Report NEP-ECM-2023-11-27

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 Bai & Massimiliano Marcellino & George Kapetanios, 2023. "Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 13/23, Monash University, Department of Econometrics and Business Statistics.
• Masahiro Kato & Masaaki Imaizumi, 2023. "CATE Lasso: Conditional Average Treatment Effect Estimation with High-Dimensional Linear Regression," Papers 2310.16819, arXiv.org.
• Matsushita, Yukitoshi & Otsu, Taisuke, 2023. "Empirical likelihood for network data," LSE Research Online Documents on Economics 119936, London School of Economics and Political Science, LSE Library.
• Zhang, Junyi & Dassios, Angelos, 2023. "Truncated two-parameter Poisson-Dirichlet approximation for Pitman-Yor process hierarchical models," LSE Research Online Documents on Economics 120294, London School of Economics and Political Science, LSE Library.
• Jorge A. Rivero, 2023. "Unobserved Grouped Heteroskedasticity and Fixed Effects," Papers 2310.14068, arXiv.org, revised Oct 2023.
• Yihui He & Fang Han, 2023. "On propensity score matching with a diverging number of matches," Papers 2310.14142, arXiv.org, revised Nov 2023.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023. "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers 2310.13785, arXiv.org, revised Feb 2024.
• Chen, Weihao & Cizek, Pavel, 2023. "Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models," Discussion Paper 2023-028, Tilburg University, Center for Economic Research.
• Ghislain Geniaux, 2022. "Speeding up estimation of spatially varying coefficients models," Post-Print hal-04229918, HAL.
• Guilherme Araújo Lima & Igor Viveiros Melo Souza & Mauro Sayar Ferreira, 2023. "Evaluating difference-in-differences models under different treatment assignment mechanism and in the presence of spillover effects," Textos para Discussão Cedeplar-UFMG 662, Cedeplar, Universidade Federal de Minas Gerais.
• Park, Jung Yeon & Wall, Melanie M & Moustaki, Irini & Grossman, Arnold, 2022. "A joint modeling approach for longitudinal outcomes and non-ignorable dropout under population heterogeneity in mental health studies," LSE Research Online Documents on Economics 110867, London School of Economics and Political Science, LSE Library.
• Julian Granna & Stefan Lang, 2023. "Rental Price Dynamics in Germany: A Distributional Regression Model with Heterogenous Covariate Effects," ERES eres2023_130, European Real Estate Society (ERES).
• Waverly Wei & Xinwei Ma & Jingshen Wang, 2023. "Fair Adaptive Experiments," Papers 2310.16290, arXiv.org.
• Jozef Barunik & Lubos Hanus, 2023. "Learning Probability Distributions of Day-Ahead Electricity Prices," Papers 2310.02867, arXiv.org, revised Oct 2023.
• Mehdi Tomas & Iacopo Mastromatteo & Michael Benzaquen, 2022. "How to build a cross-impact model from first principles: Theoretical requirements and empirical results," Post-Print hal-02567489, HAL.
• Basile Grassi & Giovanni Morzenti & Maarten de Ridder, 2022. "The Hitchhiker's guide to markup estimation," POID Working Papers 063, Centre for Economic Performance, LSE.