Reevaluating Causal Estimation Methods with Data from a Product Release: Eleanor Wiske Dillon
NEP/RePEc link
to paper
d.repec.org
NEP-ECM: Econometrics
@repec-nep-ecm.bsky.social
The latest working papers from RePEc. NEP report ECM (Econometrics) https://nep.repec.org/
Reevaluating Causal Estimation Methods with Data from a Product Release: Eleanor Wiske Dillon
NEP/RePEc link
to paper
d.repec.org
Recovering Counterfactual Distributions via Wasserstein GANs: Xinran Liu
NEP/RePEc link
to paper
d.repec.org
Nonlinear Dynamic Factor Analysis With a Transformer Network: Oliver Snellman
NEP/RePEc link
to paper
d.repec.org
Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test: Frank Windmeijer
NEP/RePEc link
to paper
d.repec.org
Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression: Jean-Marc Robin
NEP/RePEc link
to paper
d.repec.org
Nested Pseudo-GMM Estimation of Demand for Differentiated Products: Yao Luo
NEP/RePEc link
to paper
d.repec.org
Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance: Pedro Picchetti
NEP/RePEc link
to paper
d.repec.org
Three's a crowd: Identification challenges in the triple difference model with spillover effects: Mario Mazzocchi
NEP/RePEc link
to paper
d.repec.org
Distributional Instruments: Identification and Estimation with Quantile Least Squares: Guy Tchuente
NEP/RePEc link
to paper
d.repec.org
The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding: Yu-Chang Chen
NEP/RePEc link
to paper
d.repec.org
Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models: Akihiko Noda
NEP/RePEc link
to paper
d.repec.org
A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters: Riccardo Lucchetti
NEP/RePEc link
to paper
d.repec.org
Spectral Dynamics and Regularization for High-Dimensional Copulas: Andre Lucas
NEP/RePEc link
to paper
d.repec.org
Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter: Esther Ruiz
NEP/RePEc link
to paper
d.repec.org
Sector-Specific Supply and Demand Shocks: Joint Identification: Sergey Ivashchenko
NEP/RePEc link
to paper
d.repec.org
Stochastic Deep Learning: A Probabilistic Framework for Modeling Uncertainty in Structured Temporal Data: James Rice
NEP/RePEc link
to paper
d.repec.org
Nonlinear Regression Modeling via Machine Learning Techniques with Applications in Business and Economics: Sunil K Sapra
NEP/RePEc link
to paper
d.repec.org
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data: Jan Rosenzweig
NEP/RePEc link
to paper
d.repec.org
Estimating Duration Dependence in Job Search: the Within-Estimation Duration Bias: Jeremy Zuchuat
NEP/RePEc link
to paper
d.repec.org
Riesz Representer Fitting under Bregman Divergence: A Unified Framework for Debiased Machine Learning: Masahiro Kato
NEP/RePEc link
to paper
d.repec.org
On the falsification of instrumental variable models for heterogeneous treatment effects: Ricardo E. Miranda
NEP/RePEc link
to paper
d.repec.org
When and Why State-Dependent Local Projections Work: Valentin Winkler
NEP/RePEc link
to paper
d.repec.org
Bayesian Computation for High-dimensional Gaussian Graphical Models with Spike-and-Slab Priors: David Rossell
NEP/RePEc link
to paper
d.repec.org