Report NEP-ECM-2023-11-13

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:

• Brice Romuald Gueyap Kounga, 2023. "Identification and Estimation of a Semiparametric Logit Model using Network Data," Papers 2310.07151, arXiv.org, revised Jun 2024.
• Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.
• Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org, revised Nov 2024.
• Joan Alegre & Juan Carlos Escanciano, 2023. "Robust Minimum Distance Inference in Structural Models," Papers 2310.05761, arXiv.org.
• Nezakati, Ensiyeh & Pircalabelu, Eugen, 2023. "Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting," LIDAM Discussion Papers ISBA 2023021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Kurisu, Daisuke & Otsu, Taisuke, 2023. "Subsampling inference for nonparametric extremal conditional quantiles," LSE Research Online Documents on Economics 120365, London School of Economics and Political Science, LSE Library.
• Manu Navjeevan & Rodrigo Pinto & Andres Santos, 2023. "Identification and Estimation in a Class of Potential Outcomes Models," Papers 2310.05311, arXiv.org.
• Shakeeb Khan & Tatiana Komarova & Denis Nekipelov, 2023. "Sharp and Robust Estimation of Partially Identified Discrete Response Models," Papers 2310.02414, arXiv.org, revised May 2024.
• Sascha A. Keweloh, 2023. "Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples," Papers 2310.08173, arXiv.org.
• Nezakati, Ensiyeh & Pircalabelu, Eugen, 2023. "Directional false discovery rate control via debiased and distributed procedures in Gaussian graphical models," LIDAM Discussion Papers ISBA 2023024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Sylvain Barde & Rowan Cherodian & Guy Tchuente, 2023. "Moran's I Lasso for models with spatially correlated data," Papers 2310.02773, arXiv.org.
• B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani, 2023. "On changepoint detection in functional data using empirical energy distance," Papers 2310.04853, arXiv.org.
• Maria Kulikova & Gennady Kulikov, 2023. "Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach," Papers 2310.04125, arXiv.org.
• Daniele Massacci, 2023. "Instability of Factor Strength in Asset Returns," CSEF Working Papers 685, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Malikova, Ekaterina (Маликова, Екатерина), 2022. "Cointegration with time-varying parameters: literature review [Коинтеграция С Меняющимися Во Времени Параметрами: Обзор Литературы]," Working Papers w20220235, Russian Presidential Academy of National Economy and Public Administration.
• Bauwens, Luc & Otranto, Edoardo, 2023. "Realized Covariance Models with Time-varying Parameters and Spillover Effects," LIDAM Discussion Papers CORE 2023019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Simar, Léopold & Wilson, Paul, 2023. "Inference in Dynamic, Nonparametric Models of Production for General Technologies," LIDAM Discussion Papers ISBA 2023031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Lhaut, Stéphane & Segers, Johan, 2023. "An asymptotic expansion of the empirical angular measure for bivariate extremal dependence," LIDAM Discussion Papers ISBA 2023020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Zhaonan Qu & Alfred Galichon & Johan Ugander, 2023. "On Sinkhorn's Algorithm and Choice Modeling," Papers 2310.00260, arXiv.org.
• Yuri Matsumura & Suguru Otani, 2023. "Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data," Papers 2310.04576, arXiv.org, revised Aug 2024.
• Michal Bencik, 2023. "MIDAS regression: a new horse in the race of filtering macroeconomic time series," Working and Discussion Papers WP 8/2023, Research Department, National Bank of Slovakia.
• Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," LIDAM Discussion Papers LFIN 2023005, Université catholique de Louvain, Louvain Finance (LFIN).