Report NEP-ECM-2024-05-20

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:

• Paulo Parente & Richard J. Smith, 2024. "Implied probability kernel block bootstrap for time series moment condition models," CeMMAP working papers 08/24, Institute for Fiscal Studies.
• Jinyong Hahn & John Ham & Geert Ridder & Shuyang Sheng, 2024. "Stratifying on Treatment Status," Papers 2404.04700, arXiv.org.
• Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024. "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Papers 2404.11057, arXiv.org.
• Victor Quintas-Martinez & Mohammad Taha Bahadori & Eduardo Santiago & Jeff Mu & Dominik Janzing & David Heckerman, 2024. "Multiply-Robust Causal Change Attribution," Papers 2404.08839, arXiv.org, revised Sep 2024.
• Soonwoo Kwon & Jonathan Roth, 2024. "Testing Mechanisms," Papers 2404.11739, arXiv.org.
• Mustafa R. K{i}l{i}nc{c} & Michael Massmann, 2024. "The modified conditional sum-of-squares estimator for fractionally integrated models," Papers 2404.12882, arXiv.org.
• Zhiqiang Liao & Sheng Dai & Eunji Lim & Timo Kuosmanen, 2024. "Overfitting Reduction in Convex Regression," Papers 2404.09528, arXiv.org, revised Oct 2024.
• Alonso Alfaro-Urena & Paolo Zacchia, 2024. "Matching to Suppliers in the Production Network: an Empirical Framework," CERGE-EI Working Papers wp775, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Shaomin Wu, 2024. "Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions," Papers 2404.12581, arXiv.org.
• Cantone, Giulio Giacomo & Tomaselli, Venera, 2024. "Characterisation and Calibration of Multiversal Models," MetaArXiv pa98g, Center for Open Science.
• Rei Iwafuchi & Yasumasa Matsuda, 2024. "Deep learning for multivariate volatility forecasting in high-dimensional financial time series," DSSR Discussion Papers 141, Graduate School of Economics and Management, Tohoku University.
• Eric Chyn & Brigham Frandsen & Emily C. Leslie, 2024. "Examiner and Judge Designs in Economics: A Practitioner's Guide," NBER Working Papers 32348, National Bureau of Economic Research, Inc.
• Yi Chen & Hanming Fang & Yi Zhao & Zibo Zhao, 2024. "Recovering Overlooked Information in Categorical Variables with LLMs: An Application to Labor Market Mismatch," NBER Working Papers 32327, National Bureau of Economic Research, Inc.
• Pedro Gonzalez-Fernandez, 2024. "Belief Bias Identification," Papers 2404.09297, arXiv.org, revised Nov 2024.
• Tommaso Proietti, 2024. "Ups and (Draw)Downs," CEIS Research Paper 576, Tor Vergata University, CEIS, revised 03 May 2024.
• Lu, Zexian & Chen, Yunxiao & Li, Xiaoou, 2022. "Optimal parallel sequential change detection under generalized performance measures," LSE Research Online Documents on Economics 118348, London School of Economics and Political Science, LSE Library.
• Abdulnasser Hatemi-J, 2024. "On the Asymmetric Volatility Connectedness," Papers 2404.12997, arXiv.org, revised May 2024.