Report NEP-ECM-2023-12-04

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:

• Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.
• Torres, Santiago, 2023. "The Oracle Local Polynomial Estimator," Documentos CEDE 20937, Universidad de los Andes, Facultad de Economía, CEDE.
• Amrei Stammann, 2023. "Debiased Fixed Effects Estimation of Binary Logit Models with Three-Dimensional Panel Data," Papers 2311.04073, arXiv.org.
• Chaohua Dong & Jiti Gao & Bin Peng & Yayi Yan, 2023. "Estimation and Inference for a Class of Generalized Hierarchical Models," Papers 2311.02789, arXiv.org, revised Apr 2024.
• Michal Koles'ar & Ulrich K. Muller & Sebastian T. Roelsgaard, 2023. "The Fragility of Sparsity," Papers 2311.02299, arXiv.org, revised Dec 2024.
• Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2023. "Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects," Papers 2310.18563, arXiv.org.
• Hui Lan & Vasilis Syrgkanis, 2023. "Causal Q-Aggregation for CATE Model Selection," Papers 2310.16945, arXiv.org, revised Nov 2023.
• Verena Monschang & Mark Trede & Bernd Wilfling, 2023. "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers 10623, Center for Quantitative Economics (CQE), University of Muenster.
• Daniel C. Schneider, 2023. "Statistical inference for discrete-time multistate models: asymptotic covariance matrices, partial age ranges, and group contrasts," MPIDR Working Papers WP-2023-041, Max Planck Institute for Demographic Research, Rostock, Germany.
• Didier Nibbering, 2023. "A High-dimensional Multinomial Logit Model," Monash Econometrics and Business Statistics Working Papers 19/23, Monash University, Department of Econometrics and Business Statistics.
• Yi Zhang & Kosuke Imai, 2023. "Individualized Policy Evaluation and Learning under Clustered Network Interference," Papers 2311.02467, arXiv.org, revised Feb 2024.
• Xiaoyu Cheng, 2023. "Improving Robust Decisions with Data," Papers 2310.16281, arXiv.org, revised Jul 2024.
• Daniel C. Schneider & Mikko Myrskylä, 2023. "Statistical inference for discrete-time multistate models: extensions to Markov Chains with rewards," MPIDR Working Papers WP-2023-042, Max Planck Institute for Demographic Research, Rostock, Germany.
• TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023. "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers 2023-04, Graduate School of Economics, Hitotsubashi University.
• Weihuan Huang, 2023. "Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method," Papers 2310.18658, arXiv.org.
• Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023. "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series 407, Leibniz Institute for Financial Research SAFE.
• Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers 23-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2023.
• Rubin, Mark, 2023. "Type I error rates are not usually inflated," MetaArXiv 3kv2b, Center for Open Science.
• Felix Chan & Laurent Pauwels, 2023. "Optimal Forecast Combination with Mean Absolute Error Loss," CAMA Working Papers 2023-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.