Report NEP-ECM-2024-11-04

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:

• Alkis Kalavasis & Anay Mehrotra & Manolis Zampetakis, 2024. "Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening," Papers 2410.01658, arXiv.org.
• Manuel Stapper, 2024. "Accounting for Asymmetry in M-Estimation," CQE Working Papers 10924, Center for Quantitative Economics (CQE), University of Muenster.
• Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2024. "Adapting to misspecification," CeMMAP working papers 18/24, Institute for Fiscal Studies.
• Zhexiao Lin & Pablo Crespo, 2024. "Variance reduction combining pre-experiment and in-experiment data," Papers 2410.09027, arXiv.org.
• Reese, Benjamin F., 2024. "Estimating Unknown Cut-points in Regression Discontinuity and Kink Designs," SocArXiv 63tns, Center for Open Science.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024. "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series 2024-075, Board of Governors of the Federal Reserve System (U.S.).
• Robert Wojciechowski, 2024. "A Structural Approach to Growth-at-Risk," Papers 2410.04431, arXiv.org.
• Lucio Barabesi & Federico Crescenzi & Lorenzo Mori, 2024. "Theil index estimation by means of the influence function with an application to income surveys," Department of Economics University of Siena 915, Department of Economics, University of Siena.
• Xiaolin Sun & Xueyan Zhao & D. S. Poskitt, 2024. "Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps," Papers 2410.01159, arXiv.org, revised Oct 2024.
• Ignace De Vos & Gerdie Everaert, 2024. "GLS Estimation of Local Projections: Trading Robustness for Efficiency," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1095, Ghent University, Faculty of Economics and Business Administration.
• Anna Kiriliouk & Chen Zhou, 2024. "Tail Risk Analysis for Financial Time Series," Papers 2409.18643, arXiv.org.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024. "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers 2024:8, Örebro University, School of Business.
• Aknouche, Abdelhakim, 2024. "Periodically homogeneous Markov chains: The discrete state space case," MPRA Paper 122287, University Library of Munich, Germany.
• Elisa Fusco & Giuseppe Arbia & Francesco Vidoli & Vincenzo Nardelli, 2024. "On Spatio-Temporal Stochastic Frontier Models," Econometrics Working Papers Archive 2024_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Smida, Zaineb & Laurent, Thibault & Cucala, Lionel, 2024. "A Hotelling spatial scan statistic for functional data: application to economic and climate data," TSE Working Papers 24-1583, Toulouse School of Economics (TSE).
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024. "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics 44712, Universidad Carlos III de Madrid. Departamento de Economía.