Report NEP-ECM-2023-07-24

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:

• Andrei Zeleneev & Kirill Evdokimov, 2023. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 10/23, Institute for Fiscal Studies.
• Kirill Evdokimov & Ilze Kalnina & Andrei Zeleneev, 2023. "Marginal effects for probit and tobit with endogeneity," CeMMAP working papers 11/23, Institute for Fiscal Studies.
• Ruonan Xu, 2023. "Difference-in-Differences with Interference," Papers 2306.12003, arXiv.org, revised May 2024.
• Andrew Shephard & Xu Cheng & Alejándro Sanchez-Becerra, 2023. "How to weight in moments matchings: A new approach and applications to earnings dynamics," CeMMAP working papers 13/23, Institute for Fiscal Studies.
• Fryzlewicz, Piotr, 2023. "Narrowest Significance Pursuit: inference for multiple change-points in linear models," LSE Research Online Documents on Economics 118795, London School of Economics and Political Science, LSE Library.
• Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," Working Paper series 23-11, Rimini Centre for Economic Analysis.
• Johannes W. Ligtenberg, 2023. "Inference in IV models with clustered dependence, many instruments and weak identification," Papers 2306.08559, arXiv.org, revised Mar 2024.
• Marian Vavra, 2023. "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers WP 3/2023, Research Department, National Bank of Slovakia.
• Vamvourellis, Konstantinos & Kalogeropoulos, Konstantinos & Moustaki, Irini, 2023. "Assessment of generalised Bayesian structural equation models for continuous and binary data," LSE Research Online Documents on Economics 119473, London School of Economics and Political Science, LSE Library.
• Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023. "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers 23200, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Lin Liu & Rajarshi Mukherjee & James M. Robins, 2023. "Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators," Papers 2306.10590, arXiv.org, revised Aug 2023.
• Silvana Tiedemann & Raffaele Sgarlato & Lion Hirth, 2023. "Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series," Papers 2306.12863, arXiv.org.
• Evelina Gavrilova & Audun Langørgen & Floris T. Zoutman & Floris Zoutman, 2023. "Dynamic Causal Forests, with an Application to Payroll Tax Incidence in Norway," CESifo Working Paper Series 10532, CESifo.
• Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo, 2023. "Robust transformations for multiple regression via additivity and variance stabilization," LSE Research Online Documents on Economics 118699, London School of Economics and Political Science, LSE Library.
• Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Working Papers 23-15, Federal Reserve Bank of Cleveland.
• Haruki Kono, 2023. "Semiparametric Efficiency Gains From Parametric Restrictions on Propensity Scores," Papers 2306.04177, arXiv.org, revised Jul 2024.
• Kohns, David & Potjagailo, Galina, 2023. "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers 1025, Bank of England.
• Kirill Borusyak & Peter Hull & Xavier Jaravel, 2023. "Design-based identification with formula instruments: A review," CeMMAP working papers 12/23, Institute for Fiscal Studies.
• Item repec:ags:aaea22:335839 is not listed on IDEAS anymore