Report NEP-ECM-2023-05-01

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:

• Chen, Liang & Pan, Haozi, 2023. "Estimation of characteristics-based quantile factor models," UC3M Working papers. Economics 37095, Universidad Carlos III de Madrid. Departamento de Economía.
• Takahiro ITO, 2023. "Resampling-Based Maximum Likelihood Estimation," GSICS Working Paper Series 40, Graduate School of International Cooperation Studies, Kobe University.
• Abhineet Agarwal & Anish Agarwal & Suhas Vijaykumar, 2023. "Synthetic Combinations: A Causal Inference Framework for Combinatorial Interventions," Papers 2303.14226, arXiv.org, revised Jan 2024.
• Mathias Silva, 2023. "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach," AMSE Working Papers 2310, Aix-Marseille School of Economics, France.
• Zhexiao Lin & Fang Han, 2023. "On the failure of the bootstrap for Chatterjee's rank correlation," Papers 2303.14088, arXiv.org, revised Apr 2023.
• Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
• Dan Ben-Moshe, 2023. "Identifying an Earnings Process With Dependent Contemporaneous Income Shocks," Papers 2303.08460, arXiv.org, revised May 2023.
• Lukas Hack & Klodiana Istrefi & Matthias Meier, 2023. "Identification of Systematic Monetary Policy," CRC TR 224 Discussion Paper Series crctr224_2023_408, University of Bonn and University of Mannheim, Germany.
• Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series 23-19, Swiss Finance Institute.