Report NEP-ECM-2023-03-20

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:

• Ziwei Mei & Liugang Sheng & Zhentao Shi, 2023. "Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think," Papers 2302.13455, arXiv.org, revised Oct 2023.
• Han, Jinyue & Wang, Jun & Gao, Wei & Tang, Man-Lai, 2023. "Estimation of the directions for unknown parameters in semiparametric models," MPRA Paper 116365, University Library of Munich, Germany.
• Zhenhong Huang & Chen Wang & Jianfeng Yao, 2023. "A specification test for the strength of instrumental variables," Papers 2302.14396, arXiv.org.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023. "Copula-based estimation of health inequality measures with an application to COVID-19," University of East Anglia School of Economics Working Paper Series 2023-01, School of Economics, University of East Anglia, Norwich, UK..
• Achille Nazaret & Claudia Shi & David M. Blei, 2023. "On the Misspecification of Linear Assumptions in Synthetic Control," Papers 2302.12777, arXiv.org.
• Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023. "Disentangling Structural Breaks in High Dimensional Factor Models," CAMA Working Papers 2023-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jadidzadeh, Ali, 2022. "An Application of Smooth Transition Regression Models to Homeless Research," MPRA Paper 116356, University Library of Munich, Germany.
• Dovern, Jonas & Glas, Alexander & Kenny, Geoff, 2023. "Testing for differences in survey-based density expectations: A compositional data approach," Working Papers 39, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Caio Waisman & Brett R. Gordon, 2023. "Multi-cell experiments for marginal treatment effect estimation of digital ads," Papers 2302.13857, arXiv.org, revised Jan 2024.
• Celia Gil-Bermejo Lazo & Jorge Onrubia Fernández & Antonio Jesús Sánchez Fuentes, 2022. "Graphical modelling of multivariate panel data models," Working Papers del Instituto Complutense de Estudios Internacionales 2202, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
• Dongwoo Kim & Pallavi Pal, 2023. "Nonparametric estimation of sponsored search auctions and impacts of ad quality on search revenue," CeMMAP working papers 05/23, Institute for Fiscal Studies.
• De Bacco, Caterina & Contisciani, Martina & Cardoso Silva, Jon & Safdari, Hadiseh & Borges, Gabriela Lima & Baptista, Diego & Sweet, Tracy & Young, Jean-Gabriel & Jeremy, Koster & Ross, Cody T & McElr, 2023. "Latent network models to account for noisy, multiply reported social network data," LSE Research Online Documents on Economics 117271, London School of Economics and Political Science, LSE Library.
• Raluca Ursu & Stephan Seiler & Elisabeth Honka, 2023. "The Sequential Search Model: A Framework for Empirical Research," CESifo Working Paper Series 10264, CESifo.
• Emir Malikov & Jingfang Zhang & Shunan Zhao & Subal C. Kumbhakar, 2023. "Accounting for Cross-Location Technological Heterogeneity in the Measurement of Operations Efficiency and Productivity," Papers 2302.13430, arXiv.org.
• Manganelli, Simone, 2023. "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series 2786, European Central Bank.
• Michail Tsagris & Omar Alzeley, 2023. "Circular and Spherical Projected Cauchy Distributions," Working Papers 2305, University of Crete, Department of Economics.