Report NEP-ECM-2024-02-05

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:

• Xiaosai Liao & Xinjue Li & Qingliang Fan, 2024. "Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia," Papers 2401.01064, arXiv.org.
• Zongwu Cai & Guannan Liu & Wei Long & Xuelong Luo, 2024. "Semiparametric Conditional Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202401, University of Kansas, Department of Economics, revised Jan 2024.
• Michal Andrle & Jan Bruha, 2023. "A Sparse Kalman Filter: A Non-Recursive Approach," Working Papers 2023/13, Czech National Bank.
• Jushan Bai, 2023. "Efficiency of QMLE for dynamic panel data models with interactive effects," Papers 2312.07881, arXiv.org, revised Apr 2024.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
• Kirill Borusyak & Peter Hull, 2024. "Negative Weights are No Concern in Design-Based Specifications," NBER Working Papers 32017, National Bureau of Economic Research, Inc.
• Bingduo Yang & Wei Long & Zongwu Cai, 2024. "Machine Learning Based Panel Data Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202402, University of Kansas, Department of Economics, revised Jan 2024.
• Minford, Patrick & Xu, Yongdeng, 2024. "Indirect Inference- a methodological essay on its role and applications," Cardiff Economics Working Papers E2024/1, Cardiff University, Cardiff Business School, Economics Section.
• Daniel Gutknecht & Cenchen Liu, 2023. "Changes-in-Changes for Ordered Choice Models: Too Many "False Zeros"?," Papers 2401.00618, arXiv.org, revised Nov 2024.
• Joachim Wagner, 2024. "Estimation of empirical models for margins of exports with unknown non-linear functional forms: A Kernel-Regularized Least Squares (KRLS) approach Evidence from eight European countries," Working Paper Series in Economics 424, University of Lüneburg, Institute of Economics.
• Erhao Xie, 2023. "Testing Collusion and Cooperation in Binary Choice Games," Staff Working Papers 23-58, Bank of Canada.