Report NEP-ECM-2024-12-23

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:

• Gayani Rathnayake & Akanksha Negi & Otavio Bartalotti & Xueyan Zhao, 2024. "Difference-in-Differences with Sample Selection," Papers 2411.09221, arXiv.org, revised Dec 2024.
• Kenichiro Shiraya & Kanji Suzuki & Tomohisa Yamakami, 2024. "New approaches of the DCC-GARCH residual: Application to foreign exchange rates," Papers 2411.08246, arXiv.org.
• Haoyu Chen & Tiantian Mao & Fan Yang, 2024. "Estimation of the Adjusted Standard-deviatile for Extreme Risks," Papers 2411.07203, arXiv.org.
• Wenchao Xu & Xinyu Zhang, 2024. "On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included," Papers 2411.09258, arXiv.org.
• Mathur, Maya B & Shpitser, Ilya, 2024. "Pitfalls of imputing using incomplete auxiliary variables," OSF Preprints c3zrh, Center for Open Science.
• Kranz, Sebastian, 2024. "From Replications to Revelations: Heteroskedasticity-Robust Inference," MPRA Paper 122724, University Library of Munich, Germany.
• Sokbae Lee, 2024. "The ET Interview: Professor Joel L. Horowitz," Papers 2411.00886, arXiv.org.
• Stephen J. Redding, 2024. "Quantitative Urban Economics," NBER Working Papers 33130, National Bureau of Economic Research, Inc.