Report NEP-ECM-2024-05-27

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:

• Kunyang Song & Feiyu Jiang & Ke Zhu, 2024. "Estimation for conditional moment models based on martingale difference divergence," Papers 2404.11092, arXiv.org.
• Martin Huber & Eva-Maria Oe{ss}, 2024. "A joint test of unconfoundedness and common trends," Papers 2404.16961, arXiv.org, revised Jun 2024.
• Kevin Huynh, 2024. "Weighted-Average Least Squares for Negative Binomial Regression," Papers 2404.11324, arXiv.org.
• Jinyong Hahn & Guido Kuersteiner & Andres Santos & Wavid Willigrod, 2024. "Overidentification in Shift-Share Designs," Papers 2404.17049, arXiv.org.
• Yi Lu & Jianguo Wang & Huihua Xie, 2024. "Identifying Causal Effects under Kink Setting: Theory and Evidence," Papers 2404.09117, arXiv.org.
• Douglas Kiarelly Godoy de Araujo, 2024. "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers 1181, Bank for International Settlements.
• Romero, Eva, 2024. "A stochastic volatility model for volatility asymmetry and propagation," DES - Working Papers. Statistics and Econometrics. WS 43887, Universidad Carlos III de Madrid. Departamento de Estadística.
• Aknouche, Abdelhakim & Rabehi, Nadia, 2024. "Inspecting a seasonal ARIMA model with a random period," MPRA Paper 120758, University Library of Munich, Germany.
• Henrik Sigstad, 2024. "Marginal Treatment Effects and Monotonicity," Papers 2404.03235, arXiv.org.
• Jose Ignacio Hernandez & Niek Mouter & Sander van Cranenburgh, 2024. "An economically-consistent discrete choice model with flexible utility specification based on artificial neural networks," Papers 2404.13198, arXiv.org.
• Krzysztof Drachal, 0000. "Choosing Parameters for Bayesian Symbolic Regression: An Application to Modelling Commodities Prices," Proceedings of Economics and Finance Conferences 14116014, International Institute of Social and Economic Sciences.
• Tobias Fissler & Fangda Liu & Ruodu Wang & Linxiao Wei, 2024. "Elicitability and identifiability of tail risk measures," Papers 2404.14136, arXiv.org, revised Jun 2024.