Report NEP-ETS-2024-01-08
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org, revised Dec 2024.
- Clarke, Damian & Torres, Nicolás Paris & Villena-Roldan, Benjamin, 2023. "(Frisch-Waugh-Lovell)' On the Estimation of Regression Models by Row," IZA Discussion Papers 16630, Institute of Labor Economics (IZA).
- Robert Stok & Paul Bilokon, 2023. "From Deep Filtering to Deep Econometrics," Papers 2311.06256, arXiv.org.
- David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack Porter & Luther Yap, 2023. "Robust Conditional Wald Inference for Over-Identified IV," Papers 2311.15952, arXiv.org.