Report NEP-ECM-2024-08-26

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.

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

Other reports in NEP-ECM

The following items were announced in this report:

• Patrick Ding & Guido Imbens & Zhaonan Qu & Yinyu Ye, 2024, "Computationally Efficient Estimation of Large Probit Models," Papers, arXiv.org, number 2407.09371, Jul, revised Sep 2024.
• Undral Byambadalai & Tatsushi Oka & Shota Yasui, 2024, "Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction," Papers, arXiv.org, number 2407.16037, Jul.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024, "Nonlinear Binscatter Methods," Staff Reports, Federal Reserve Bank of New York, number 1110, Aug, DOI: 10.59576/sr.1110.
• Katerina Chrysikou & George Kapetanios, 2024, "Heterogeneous Grouping Structures in Panel Data," Papers, arXiv.org, number 2407.19509, Jul.
• Malte Londschien & Peter Buhlmann, 2024, "Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets," Papers, arXiv.org, number 2407.15256, Jul, revised Mar 2026.
• Zhengyu Zhang & Zequn Jin & Lihua Lin, 2024, "Identification and inference of outcome conditioned partial effects of general interventions," Papers, arXiv.org, number 2407.16950, Jul.
• Zhang, Siliang & Chen, Yunxiao, 2024, "A note on Ising network analysis with missing data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123984, Dec.
• Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2024, "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119446, Dec.
• Florian Huber & Gary Koop & Massimiliano Marcellino & Tobias Scheckel, 2024, "Bayesian modelling of VAR precision matrices using stochastic block networks," Papers, arXiv.org, number 2407.16349, Jul.
• Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Li, Jie & Fearnhead, Paul & Fryzlewicz, Piotr & Wang, Tengyao, 2024, "Automatic change-point detection in time series via deep learning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120083, Apr.
• Martin Bruns & Helmut Lütkepohl & James McNeil, 2024, "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2095.
• Yiqing Xu & Anqi Zhao & Peng Ding, 2024, "Factorial Difference-in-Differences," Papers, arXiv.org, number 2407.11937, Jul, revised Feb 2026.
• Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2024, "Bonferroni-Type Tests for Return Predictability with Possibly Trending Predictors," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 38947, Aug.
• Agnes Norris Keiller & Áureo de Paula & John Van Reenen, 2024, "Production Function Estimation Using Subjective Expectations Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32725, Jul.
• Shuze Chen & David Simchi-Levi & Chonghuan Wang, 2024, "Improving the Estimation of Lifetime Effects in A/B Testing via Treatment Locality," Papers, arXiv.org, number 2407.19618, Jul, revised Sep 2025.
• Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024, "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_05, Aug.
• Jason R. Blevins, 2024, "Leveraging Uniformization and Sparsity for Estimation and Computation of Continuous Time Dynamic Discrete Choice Games," Papers, arXiv.org, number 2407.14914, Jul, revised Nov 2025.
• Devang Sinha & Siddhartha P. Chakrabarty, 2024, "Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application," Papers, arXiv.org, number 2407.18504, Jul.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2024, "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2024-2, Aug.
• Anders Bredahl Kock & David Preinerstorfer, 2024, "Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm," Papers, arXiv.org, number 2407.17888, Jul, revised Oct 2024.

Report NEP-ECM-2024-08-26

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.

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

Other reports in NEP-ECM

The following items were announced in this report: