Report NEP-ECM-2024-05-06

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:

• Sylvain Barde & Rowan Cherodian & Guy Tchuente, 2024. "Moran's I 2-Stage Lasso: for Models with Spatial Correlation and Endogenous Variables," Papers 2404.02584, arXiv.org.
• Gyungbae Park, 2024. "Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions," Papers 2403.15934, arXiv.org.
• Yuya Shimizu & Taisuke Otsu, 2024. "Optimal testing in a class of nonregular models," Papers 2403.16413, arXiv.org.
• Myungkou Shin, 2024. "Distributional Treatment Effect with Latent Rank Invariance," Papers 2403.18503, arXiv.org, revised Jun 2024.
• Lauren Bin Dong & David E. A. Giles, 2004. "Testing for Normality in the Linear Regression Model: An Empirical Likelihood Ratio Test," Department Discussion Papers 0402, Department of Economics, University of Victoria.
• Amparo Ba'illo & Javier C'arcamo & Carlos Mora-Corral, 2024. "Tests for almost stochastic dominance," Papers 2403.15258, arXiv.org.
• Fryzlewicz, Piotr, 2024. "Robust Narrowest Significance Pursuit: inference for multiple change-points in the median," LSE Research Online Documents on Economics 121646, London School of Economics and Political Science, LSE Library.
• Benjamin Lu & Jia Wan & Derek Ouyang & Jacob Goldin & Daniel E. Ho, 2024. "Quantifying the Uncertainty of Imputed Demographic Disparity Estimates: The Dual-Bootstrap," NBER Working Papers 32312, National Bureau of Economic Research, Inc.
• Takuya Ura & Lina Zhang, 2024. "Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity," Papers 2403.13738, arXiv.org.
• Jiawei Fu & Tara Slough, 2024. "Heterogeneous Treatment Effects and Causal Mechanisms," Papers 2404.01566, arXiv.org, revised Jun 2024.
• Hiroki Masuda & Lorenzo Mercuri & Yuma Uehara, 2024. "Student t-L\'evy regression model in YUIMA," Papers 2403.12078, arXiv.org.
• Jonas Esser & Mateus Maia & Andrew C. Parnell & Judith Bosmans & Hanneke van Dongen & Thomas Klausch & Keefe Murphy, 2024. "Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare," Papers 2404.02228, arXiv.org, revised Jun 2024.
• Shosei Sakaguchi, 2024. "Policy Learning for Optimal Dynamic Treatment Regimes with Observational Data," Papers 2404.00221, arXiv.org, revised Dec 2024.
• Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2024. "A Discrimination Report Card," NBER Working Papers 32313, National Bureau of Economic Research, Inc.
• Stephane Bonhomme & Angela Denis, 2024. "Estimating Heterogeneous Effects: Applications to Labor Economics," Papers 2404.01495, arXiv.org.