Report NEP-ECM-2022-09-26

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:

• Yi Zhang & Eli Ben-Michael & Kosuke Imai, 2022. "Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs," Papers 2208.13323, arXiv.org, revised Sep 2024.
• Kun Yi & Yoshihiko Nishiyama, 2022. "Smoothed bootstrapping kernel density estimation under higher order kernel," KIER Working Papers 1081, Kyoto University, Institute of Economic Research.
• Bonsoo Koo & Seojeong Lee & Myung Hwan Seo, 2022. "What Impulse Response Do Instrumental Variables Identify?," Papers 2208.11828, arXiv.org, revised Aug 2023.
• Kazuhiko Hayakawa & Takashi Yamagata, 2022. "Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations," ISER Discussion Paper 1188, Institute of Social and Economic Research, Osaka University.
• Ibtihal Ferwana & Lav R. Varshney, 2022. "Optimal Recovery for Causal Inference," Papers 2208.06729, arXiv.org, revised Dec 2023.
• Marc Hallin & Hang Liu, 2022. "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES 2022-27, ULB -- Universite Libre de Bruxelles.
• Sung Hoon Choi & Donggyu Kim, 2022. "Large Volatility Matrix Analysis Using Global and National Factor Models," Papers 2208.12323, arXiv.org, revised Dec 2022.
• Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
• Sebastian Galiani & Brian Quistorff, 2022. "Assessing External Validity in Practice," NBER Working Papers 30398, National Bureau of Economic Research, Inc.
• Barrera, Carlos, 2022. "Characterizing the Anchoring Effects of Official Forecasts on Private Expectations," MPRA Paper 114258, University Library of Munich, Germany.
• Julian Granna & Wolfgang Brunauer & Stefan Lang, 2022. "Proposing a global model to manage the bias-variance tradeoff in the context of hedonic house price models," Working Papers 2022-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Poon, Aubrey & Zhu, Dan, 2022. "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers 2022:11, Örebro University, School of Business.
• Rodrigo Alfaro & Mathias Drehmann, 2022. "The Holt-Winters filter and the one-sided HP filter: A close correspondence," Working Papers Central Bank of Chile 959, Central Bank of Chile.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
• Jun Lu & Danny Ding, 2022. "A Hybrid Approach on Conditional GAN for Portfolio Analysis," Papers 2208.07159, arXiv.org.
• Xavier Brouty & Matthieu Garcin, 2022. "A statistical test of market efficiency based on information theory," Papers 2208.11976, arXiv.org.
• Danial Saef & Yuanrong Wang & Tomaso Aste, 2022. "Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing," Papers 2208.12614, arXiv.org, revised Sep 2022.