Report NEP-ECM-2023-04-24

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:

• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2023. "Bootstrap-Assisted Inference for Generalized Grenander-type Estimators," Papers 2303.13598, arXiv.org, revised Jul 2024.
• Rui Wang, 2023. "Point Identification of LATE with Two Imperfect Instruments," Papers 2303.13795, arXiv.org.
• Gianluca Cubadda & Marco Mazzali, 2023. "The Vector Error Correction Index Model: Representation, Estimation and Identification," CEIS Research Paper 556, Tor Vergata University, CEIS, revised 04 Apr 2023.
• Holm, Anders & Breen, Richard, 2023. "Causal Mediation in Panel Data – Estimation Based on Difference in Differences," SocArXiv kwscz, Center for Open Science.
• Haroon Mumtaz & Michele Piffer, 2022. "Impulse response estimation via fexible local projections," Working Papers 938, Queen Mary University of London, School of Economics and Finance.
• Jerome R. Simons, 2023. "Inference on eigenvectors of non-symmetric matrices," Papers 2303.18233, arXiv.org, revised Apr 2023.
• Christophe Bruneel-Zupanc, 2023. "Don't (fully) exclude me, it's not necessary! Causal inference with semi-IVs," Papers 2303.12667, arXiv.org, revised Feb 2025.
• Xiaorong Yang & Jia Chen & Degui Li & Runze Li, 2023. "Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure," Papers 2303.13218, arXiv.org.
• Kevin Dano, 2023. "Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models," Papers 2303.00083, arXiv.org, revised Dec 2023.
• Nabil Bouamara & S'ebastien Laurent & Shuping Shi, 2023. "Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Papers 2303.13406, arXiv.org, revised Jun 2023.
• Alisa Tazhitdinova & Gonzalo Vazquez-Bare, 2023. "Difference-in-Differences with Unequal Baseline Treatment Status," NBER Working Papers 31063, National Bureau of Economic Research, Inc.
• Keigo Inukai & Yuta Shimodaira & Kohei Shiozawa, 2022. "Investigation of the Convex Time Budget Experiment by Parameter Recovery Simulation," ISER Discussion Paper 1185r, Institute of Social and Economic Research, Osaka University, revised Mar 2023.
• Giorgia De Nora, 2021. "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers 934, Queen Mary University of London, School of Economics and Finance.
• Marc Hallin & Bas Werker & Bo Zhou, 2023. "On Bounded Completeness and The L1-Densensess of Likelihood Ratios," Working Papers ECARES 2023-07, ULB -- Universite Libre de Bruxelles.
• Sascha A. Keweloh, 2023. "Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions," Papers 2303.13281, arXiv.org, revised Apr 2024.