Report NEP-ECM-2024-04-29

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:

• Felix Chan & Laszlo Matyas & Agoston Reguly, 2024. "Modelling with Discretized Variables," Papers 2403.15220, arXiv.org.
• Kimoto, Ryo & Otsu, Taisuke, 2022. "Inference on conditional moment restriction models with generated variables," LSE Research Online Documents on Economics 114264, London School of Economics and Political Science, LSE Library.
• Luis E. Candelaria & Yichong Zhang, 2024. "Robust Inference in Locally Misspecified Bipartite Networks," Papers 2403.13725, arXiv.org.
• Danyang Huang & Ziyi Kong & Shuyuan Wu & Hansheng Wang, 2024. "Privacy-Protected Spatial Autoregressive Model," Papers 2403.16773, arXiv.org, revised Jul 2024.
• Jens Klooster & Mikhail Zhelonkin, 2024. "Resistant Inference in Instrumental Variable Models," Papers 2403.16844, arXiv.org.
• Kirill S. Evdokimov & Andrei Zeleneev, 2024. "Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables," Papers 2403.11309, arXiv.org.
• Cui Rui & Li Yuhao, 2024. "Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection," Papers 2403.10352, arXiv.org.
• Supriya Tiwari & Pallavi Basu, 2024. "Quasi-randomization tests for network interference," Papers 2403.16673, arXiv.org, revised Oct 2024.
• Gustavo Fruet Dias & Karsten Schweiker, 2024. "Integrated Variance Estimation for Assets Traded in Multiple Venues," University of East Anglia School of Economics Working Paper Series 2024-04, School of Economics, University of East Anglia, Norwich, UK..
• Mikkel Bennedsen & Kim Christensen & Peter Christensen, 2024. "Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility," Papers 2403.12653, arXiv.org.
• Dante Amengual & Gariele Fiorentini & Enrique Sentan, 2024. "Information matrix tests for multinomial logit models," Working Papers wp2024_2406, CEMFI.
• Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "Fused LASSO as Non-Crossing Quantile Regression," Papers 2403.14036, arXiv.org, revised Aug 2024.
• Sunny Karim & Matthew D. Webb & Nichole Austin & Erin Strumpf, 2024. "Difference-in-Differences with Unpoolable Data," Papers 2403.15910, arXiv.org, revised Oct 2024.
• Aparajithan Venkateswaran & Anirudh Sankar & Arun G. Chandrasekhar & Tyler H. McCormick, 2024. "Robustly estimating heterogeneity in factorial data using Rashomon Partitions," Papers 2404.02141, arXiv.org, revised Aug 2024.
• Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2024. "Flexible Analysis of Individual Heterogeneity in Event Studies: Application to the Child Penalty," Papers 2403.19563, arXiv.org.
• Markku Lanne & Savi Virolainen, 2024. "A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks," Papers 2403.14216, arXiv.org, revised Jul 2024.
• David Ardia & S'ebastien Laurent & Rosnel Sessinou, 2024. "High-Dimensional Mean-Variance Spanning Tests," Papers 2403.17127, arXiv.org.
• Yechan Park & Yuya Sasaki, 2024. "The Informativeness of Combined Experimental and Observational Data under Dynamic Selection," Papers 2403.16177, arXiv.org.
• Dai, Yongsheng & Wang, Hui & Rafferty, Karen & Spence, Ivor & Quinn, Barry, 2024. "TDSRL: Time Series Dual Self-Supervised Representation Learning for Anomaly Detection from Different Perspectives," QBS Working Paper Series 2024/03, Queen's University Belfast, Queen's Business School.
• Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024. "Oil price shocks in real time," Temi di discussione (Economic working papers) 1448, Bank of Italy, Economic Research and International Relations Area.