Report NEP-ECM-2024-10-14

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:

• Wei Zhang, 2024. "Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series," Papers 2409.08354, arXiv.org.
• Otsu, Taisuke & Tanaka, Shiori, 2022. "Empirical likelihood inference for Oaxaca-Blinder decomposition," LSE Research Online Documents on Economics 115982, London School of Economics and Political Science, LSE Library.
• Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella, 2024. "Distribution Regression Difference-In-Differences," Papers 2409.02311, arXiv.org.
• Magne Mogstad & Alexander Torgovitsky, 2024. "Instrumental Variables with Unobserved Heterogeneity in Treatment Effects," NBER Working Papers 32927, National Bureau of Economic Research, Inc.
• Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024. "On LASSO Inference for High Dimensional Predictive Regression," Papers 2409.10030, arXiv.org.
• Strezhnev, Anton, 2024. "Group-specific linear trends and the triple-differences in time design," SocArXiv dg5ps, Center for Open Science.
• Cerqua Augusto & Di Stefano Roberta & Mattera Raffaele, 2024. "The Clustered Dose-Response Function Estimator for continuous treatment with heterogeneous treatment effects," Papers 2409.08773, arXiv.org.
• Daniele Ballinari & Nora Bearth, 2024. "Improving the Finite Sample Performance of Double/Debiased Machine Learning with Propensity Score Calibration," Papers 2409.04874, arXiv.org.
• Diegert, Paul & Jochmans, Koen, 2024. "Nonparametric Identification of Models for Dyadic Data”," TSE Working Papers 24-1574, Toulouse School of Economics (TSE).
• Shen Li & Yuyang Zhang & Zhaolin Ren & Claire Liang & Na Li & Julie A. Shah, 2024. "Enhancing Preference-based Linear Bandits via Human Response Time," Papers 2409.05798, arXiv.org, revised Oct 2024.
• Martin C. Arnold & Thilo Reinschlussel, 2024. "Bootstrap Adaptive Lasso Solution Path Unit Root Tests," Papers 2409.07859, arXiv.org.
• Cruces, Guillermo & Tortarolo, Dario & Vazquez-Bare, Gonzalo, 2024. "Design of Partial Population Experiments with an Application to Spillovers in Tax Compliance," IZA Discussion Papers 17256, Institute of Labor Economics (IZA).
• Christian Brownlees & Gu{dh}mundur Stef'an Gu{dh}mundsson & Yaping Wang, 2024. "Performance of Empirical Risk Minimization For Principal Component Regression," Papers 2409.03606, arXiv.org, revised Sep 2024.
• Reynaert, Mathias & Xu, Wenxuan & Zhao, Hanlin, 2024. "Estimating Choice Models with Unobserved Expectations over Attributes," TSE Working Papers 24-1571, Toulouse School of Economics (TSE).
• Ramon F. A. de Punder & Cees G. H. Diks & Roger J. A. Laeven & Dick J. C. van Dijk, 2023. "Floods and financial stability: Scenario-based evidence from below sea level," Tinbergen Institute Discussion Papers 23-084/III, Tinbergen Institute.
• Toru Kitagawa & Jeff Rowley, 2024. "Bandit Algorithms for Policy Learning: Methods, Implementation, and Welfare-performance," Papers 2409.00379, arXiv.org.
• Mathur, Maya B & Shpitser, Ilya, 2024. "Imputation without nightMARs: Graphical criteria for valid imputation of missing data," OSF Preprints zqne9, Center for Open Science.
• Keyon Vafa & Susan Athey & David M. Blei, 2024. "Estimating Wage Disparities Using Foundation Models," Papers 2409.09894, arXiv.org.
• Omer Faruk Akbal, 2024. "Regime-Switching Factor Models and Nowcasting with Big Data," IMF Working Papers 2024/190, International Monetary Fund.
• Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024. "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers 24-003/III, Tinbergen Institute.
• Peilun He & Gareth W. Peters & Nino Kordzakhia & Pavel V. Shevchenko, 2024. "State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing," Papers 2409.00348, arXiv.org, revised Sep 2024.
• Velasco, Sofia, 2024. "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series 2983, European Central Bank.