Report NEP-ECM-2024-03-18

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
• Stauskas, Ovidijus & De Vos, Ignace, 2024. "Handling Distinct Correlated Effects with CCE," MPRA Paper 120194, University Library of Munich, Germany.
• Masayuki Sawada & Takuya Ishihara & Daisuke Kurisu & Yasumasa Matsuda, 2024. "Local-Polynomial Estimation for Multivariate Regression Discontinuity Designs," Papers 2402.08941, arXiv.org.
• Chotipong Charoensom, 2024. "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers 217, Puey Ungphakorn Institute for Economic Research.
• Tobias Ruttenauer & Ozan Aksoy, 2024. "When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators," Papers 2402.09928, arXiv.org, revised Apr 2024.
• Jooyoung Cha, 2024. "Local Projections Inference with High-Dimensional Covariates without Sparsity," Papers 2402.07743, arXiv.org, revised Oct 2024.
• Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille & Gonzalo Vazquez-Bare, 2024. "Difference-in-Differences Estimators with Continuous Treatments and no Stayers," Papers 2402.05432, arXiv.org.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Jochmans, Koen, 2024. "Nonparametric Identification And Estimation of Stochastic Block Models From Many Small Networks”," TSE Working Papers 24-1514, Toulouse School of Economics (TSE).
• Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024. "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers 2402.04674, arXiv.org.
• Yiqi Liu & Francesca Molinari, 2024. "Inference for an Algorithmic Fairness-Accuracy Frontier," Papers 2402.08879, arXiv.org.
• Jungjun Choi & Ming Yuan, 2024. "High Dimensional Factor Analysis with Weak Factors," Papers 2402.05789, arXiv.org.
• Fabrizio Ghezzi & Eduardo Rossi & Lorenzo Trapani, 2024. "Fast Online Changepoint Detection," Papers 2402.04433, arXiv.org.
• Rangika Peiris & Chao Wang & Richard Gerlach & Minh-Ngoc Tran, 2024. "Semi-parametric financial risk forecasting incorporating multiple realized measures," Papers 2402.09985, arXiv.org, revised Dec 2024.
• Sobin Joseph & Shashi Jain, 2024. "Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes," Papers 2402.04740, arXiv.org.
• Zongwu Cai & Hongwei Mei & Rui Wang, 2024. "Model Specification Tests of Heterogenous Agent Models with Aggregate Shocks under Partial Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202405, University of Kansas, Department of Economics, revised Feb 2024.
• Connor R. Forsythe & Cristian Arteaga & John P. Helveston, 2024. "The Heterogeneous Aggregate Valence Analysis (HAVAN) Model: A Flexible Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis," Papers 2402.00184, arXiv.org.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
• Ryan T. Godwin, 2024. "One-inflated zero-truncated count regression models," Papers 2402.02272, arXiv.org.
• Stefano Pietrosanti & Edoardo Rainone, 2023. "Connecting the dots: the network nature of shocks propagation in credit markets," Temi di discussione (Economic working papers) 1436, Bank of Italy, Economic Research and International Relations Area.
• Luofeng Liao & Christian Kroer & Sergei Leonenkov & Okke Schrijvers & Liang Shi & Nicolas Stier-Moses & Congshan Zhang, 2024. "Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis," Papers 2402.07322, arXiv.org.