Report NEP-ECM-2024-12-16

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:

• Masahiro Kato, 2024. "A Note on Doubly Robust Estimator in Regression Continuity Designs," Papers 2411.07978, arXiv.org, revised Dec 2024.
• Daniele Ballinari & Alexander Wehrli, 2024. "Semiparametric inference for impulse response functions using double/debiased machine learning," Papers 2411.10009, arXiv.org.
• Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2024. "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly," Papers 2411.10415, arXiv.org, revised Dec 2024.
• Irene Botosaru & Isaac Loh & Chris Muris, 2024. "An Adversarial Approach to Identification," Papers 2411.04239, arXiv.org, revised Dec 2024.
• Fan Wu & Yi Xin, 2024. "Estimating Nonseparable Selection Models: A Functional Contraction Approach," Papers 2411.01799, arXiv.org.
• Myunghyun Song, 2024. "Identification and Inference in General Bunching Designs," Papers 2411.03625, arXiv.org, revised Nov 2024.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024. "A Jackknife Variance Estimator for Panel Regressions," Staff Reports 1133, Federal Reserve Bank of New York.
• Heshani Madigasekara & D. S. Poskitt & Lina Zhang & Xueyan Zhao, 2024. "Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions," Papers 2411.04450, arXiv.org.
• Sihui Zhao & Xinbo Wang & Lin Liu & Xin Zhang, 2024. "Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions," Papers 2411.08491, arXiv.org, revised Dec 2024.
• Haowen Bao & Yongmiao Hong & Yuying Sun & Shouyang Wang, 2024. "Sparse Interval-valued Time Series Modeling with Machine Learning," Papers 2411.09452, arXiv.org.
• Philipp Gersing, 2024. "A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)," Papers 2410.20885, arXiv.org.
• Amilcar Velez, 2024. "On the Asymptotic Properties of Debiased Machine Learning Estimators," Papers 2411.01864, arXiv.org.
• Ying-Ying Lee & Chu-An Liu, 2024. "Lee Bounds with a Continuous Treatment in Sample Selection," Papers 2411.04312, arXiv.org.
• Apoorva Lal, 2024. "Does Regression Produce Representative Causal Rankings?," Papers 2411.02675, arXiv.org.
• Filip Obradovi'c, 2024. "Identification of Long-Term Treatment Effects via Temporal Links, Observational, and Experimental Data," Papers 2411.04380, arXiv.org.
• Roberto Casarin & Antonio Peruzzi, 2024. "Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes," Papers 2411.02531, arXiv.org, revised Nov 2024.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024. "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports 1132, Federal Reserve Bank of New York.
• Tanmoy Das & Dohyeon Lee & Arnab Sinha, 2024. "Improving precision of A/B experiments using trigger intensity," Papers 2411.03530, arXiv.org.
• Yuehao Bai & Max Tabord-Meehan, 2024. "Sharp Testable Implications of Encouragement Designs," Papers 2411.09808, arXiv.org.
• Augusto Cerqua & Marco Letta & Gabriele Pinto, 2024. "On the (Mis)Use of Machine Learning with Panel Data," Papers 2411.09218, arXiv.org.
• Ziming Lin & Fang Han, 2024. "On the consistency of bootstrap for matching estimators," Papers 2410.23525, arXiv.org, revised Nov 2024.
• Onil Boussim, 2024. "Changes-In-Changes For Discrete Treatment," Papers 2411.01617, arXiv.org.
• Caio Waisman, 2024. "Bayesian estimation of finite mixtures of Tobit models," Papers 2411.09771, arXiv.org.
• Luo, Nanyu & Ji, Feng & Han, Yuting & He, Jinbo & Zhang, Xiaoya, 2024. "Fitting item response theory models using deep learning computational frameworks," OSF Preprints tjxab, Center for Open Science.
• Yechan Park & Yuya Sasaki, 2024. "Matching $\leq$ Hybrid $\leq$ Difference in Differences," Papers 2411.07952, arXiv.org.
• Philipp Gersing, 2024. "On the Existence of One-Sided Representations in the Generalised Dynamic Factor Model," Papers 2410.18159, arXiv.org.