Report NEP-ECM-2024-07-22

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Leonard Goff, 2024. "When does IV identification not restrict outcomes?," Papers 2406.02835, arXiv.org, revised Sep 2024.
• Takahiro ITO, 2024. "Binary and Ordered Response Models in Randomized Experiments: Applications of the Resampling-Based Maximum Likelihood Method," GSICS Working Paper Series 42, Graduate School of International Cooperation Studies, Kobe University.
• Lihua Lei, 2024. "Causal Interpretation of Regressions With Ranks," Papers 2406.05548, arXiv.org.
• Martin Huber & Kevin Kloiber & Lukas Laffers, 2024. "Testing identification in mediation and dynamic treatment models," Papers 2406.13826, arXiv.org.
• Justyna Wr'oblewska & {L}ukasz Kwiatkowski, 2024. "Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity," Papers 2406.03053, arXiv.org, revised Jun 2024.
• Retsef Levi & Elisabeth Paulson & Georgia Perakis & Emily Zhang, 2024. "Heterogeneous Treatment Effects in Panel Data," Papers 2406.05633, arXiv.org.
• David M. Ritzwoller & Joseph P. Romano & Azeem M. Shaikh, 2024. "Randomization Inference: Theory and Applications," Papers 2406.09521, arXiv.org.
• Steven Wilkins Reeves & Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick, 2024. "Model-Based Inference and Experimental Design for Interference Using Partial Network Data," Papers 2406.11940, arXiv.org.
• Jianqing Fan & Yuling Yan & Yuheng Zheng, 2024. "When can weak latent factors be statistically inferred?," Papers 2407.03616, arXiv.org, revised Sep 2024.
• Johannes W. Ligtenberg & Tiemen Woutersen, 2024. "Multidimensional clustering in judge designs," Papers 2406.09473, arXiv.org.
• Daniel Ober-Reynolds, 2024. "Robustness to Missing Data: Breakdown Point Analysis," Papers 2406.06804, arXiv.org.
• Carolina Caetano & Brantly Callaway, 2024. "Difference-in-Differences when Parallel Trends Holds Conditional on Covariates," Papers 2406.15288, arXiv.org, revised Sep 2024.
• Hollenbach, Florian M & Egerod, Benjamin, 2024. "How many is enough? Sample Size in Staggered Difference-in-Differences Designs," OSF Preprints ac5ru, Center for Open Science.
• Shi, Xiangyu, 2024. "Networked instrumental variable estimation: The case of Hausman-style instruments," MPRA Paper 121349, University Library of Munich, Germany.
• Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024. "Cluster GARCH," Papers 2406.06860, arXiv.org.
• Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.
• Badi H. Baltagi & Long Liu, 2024. "Testing for Spatial Correlation under a Complete Bipartite Network," Center for Policy Research Working Papers 264, Center for Policy Research, Maxwell School, Syracuse University.
• Lukas Hack & Klodiana Istrefi & Matthias Meier, 2024. "The Systematic Origins of Monetary Policy Shocks," CRC TR 224 Discussion Paper Series crctr224_2024_557, University of Bonn and University of Mannheim, Germany.
• Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024. "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers 202425, University of Pretoria, Department of Economics.
• Markus Bibinger, 2024. "Probabilistic models and statistics for electronic financial markets in the digital age," Papers 2406.07388, arXiv.org.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.
• Marco Cozzi, 2024. "An Aggression-Consistent Implementation of the Hamilton Filter," Department Discussion Papers 2401, Department of Economics, University of Victoria.