Report NEP-ECM-2024-12-02

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:

• Fotso, Chris Toumping & Sibbertsen, Philipp, 2024. "Block Whittle Estimation of Time Varying Stochastic Regression Models with Long Memory," Hannover Economic Papers (HEP) dp-730, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Philip Marx & Elie Tamer & Xun Tang, 2024. "Heterogeneous Intertemporal Treatment Effects via Dynamic Panel Data Models," Papers 2410.19060, arXiv.org.
• Michel F. C. Haddad & Martin Huber & Lucas Z. Zhang, 2024. "Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning," Papers 2410.21105, arXiv.org.
• Liudas Giraitis & George Kapetanios & Yufei Li, 2024. "Regression Modelling under General Heterogeneity," Working Papers 983, Queen Mary University of London, School of Economics and Finance.
• Shakeeb Khan & Elie Tamer & Qingsong Yao, 2024. "Inference on High Dimensional Selective Labeling Models," Papers 2410.18381, arXiv.org, revised Oct 2024.
• Attia, Iman M., 2024. "A New One Parameter Unit Distribution: Median Based Unit Rayleigh (MBUR): Parametric Quantile Regression Model," OSF Preprints x9qnt, Center for Open Science.
• Andreas Petrou-Zeniou & Azeem M. Shaikh, 2024. "Inference on Multiple Winners with Applications to Microcredit and Economic Mobility," Papers 2410.19212, arXiv.org.
• Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024. "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers 24-069/III, Tinbergen Institute.
• Federico Crippa & Danil Fedchenko, 2024. "Partially Identified Rankings from Pairwise Interactions," Papers 2410.18272, arXiv.org.
• Florian Huber & Christian Matthes & Michael Pfarrhofer, 2024. "General Seemingly Unrelated Local Projections," Papers 2410.17105, arXiv.org.
• Facundo Arga~naraz & Juan Carlos Escanciano, 2024. "Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE," Papers 2410.23785, arXiv.org.
• Kieran Marray, 2024. "Estimating Spillovers from Sampled Connections," Papers 2410.17154, arXiv.org.
• Dierkes, Maik & Fitter, Krischan & Sibbertsen, Philipp, 2024. "Monitoring Breaks in Fractional Cointegration," Hannover Economic Papers (HEP) dp-728, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Page, Garritt L. & San Martin, Ernesto & Torres Irribarra, David & Van Bellegem, Sébastien, 2024. "Temporally Dynamic, Cohort-Varying Value-Added Models," LIDAM Discussion Papers CORE 2024009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• A. H Nzokem, 2024. "Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data," Papers 2410.19751, arXiv.org.
• Tomas Espana & Victor Le Coz & Matteo Smerlak, 2024. "Kendall Correlation Coefficients for Portfolio Optimization," Papers 2410.17366, arXiv.org.
• Sverdrup, Erik & Wu, Han & Athey, Susan & Wager, Stefan, 2024. "Qini Curves for Multi-armed Treatment Rules," Research Papers 4216, Stanford University, Graduate School of Business.
• Hayri Alper Arslan & Brantly Callaway & Tong Li, 2024. "Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?," Papers 2410.19947, arXiv.org.
• Mansi Sharma & Steven Stern, 2024. "Generalized Weibull Distributions," Department of Economics Working Papers 24-05, Stony Brook University, Department of Economics.
• Jack Fitzgerald, 2024. "Identifying the Impact of Hypothetical Stakes on Experimental Outcomes and Treatment Effects," Tinbergen Institute Discussion Papers 24-070/I, Tinbergen Institute.
• Pietro Bogani & Matteo Fontana & Luca Neri & Simone Vantini, 2024. "Calibrated quantile prediction for Growth-at-Risk," Papers 2411.00520, arXiv.org.
• Mustafa R. K{i}l{i}nc{c} & Michael Massmann & Maximilian Ambros, 2024. "Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios," Papers 2410.10749, arXiv.org.
• Giuseppe Arbia & Vincenzo Nardelli, 2024. "Detecting Spatial Outliers: the Role of the Local Influence Function," Papers 2410.18261, arXiv.org.