Report NEP-ECM-2024-04-22

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:

• Max Welz, 2024. "Robust Estimation and Inference for Categorical Data," Papers 2403.11954, arXiv.org, revised Dec 2024.
• Yuya Shimizu, 2024. "Nonparametric Regression under Cluster Sampling," Papers 2403.04766, arXiv.org.
• Weiwei Jiang & Rong J. B. Zhu, 2024. "Semiparametric Inference for Regression-Discontinuity Designs," Papers 2403.05803, arXiv.org, revised Dec 2024.
• Mario Fiorini & Wooyong Lee & Gregor Pfeifer & Gregor-Gabriel Pfeifer, 2024. "A Simple Approach to Staggered Difference-in-Differences in the Presence of Spillovers," CESifo Working Paper Series 11011, CESifo.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2024. "Noising the GARCH volatility: A random coefficient GARCH model," MPRA Paper 120456, University Library of Munich, Germany, revised 15 Mar 2024.
• Silvia Goncalves & Serena Ng, 2024. "Imputation of Counterfactual Outcomes when the Errors are Predictable," Papers 2403.08130, arXiv.org, revised May 2024.
• Jean-Baptiste Bonnier, 2024. "A Split-Treatment Design," Working Papers 2024-11, CRESE.
• Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.
• Raghavendra Addanki & Siddharth Bhandari, 2024. "Limits of Approximating the Median Treatment Effect," Papers 2403.10618, arXiv.org.
• Adam Lee, 2024. "Locally Regular and Efficient Tests in Non-Regular Semiparametric Models," Papers 2403.05999, arXiv.org.
• Michael P. Leung, 2024. "Identifying Treatment and Spillover Effects Using Exposure Contrasts," Papers 2403.08183, arXiv.org, revised Dec 2024.
• Jonathan Fuhr & Philipp Berens & Dominik Papies, 2024. "Estimating Causal Effects with Double Machine Learning -- A Method Evaluation," Papers 2403.14385, arXiv.org, revised Apr 2024.
• Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024. "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers 2403.12456, arXiv.org.
• Tomiyama, Hideyuki & Otsu, Taisuke, 2022. "Inference on incomplete information games with multi-dimensional actions," LSE Research Online Documents on Economics 114341, London School of Economics and Political Science, LSE Library.
• Liang, Yuli & Hao, Chengcheng & Dai, Deliang, 2024. "Two-sample intraclass correlation coefficient tests for matrix-valued data," Working Papers in Economics and Statistics 6/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
• Martin Lettau, 2024. "3D-PCA: Factor Models with Restrictions," NBER Working Papers 32261, National Bureau of Economic Research, Inc.
• Roberto Leon-Gonzalez & Blessings Majoni, 2024. "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," Working Paper series 24-04, Rimini Centre for Economic Analysis.
• Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series 24-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Jeff Dominitz & Charles F. Manski, 2024. "Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory," NBER Working Papers 32269, National Bureau of Economic Research, Inc.
• Janoś Gabler & Sebastian Gsell & Tim Mensinger & Mariam Petrosyan, 2024. "Tranquilo: An Optimizer for the Method of Simulated Moments," CRC TR 224 Discussion Paper Series crctr224_2024_522, University of Bonn and University of Mannheim, Germany.
• Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Fiala, Lenka & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & McWay, Ryan, 2024. "Mass Reproducibility and Replicability: A New Hope," I4R Discussion Paper Series 107, The Institute for Replication (I4R).