Report NEP-ECM-2023-10-23

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:

• Kaicheng Chen & Timothy J. Vogelsang, 2023. "Fixed-b Asymptotics for Panel Models with Two-Way Clustering," Papers 2309.08707, arXiv.org, revised Aug 2024.
• Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised May 2024.
• Wei Zhao, 2023. "Multiple Testing of a Function's Monotonicity," Working Papers 2311, Department of Economics, University of Missouri.
• Federico Zincenko, 2023. "Nonparametric estimation of conditional densities by generalized random forests," Papers 2309.13251, arXiv.org, revised May 2024.
• Christis Katsouris, 2023. "Unified Inference for Dynamic Quantile Predictive Regression," Papers 2309.14160, arXiv.org, revised Nov 2023.
• Joseph Cummins & Brock Smith & Douglas L. Miller & David Eliot Simon, 2023. "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Working papers 2023-07, University of Connecticut, Department of Economics.
• Riccardo Di Francesco, 2023. "Ordered Correlation Forest," Papers 2309.08755, arXiv.org.
• Archer Gong Zhang & Jiahua Chen, 2023. "Optimal Estimation under a Semiparametric Density Ratio Model," Papers 2309.09103, arXiv.org.
• Tae-Hwy Lee & Ekaterina Seregina & Yaojue Xu, 2023. "Elicitability and Encompassing for Volatility Forecasts by Bregman Functions," Working Papers 202311, University of California at Riverside, Department of Economics.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023. "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series 23-81, Swiss Finance Institute.
• Harrison H. Li & Art B. Owen, 2023. "Double machine learning and design in batch adaptive experiments," Papers 2309.15297, arXiv.org.
• Florian Gunsilius & David Van Dijcke, 2023. "Free Discontinuity Regression: With an Application to the Economic Effects of Internet Shutdowns," Papers 2309.14630, arXiv.org, revised Jan 2024.
• Albert Chiu & Xingchen Lan & Ziyi Liu & Yiqing Xu, 2023. "Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study," Papers 2309.15983, arXiv.org, revised Nov 2024.
• Yeon-Koo Che & Dong Woo Hahm & YingHua He, 2023. "Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice," Papers 2309.14297, arXiv.org.
• Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren, 2023. "Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models," Papers 2309.08800, arXiv.org.
• Karin Klieber, 2023. "Non-linear dimension reduction in factor-augmented vector autoregressions," Papers 2309.04821, arXiv.org.
• Dylan Balla-Elliott, 2023. "Identifying Causal Effects in Information Provision Experiments," Papers 2309.11387, arXiv.org, revised Nov 2023.
• Dangxing Chen, 2023. "Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models," Papers 2309.13246, arXiv.org.
• Jinglong Zhao, 2023. "Adaptive Neyman Allocation," Papers 2309.08808, arXiv.org, revised Sep 2023.
• Malte Jahn, 2023. "Regressing on distributions: The nonlinear effect of temperature on regional economic growth," Papers 2309.10481, arXiv.org.
• Anirban Basu, 2023. "Hidden Figures: Uncovering Quantities Behind Zeros with Econometrics," NBER Working Papers 31632, National Bureau of Economic Research, Inc.
• Wei Jie Yeo & Wihan van der Heever & Rui Mao & Erik Cambria & Ranjan Satapathy & Gianmarco Mengaldo, 2023. "A Comprehensive Review on Financial Explainable AI," Papers 2309.11960, arXiv.org.