Report NEP-ECM-2024-07-08

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:

• Luya Wang & Jeffrey S. Racine & Qiaoyu Wang, 2024. "Bootstrap Inference on a Factor Model Based Average Treatment Effects Estimator," Department of Economics Working Papers 2024-03, McMaster University.
• Massimiliano MARCELLINO & Michael PFARRHOFER, 2024. "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers 24224, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Yuehao Bai & Shunzhuang Huang & Sarah Moon & Azeem M. Shaikh & Edward J. Vytlacil, 2024. "On the Identifying Power of Monotonicity for Average Treatment Effects," Papers 2405.14104, arXiv.org, revised Aug 2024.
• Jinyuan Chang & Qin Fang & Xinghao Qiao & Qiwei Yao, 2024. "On the modelling and prediction of high-dimensional functional time series," Papers 2406.00700, arXiv.org.
• Cl'ement de Chaisemartin & Antoine Deeb, 2024. "Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site," Papers 2405.17254, arXiv.org, revised Dec 2024.
• Vedant Vohra & Jacob Goldin, 2024. "Identifying the Cumulative Causal Effect of a Non-Binary Treatment from a Binary Instrument," NBER Working Papers 32425, National Bureau of Economic Research, Inc.
• Guido Imbens & Yiqing Xu, 2024. "LaLonde (1986) after Nearly Four Decades: Lessons Learned," Papers 2406.00827, arXiv.org, revised Jun 2024.
• Valentin Patilea & Jeffrey S. Racine, 2024. "Locally Adaptive Online Functional Data Analysis," Department of Economics Working Papers 2024-04, McMaster University.
• Benjamin Avanzi & Eric Dong & Patrick J. Laub & Bernard Wong, 2024. "Distributional Refinement Network: Distributional Forecasting via Deep Learning," Papers 2406.00998, arXiv.org.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024. "Risky Oil: It's All in the Tails," NBER Working Papers 32524, National Bureau of Economic Research, Inc.
• Adam Baybutt, 2024. "Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics," Papers 2405.15721, arXiv.org.
• Dongwoo Kim & Young Jun Lee, 2024. "Semi-nonparametric models of multidimensional matching: an optimal transport approach," CeMMAP working papers 12/24, Institute for Fiscal Studies.
• Aryan Bhambu & Arabin Kumar Dey, 2024. "Some variation of COBRA in sequential learning setup," Papers 2405.04539, arXiv.org.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024. "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers SRA 24-02, Federal Reserve Bank of Boston.
• Siddhartha Chib & Simon C. Smith, 2024. "Factor Selection and Structural Breaks," Finance and Economics Discussion Series 2024-037, Board of Governors of the Federal Reserve System (U.S.).
• Joshua Brault & Qazi Haque & Louis Phaneuf, 2024. "On the Reliability of Estimated Taylor Rules for Monetary Policy Analysis," CAMA Working Papers 2024-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Fitzgerald, Jack, 2024. "The Need for Equivalence Testing in Economics," I4R Discussion Paper Series 125, The Institute for Replication (I4R).
• Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024. "The Method of Moments for Multivariate Random Sums," Working Papers 2024:6, Örebro University, School of Business.