Report NEP-ECM-2023-10-09

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:

• Cladia Noack & Chistoph Rothe, 2023. "Donut Regression Discontinuity Designs," Papers 2308.14464, arXiv.org.
• Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.
• Mengsi Gao & Peng Ding, 2023. "Causal inference in network experiments: regression-based analysis and design-based properties," Papers 2309.07476, arXiv.org, revised Nov 2023.
• Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023. "Forecasted Treatment Effects," Working Paper Series WP 2023-32, Federal Reserve Bank of Chicago.
• Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023. "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202309, University of Kansas, Department of Economics, revised Sep 2023.
• Eric A. Beutner & Yicong Lin & Andre Lucas, 2023. "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers 23-051/III, Tinbergen Institute.
• L. S. Sanna Stephan, 2023. "Moment-Based Estimation of Diffusion and Adoption Parameters in Networks," Papers 2309.01489, arXiv.org.
• Amilcar Velez, 2023. "The Local Projection Residual Bootstrap for AR(1) Models," Papers 2309.01889, arXiv.org, revised Mar 2025.
• Chi-Young Choi & Alexander Chudik, 2023. "Mean Group Distributed Lag Estimation of Impulse Response Functions in Large Panels," Globalization Institute Working Papers 423, Federal Reserve Bank of Dallas, revised 08 May 2024.
• Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.
• Eduardo F. Mendes & Gabriel J. P. Pinto, 2023. "Generalized Information Criteria for Structured Sparse Models," Papers 2309.01764, arXiv.org.
• G. M. Szini, 2023. "On the use of U-statistics for linear dyadic interaction models," Papers 2309.02089, arXiv.org.
• Frank Windmeijer, 2023. "The Robust F-Statistic as a Test for Weak Instruments," Papers 2309.01637, arXiv.org, revised Jan 2025.
• Badi H. Baltagi, 2023. "The Mundlak Spatial Estimator," Center for Policy Research Working Papers 258, Center for Policy Research, Maxwell School, Syracuse University.
• L. S. Sanna Stephan, 2023. "A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model," Papers 2309.01471, arXiv.org.
• Qingsong Yao, 2023. "Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size," Papers 2309.06693, arXiv.org, revised Oct 2023.
• Johnsson, I. & Pesaran, M. H. & Yang, C. F., 2023. "Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries," Cambridge Working Papers in Economics 2360, Faculty of Economics, University of Cambridge.
• Takuya Ishihara, 2023. "Bandwidth Selection for Treatment Choice with Binary Outcomes," Papers 2308.14375, arXiv.org, revised Sep 2023.
• Evgenii Vladimirov, 2023. "iCOS: Option-Implied COS Method," Papers 2309.00943, arXiv.org, revised Feb 2024.
• Christopher Bockel-Rickermann & Sam Verboven & Tim Verdonck & Wouter Verbeke, 2023. "A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions," Papers 2309.03730, arXiv.org.
• German Rodikov & Nino Antulov-Fantulin, 2023. "Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting," Papers 2309.01565, arXiv.org.
• Livia Shkoza & Derya Uysal & Winfried Pohlmeier, 2023. "Peer Effects Heterogeneity and Social Networks in Education," Rationality and Competition Discussion Paper Series 423, CRC TRR 190 Rationality and Competition.
• Rong Du & Duy-Minh Dang, 2023. "Fourier Neural Network Approximation of Transition Densities in Finance," Papers 2309.03966, arXiv.org, revised Sep 2024.
• Chen Liu & Minh-Ngoc Tran & Chao Wang & Richard Gerlach & Robert Kohn, 2023. "Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting," Papers 2309.02072, arXiv.org, revised Feb 2025.
• Stefan Pollinger, 2024. "Kinks Know More: Policy Evaluation Beyond Bunching with an Application to Solar Subsidies," SciencePo Working papers Main hal-04182085, HAL.
• Zhao, Qiyi C., 2023. "Rethinking “Distance From”: Lessons from Wittenberg and Mainz," MPRA Paper 118414, University Library of Munich, Germany.