Report NEP-ECM-2023-10-30

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:

• Pesaran, M. H. & Yang, L., 2023. "Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity," Cambridge Working Papers in Economics 2364, Faculty of Economics, University of Cambridge.
• Alexander Mayer & Michael Massmann, 2023. "Least squares estimation in nonstationary nonlinear cohort panels with learning from experience," Papers 2309.08982, arXiv.org, revised Jan 2025.
• Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2023. "Identification analysis in models with unrestricted latent variables: Fixed effects and initial conditions," CeMMAP working papers 20/23, Institute for Fiscal Studies.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2023. "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers 202313, University of California at Riverside, Department of Economics.
• Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M., 2023. "Tests of no cross-sectional error dependence in panel quantile regressions," Ruhr Economic Papers 1041, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023. "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper 2023-13, Federal Reserve Bank of Atlanta.
• Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," AMSE Working Papers 2320, Aix-Marseille School of Economics, France.
• Shi, Chengchun & Zhu, Jin & Shen, Ye & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2022. "Off-policy confidence interval estimation with confounded Markov decision process," LSE Research Online Documents on Economics 115774, London School of Economics and Political Science, LSE Library.
• Fabio Vanni & David Lambert, 2023. "A detection analysis for temporal memory patterns at different time-scales," Papers 2309.12034, arXiv.org.
• Jiafeng Chen & Isaiah Andrews, 2023. "Optimal Conditional Inference in Adaptive Experiments," Papers 2309.12162, arXiv.org.
• Leo Krippner, 2023. "Estimating and Applying Autoregression Models via Their Eigensystem Representation," CAMA Working Papers 2023-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.