Report NEP-ECM-2024-06-24

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:

• Yu Hao & Hiroyuki Kasahara, 2024. "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence," Papers 2405.12467, arXiv.org.
• Hao Zeng & Wei Zhong & Xingbai Xu, 2024. "Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction," Papers 2405.15600, arXiv.org, revised Sep 2024.
• Sho Miyaji, 2024. "Instrumented Difference-in-Differences with Heterogeneous Treatment Effects," Papers 2405.12083, arXiv.org, revised Jul 2024.
• Julius Schäper & Rainer Winkelmann, 2024. "Random effects panel data models with known heteroskedasticity," ECON - Working Papers 445, Department of Economics - University of Zurich, revised Sep 2024.
• Ege Erdil & Tamay Besiroglu & Anson Ho, 2024. "Estimating Idea Production: A Methodological Survey," Papers 2405.10494, arXiv.org.
• Chang, Jinyuan & Hu, Qiao & Kolaczyk, Eric D. & Yao, Qiwei & Yi, Fengting, 2024. "Edge differentially private estimation in the β-model via jittering and method of moments," LSE Research Online Documents on Economics 122099, London School of Economics and Political Science, LSE Library.
• Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
• Li, Ting & Shi, Chengchun & Lu, Zhaohua & Li, Yi & Zhu, Hongtu, 2024. "Evaluating dynamic conditional quantile treatment effects with applications in ridesharing," LSE Research Online Documents on Economics 122488, London School of Economics and Political Science, LSE Library.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2024. "Double Robustness of Local Projections and Some Unpleasant VARithmetic," Papers 2405.09509, arXiv.org, revised Aug 2024.
• Douglas L. Miller & Francesca Molinari & Jorg Stoye, 2024. "Testing Sign Congruence Between Two Parameters," Papers 2405.11759, arXiv.org, revised Jun 2024.
• Michael Lechner & Jana Mareckova, 2024. "Comprehensive Causal Machine Learning," Papers 2405.10198, arXiv.org.
• Romero, Eva, 2024. "Fitting complex stochastic volatility models using Laplace approximation," DES - Working Papers. Statistics and Econometrics. WS 43947, Universidad Carlos III de Madrid. Departamento de Estadística.
• Krist'of N'emeth & D'aniel Hadh'azi, 2024. "Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout," Papers 2405.15579, arXiv.org.
• Andrii Melnychuk, 2024. "Synthetic Controls with spillover effects: A comparative study," Papers 2405.01645, arXiv.org.
• Stefan Wager, 2024. "Sequential Validation of Treatment Heterogeneity," Papers 2405.05534, arXiv.org.
• Yuji Sakurai & Zhuohui Chen, 2024. "Forecasting Tail Risk via Neural Networks with Asymptotic Expansions," IMF Working Papers 2024/099, International Monetary Fund.
• Buczak, Philip, 2024. "fabOF: A Novel Tree Ensemble Method for Ordinal Prediction," OSF Preprints h8t4p, Center for Open Science.
• Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024. "Comparing predictive ability in presence of instability over a very short time," Papers 2405.11954, arXiv.org.
• Emily Tallman & Mike West, 2024. "Predictive Decision Synthesis for Portfolios: Betting on Better Models," Papers 2405.01598, arXiv.org.
• David Ardia & Keven Bluteau, 2024. "Optimal Text-Based Time-Series Indices," Papers 2405.10449, arXiv.org.
• Wilcox, Rand R. & Rousselet, Guillaume A, 2024. "More Reasons Why Replication Is A Difficult Issue," OSF Preprints 9amhe, Center for Open Science.