papers 31040, National Bureau of Economic Research, Inc.
• Gustavo F. Serenelli & Emiliano Delfau, 2023. "Estimation of Probabilities for Ordered Sets and Application to Calibration of Rating Models," CEMA Working Papers: Serie Documentos de Trabajo. 849, Universidad del CEMA.
• Vira Semenova, 2023. "Aggregated Intersection Bounds and Aggregated Minimax Values," Papers 2303.00982, arXiv.org, revised Jun 2024.
• Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "A Sufficient Statistical Test for Dynamic Stability," MPRA Paper 116684, University Library of Munich, Germany.
• Sylvia Fruhwirth-Schnatter, 2023. "Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis," Papers 2303.00473, arXiv.org.
• Thomas Wong & Mauricio Barahona, 2023. "Deep incremental learning models for financial temporal tabular datasets with distribution shifts," Papers 2303.07925, arXiv.org, revised Oct 2023.
• Jens Ludwig & Sendhil Mullainathan, 2023. "Machine Learning as a Tool for Hypothesis Generation," NBER Working Papers 31017, National Bureau of Economic Research, Inc.
• Federico Favata & Gabriel Rojas Montes & Martín Trombetta & Javier Alejo, 2021. "Conditional and unconditional quantile regressions," Asociación Argentina de Economía Política: Working Papers 4466, Asociación Argentina de Economía Política.
• Jean-Marc Le Caillec, 2021. "Threshold autoregressive model blind identification based on array clustering," Post-Print hal-03210735, HAL.
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2023. "Extreme expectile estimation for short-tailed data, with an application to market risk assessment," TSE Working Papers 23-1414, Toulouse School of Economics (TSE), revised May 2024.
• Jonathan Berrisch & Florian Ziel, 2023. "Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices," Papers 2303.10019, arXiv.org, revised Feb 2024.