Report NEP-ECM-2023-06-12

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:

• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2023. "Indirect Inference and Small Sample Bias - Some Recent Results," Cardiff Economics Working Papers E2023/15, Cardiff University, Cardiff Business School, Economics Section.
• Karun Adusumilli, 2023. "Optimal tests following sequential experiments," Papers 2305.00403, arXiv.org, revised Jun 2023.
• Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Paper series 23-06, Rimini Centre for Economic Analysis.
• Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.
• Yuanhua Feng & Thomas Gries & Sebastian Letmathe, 2023. "FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series," Working Papers CIE 156, Paderborn University, CIE Center for International Economics.
• Mathur, Maya B & Shpitser, Ilya, 2023. "Simple graphical criteria for selection bias in general-population and selected-sample treatment effects," OSF Preprints 65dju, Center for Open Science.
• Jeffrey Frankel, 2023. "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," CID Working Papers 429, Center for International Development at Harvard University.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023. "Are the Effects of Uncertainty Shocks Big or Small?," Working Papers 244, Red Nacional de Investigadores en Economía (RedNIE).
• Giorgio Di Maio, 2022. "The Barycenter of the Distribution and Its Application to the Measurement of Inequality: The Balance of Inequality, the Gini Index, and the Lorenz Curve," LIS Working papers 830, LIS Cross-National Data Center in Luxembourg.
• Gregoire Loeper & Jan Obloj & Benjamin Joseph, 2023. "Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport," Papers 2305.00200, arXiv.org.