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, The University of Osaka, 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.