Report NEP-ECM-2024-01-15

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:

• Likai Chen & Georg Keilbar & Liangjun Su & Weining Wang, 2023. "Inference on many jumps in nonparametric panel regression models," Papers 2312.01162, arXiv.org, revised Jan 2025.
• Luther Yap, 2023. "Valid Wald Inference with Many Weak Instruments," Papers 2311.15932, arXiv.org.
• Guido W. Imbens & Davide Viviano, 2023. "Identification and Inference for Synthetic Controls with Confounding," Papers 2312.00955, arXiv.org.
• Joseph Fry, 2023. "A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls," Papers 2312.01209, arXiv.org, revised Mar 2024.
• S. Yaser Samadi & Tharindu P. De Alwis, 2023. "Fourier Methods for Sufficient Dimension Reduction in Time Series," Papers 2312.02110, arXiv.org.
• Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023. "Inference on common trends in functional time series," Papers 2312.00590, arXiv.org, revised May 2024.
• Maria Elena Bontempi & Jan Ditzen, 2023. "GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications," Papers 2312.00399, arXiv.org, revised Dec 2023.
• Mr. Sakai Ando & Mingmei Xiao, 2023. "High-Dimensional Covariance Matrix Estimation: Shrinkage Toward a Diagonal Target," IMF Working Papers 2023/257, International Monetary Fund.
• Xiaojun Song & Zhenting Sun, 2023. "Almost Dominance: Inference and Application," Papers 2312.02288, arXiv.org.
• Florian Huber, 2023. "Bayesian Nonlinear Regression using Sums of Simple Functions," Papers 2312.01881, arXiv.org.
• Klaus Nordhausen & Anne Ruiz-Gazen, 2022. "On the usage of joint diagonalization in multivariate statistics," Post-Print hal-04296111, HAL.
• Oren Danieli & Daniel Nevo & Itai Walk & Bar Weinstein & Dan Zeltzer, 2023. "Negative Control Falsification Tests for Instrumental Variable Designs," Papers 2312.15624, arXiv.org, revised May 2024.
• Haoyu Wei & Runzhe Wan & Lei Shi & Rui Song, 2023. "Zero-Inflated Bandits," Papers 2312.15595, arXiv.org, revised Oct 2024.
• Martin Bruns & Sascha A. Keweloh, 2023. "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series 2023-07, School of Economics, University of East Anglia, Norwich, UK..
• George Gui & Olivier Toubia, 2023. "The Challenge of Using LLMs to Simulate Human Behavior: A Causal Inference Perspective," Papers 2312.15524, arXiv.org, revised Jan 2025.
• Jean-Yves Pitarakis, 2023. "Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test," Papers 2312.16099, arXiv.org.
• Sören Blomquist, 2023. "Evaluating the Discrete Choice and BN Methods to Estimate Labor Supply Functions," CESifo Working Paper Series 10827, CESifo.
• Bas Sanders, 2023. "Counterfactual Sensitivity in Quantitative Trade and Spatial Models," Papers 2311.14032, arXiv.org, revised May 2024.
• Riveros-Gavilanes, J. M., 2023. "A simple test of parallel pre-trends for Differences-in-Differences," MPRA Paper 119367, University Library of Munich, Germany, revised 2023.
• Otsu, Taisuke & Sunada, Keita, 2024. "On large market asymptotics for spatial price competition models," LSE Research Online Documents on Economics 120588, London School of Economics and Political Science, LSE Library.