Report NEP-ECM-2024-01-08

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:

• Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.
• Pedro Picchetti, 2023. "Identification in Endogenous Sequential Treatment Regimes," Papers 2311.18555, arXiv.org.
• Yiwei Sun, 2023. "Extrapolating Away from the Cutoff in Regression Discontinuity Designs," Papers 2311.18136, arXiv.org.
• Jungjun Choi & Hyukjun Kwon & Yuan Liao, 2023. "Inference for Low-rank Models without Estimating the Rank," Papers 2311.16440, arXiv.org, revised Oct 2024.
• Wenzheng Gao & Zhenting Sun, 2023. "Bootstrap Inference on Partially Linear Binary Choice Model," Papers 2311.18759, arXiv.org.
• Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
• Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," NBER Working Papers 31942, National Bureau of Economic Research, Inc.
• Thomas Wiemann, 2023. "Optimal Categorical Instrumental Variables," Papers 2311.17021, arXiv.org, revised May 2024.
• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter & Luther Yap, 2023. "Robust Conditional Wald Inference for Over-Identified IV," Papers 2311.15952, arXiv.org.
• Karim M Abadir & Michel Lubrano, 2023. "Explicit solutions for the asymptotically-optimal bandwidth in cross validation," AMSE Working Papers 2336, Aix-Marseille School of Economics, France.
• Sukjin Han & Haiqing Xu, 2023. "On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables," Papers 2311.15871, arXiv.org.
• Delhelle, Morine & Van Keilegom, Ingrid, 2023. "Copula based dependent censoring in cure models," LIDAM Discussion Papers ISBA 2023036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Clarke, Damian & Torres, Nicolás Paris & Villena-Roldan, Benjamin, 2023. "(Frisch-Waugh-Lovell)' On the Estimation of Regression Models by Row," IZA Discussion Papers 16630, Institute of Labor Economics (IZA).
• Nadja van 't Hoff, 2023. "Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables," Papers 2311.17575, arXiv.org, revised Oct 2024.
• James J. Heckman & Rodrigo Pinto & Azeem Shaikh, 2023. "Dealing with Imperfect Randomization: Inference for the HighScope Perry Preschool Program," Working Papers 2023-031, Human Capital and Economic Opportunity Working Group.
• Chakraborty, Somnath & Lederer, Johannes & von Sachs, Rainer, 2023. "Estimation of stable parameters for multiple autoregressive processes via convex programming," LIDAM Discussion Papers ISBA 2023037, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• David M. Kaplan & Qian Wu, 2023. "Multiple Testing of Ordinal Stochastic Monotonicity," Working Papers 2313, Department of Economics, University of Missouri.
• David M. Ritzwoller & Joseph P. Romano, 2023. "Reproducible Aggregation of Sample-Split Statistics," Papers 2311.14204, arXiv.org, revised Nov 2024.
• Yifan Cui & Sukjin Han, 2023. "Policy Learning with Distributional Welfare," Papers 2311.15878, arXiv.org, revised Sep 2024.
• Andrea Teruzzi, 2023. "Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach," Papers 2311.17239, arXiv.org.
• Yiyi Huo & Yingying Fan & Fang Han, 2023. "On the adaptation of causal forests to manifold data," Papers 2311.16486, arXiv.org, revised Dec 2023.
• Quintaba Pablo Aníbal & Herrera Gómez Marcos, 2023. "Spatial Weighting Matrix Estimation through Statistical Learning: Analyzing Argentinean Salary Dynamics under Structural Breaks," Asociación Argentina de Economía Política: Working Papers 4688, Asociación Argentina de Economía Política.
• Felix Holzmeister & Magnus Johannesson & Robert Böhm & Anna Dreber & Jürgen Huber & Michael Kirchler, 2023. "Heterogeneity in effect size estimates: Empirical evidence and practical implications," Working Papers 2023-17, Faculty of Economics and Statistics, Universität Innsbruck.
• Robert Stok & Paul Bilokon, 2023. "From Deep Filtering to Deep Econometrics," Papers 2311.06256, arXiv.org.
• Mourahib, Anas & Kiriliouk, Anna & Segers, Johan, 2023. "Multivariate generalized Pareto distributions along extreme directions," LIDAM Discussion Papers ISBA 2023034, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Sommervoll, Dag Einar & Holden, Stein T. & Tilahun, Mesfin, 2023. "Intertemporal Choice Lists and Maximal Likelihood Estimation of Discount Rates," CLTS Working Papers 9/23, Norwegian University of Life Sciences, Centre for Land Tenure Studies.
• Ruslan Tepelyan & Achintya Gopal, 2023. "Generative Machine Learning for Multivariate Equity Returns," Papers 2311.14735, arXiv.org.
• Santiago Acerenza & Vitor Possebom & Pedro H. C. Sant'Anna, 2023. "Was Javert right to be suspicious? Unpacking treatment effect heterogeneity of alternative sentences on time-to-recidivism in Brazil," Papers 2311.13969, arXiv.org, revised Jan 2025.
• Müller, Ulrich & Watson, Mark, 2023. "Spatial Unit Roots," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277567, Verein für Socialpolitik / German Economic Association.