Report NEP-ECM-2024-02-19

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Lihua Lei & Timothy Sudijono, 2024. "Inference for Synthetic Controls via Refined Placebo Tests," Papers 2401.07152, arXiv.org, revised Apr 2024.
• Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2024. "Missing Endogenous Variables in Conditional Moment Restriction Models," DEM Discussion Paper Series 24-01, Department of Economics at the University of Luxembourg.
• Haoyu Wei & Hengrui Cai & Chengchun Shi & Rui Song, 2024. "On Efficient Inference of Causal Effects with Multiple Mediators," Papers 2401.05517, arXiv.org.
• Christis Katsouris, 2024. "Robust Estimation in Network Vector Autoregression with Nonstationary Regressors," Papers 2401.04050, arXiv.org.
• Xuanling Yang & Dong Li & Ting Zhang, 2024. "A simple stochastic nonlinear AR model with application to bubble," Papers 2401.07038, arXiv.org.
• Bo E. Honore, 2024. "IV Estimation of Panel Data Tobit Models with Normal Errors," Papers 2401.04803, arXiv.org.
• Daniel Dzikowski & Carsten Jentsch, 2024. "Structural Periodic Vector Autoregressions," Papers 2401.14545, arXiv.org.
• Zongwu Cai & Ying Fang & Dingshi Tian, 2024. "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202403, University of Kansas, Department of Economics, revised Jan 2024.
• Efthymios Pavlidis, 2024. "Bubbles and Crashes," Working Papers 404203101, Lancaster University Management School, Economics Department.
• Sourabh Balgi & Adel Daoud & Jose M. Pe~na & Geoffrey T. Wodtke & Jesse Zhou, 2024. "Deep Learning With DAGs," Papers 2401.06864, arXiv.org.
• Makoto Takahashi & Yuta Yamauchi & Toshiaki Watanabe & Yasuhiro Omori, 2024. "Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting," Papers 2401.13179, arXiv.org, revised Oct 2024.
• Chen, Le Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust ranking of happiness outcomes: a median regression perspective," LSE Research Online Documents on Economics 115556, London School of Economics and Political Science, LSE Library.
• Xinshuai Dong & Haoyue Dai & Yewen Fan & Songyao Jin & Sathyamoorthy Rajendran & Kun Zhang, 2023. "On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors," Papers 2401.05414, arXiv.org, revised Jan 2024.
• Rhys Bernard, David & Bryan, Gharad & Chabé-Ferret, Sylvain & De Quidt, Jonathan & Fliegner, Jasmin & Rathelot, Roland, 2024. "How Much Should We Trust Observational Estimates? Accumulating Evidence Using Randomized Controlled Trials with Imperfect Compliance," TSE Working Papers 24-1498, Toulouse School of Economics (TSE).