Report NEP-ECM-2024-03-11

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:

• Cheng Chou & Geert Ridder & Ruoyao Shi, 2024. "Identification and Estimation of Nonstationary Dynamic Binary Choice Models," Working Papers 202402, University of California at Riverside, Department of Economics.
• Yike Wang & Chris Gu & Taisuke Otsu, 2024. "Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity," Papers 2401.16275, arXiv.org.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.
• Victor Chernozhukov & Iv'an Fern'andez-Val & Chen Huang & Weining Wang, 2024. "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models," Papers 2402.00584, arXiv.org, revised Oct 2024.
• Chen, Weilin & Lam, Clifford, 2024. "Rank and factor loadings estimation in time series tensor factor model by pre-averaging," LSE Research Online Documents on Economics 121958, London School of Economics and Political Science, LSE Library.
• Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar, 2024. "DoubleMLDeep: Estimation of Causal Effects with Multimodal Data," Papers 2402.01785, arXiv.org.
• Seyed Morteza Emadi, 2024. "Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas," Papers 2401.15253, arXiv.org.
• Cai, Hengrui & Shi, Chengchun & Song, Rui & Lu, Wenbin, 2023. "Jump interval-learning for individualized decision making with continuous treatments," LSE Research Online Documents on Economics 118231, London School of Economics and Political Science, LSE Library.
• Orville Mondal & Rui Wang, 2024. "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers 2401.17137, arXiv.org.
• Zulj, Valentin & Jin, Shaobo, 2024. "Can model averaging improve propensity score based estimation of average treatment effects?," Working Paper Series 2024:1, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Federico Crippa, 2024. "Manipulation Test for Multidimensional RDD," Papers 2402.10836, arXiv.org, revised Jun 2024.
• Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer, 2024. "Nowcasting with Mixed Frequency Data Using Gaussian Processes," Papers 2402.10574, arXiv.org, revised Sep 2024.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event-Studies with a Continuous Treatment," NBER Working Papers 32118, National Bureau of Economic Research, Inc.
• Gareth Liu-Evans & Garry DA Phillips, 2023. "The Bias of the Modified Limited Information Maximum Likelihood Estimator (MLIML) in Static Simultaneous Equation Models," Working Papers 202303, University of Liverpool, Department of Economics.
• Lukas Leitner;, 2023. "Imprecision in the Estimation of Willingness to Pay Using Subjective Well-Being Data," Working Papers 2310, Herman Deleeck Centre for Social Policy, University of Antwerp.
• Nicolas Astier & Frank A. Wolak, 2024. "Credible Numbers: A Procedure for Reporting Statistical Precision in Parameter Estimates," NBER Working Papers 32124, National Bureau of Economic Research, Inc.
• James D. Hamilton & Jin Xi, 2024. "Principal Component Analysis for Nonstationary Series," NBER Working Papers 32068, National Bureau of Economic Research, Inc.
• Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.