Report NEP-ECM-2023-07-31

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:

• Yu-Chin Hsu & Martin Huber & Yu-Min Yen, 2023. "Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning," Papers 2307.01049, arXiv.org.
• Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
• Sander Barendse, 2023. "Expected Shortfall LASSO," Papers 2307.01033, arXiv.org, revised Jan 2024.
• Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak, 2023. "Optimization of the Generalized Covariance Estimator in Noncausal Processes," Papers 2306.14653, arXiv.org, revised Jan 2024.
• Hongyi Jiang & Zhenting Sun & Shiyun Hu, 2023. "A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance," Papers 2306.12271, arXiv.org, revised Jul 2023.
• Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023. "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers 31384, National Bureau of Economic Research, Inc.
• Tetsuya Kaji & Jianfei Cao, 2023. "Assessing Heterogeneity of Treatment Effects," Papers 2306.15048, arXiv.org.
• Ang Yu & Felix Elwert, 2023. "Nonparametric Causal Decomposition of Group Disparities," Papers 2306.16591, arXiv.org, revised Dec 2024.
• Andrea Renzetti, 2023. "Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models," Papers 2306.09287, arXiv.org, revised Nov 2023.
• Eric Auerbach & Yong Cai, 2023. "Identifying Socially Disruptive Policies," Papers 2306.15000, arXiv.org, revised Jun 2023.
• Yuxia Liu & Qi Zhang & Wei Xiao & Tianguang Chu, 2023. "Successive one-sided Hodrick-Prescott filter with incremental filtering algorithm for nonlinear economic time series," Papers 2306.12439, arXiv.org.
• Deepankar Basu, 2023. "The Yule-Frisch-Waugh-Lovell Theorem," Papers 2307.00369, arXiv.org.
• Deepankar Basu, 2023. "Formal Covariate Benchmarking to Bound Omitted Variable Bias," Papers 2306.10562, arXiv.org.
• Jonathan J Adams & Philip Barrett, 2023. "Identifying News Shocks from Forecasts," Working Papers 001010, University of Florida, Department of Economics.
• Andersson, Jonas & Sheybanivaziri, Samaneh, 2023. "Probabilistic forecasting of electricity prices using an augmented LMARX-model," Discussion Papers 2023/11, Norwegian School of Economics, Department of Business and Management Science.