Report NEP-ECM-2023-12-18

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:

• Fu Ouyang & Thomas Tao Yang, 2023. "High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables," Papers 2311.07067, arXiv.org.
• Christis Katsouris, 2023. "Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models," Papers 2311.08218, arXiv.org, revised Apr 2024.
• Haoge Chang, 2023. "Design-based Estimation Theory for Complex Experiments," Papers 2311.06891, arXiv.org.
• Yingying Dong & Ying-Ying Lee, 2023. "Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments," Papers 2310.18504, arXiv.org, revised Feb 2024.
• Silvia Goncalves & Michael W. McCracken & Yongxu Yao, 2023. "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers 2023-029, Federal Reserve Bank of St. Louis, revised 03 Sep 2024.
• Yingjie Feng, 2023. "Optimal Estimation of Large-Dimensional Nonlinear Factor Models," Papers 2311.07243, arXiv.org.
• Jonathan Chassot & Michael Creel, 2023. "Constructing Efficient Simulated Moments Using Temporal Convolutional Networks," Working Papers 1412, Barcelona School of Economics.
• Daniel Ober-Reynolds, 2023. "Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport," Papers 2311.09435, arXiv.org.
• Daido Kido, 2023. "Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification," Papers 2311.08958, arXiv.org.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
• Léopold Simar & Valentin Zelenyuk & Shirong Zhao, 2023. "Statistical Inference for Hicks–Moorsteen Productivity Indices," CEPA Working Papers Series WP082023, School of Economics, University of Queensland, Australia.
• Andrea Renzetti, 2023. "Theory coherent shrinkage of Time-Varying Parameters in VARs," Papers 2311.11858, arXiv.org, revised Nov 2024.
• Timo Kuosmanen & Sheng Dai, 2023. "Modeling economies of scope in joint production: Convex regression of input distance function," Papers 2311.11637, arXiv.org.
• Jirong Zhuang & Deng Ding & Weiguo Lu & Xuan Wu & Gangnan Yuan, 2023. "A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options," Papers 2311.07211, arXiv.org, revised Apr 2024.
• Federico A. Bugni & Yulong Wang, 2023. "Inference in Auctions with Many Bidders Using Transaction Prices," Papers 2311.09972, arXiv.org, revised Sep 2024.