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Report NEP-ECM-2025-01-20
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Victor Chernozhukov & Ben Deaner & Ying Gao & Jerry A. Hausman & Whitney Newey, 2025, "Fisher-Schultz Lecture: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 33325, Jan.
- Liying Yang & Yi Qian & Hui Xie, 2024, "Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 33265, Dec.
- Chunrong Ai & Jiawei Shan, 2025, "Efficient estimation of average treatment effects with unmeasured confounding and proxies," Papers, arXiv.org, number 2501.02214, Jan, revised Dec 2025.
- Jungbin Hwang & Yixiao Sun, 2025, "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers, University of Connecticut, Department of Economics, number 2025-01, Jan.
- Zhentong Lu & Kenichi Shimizu, 2025, "Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks," Working Papers, University of Alberta, Department of Economics, number 2025-01, Jan.
- M. Hashem Pesaran & Yimeng Xie, 2024, "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test," CESifo Working Paper Series, CESifo, number 11470.
- Akanksha Negi & Didier Nibbering, 2025, "Identification of dynamic treatment effects when treatment histories are partially observed," Papers, arXiv.org, number 2501.04853, Jan, revised Jun 2025.
- Gianluca Cubadda & Francesco Giancaterini & Stefano Grassi, 2025, "Sequential Monte Carlo for Noncausal Processes," Papers, arXiv.org, number 2501.03945, Jan.
- Kreye, Tom Jannik, 2024, "Testing for fractional cointegration in subsamples by allowing for structural breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-733, Dec.
- Pedro Isaac Chavez-Lopez & Tae-Hwy Lee, 2025, "Quantile-Covariance Three-Pass Regression Filter," Working Papers, University of California at Riverside, Department of Economics, number 202501, Jan.
- Xiaoqian Wang & Rob J Hyndman, 2024, "Online Conformal Inference for Multi-Step Time Series Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/24.
- Niousha Bagheri & Milad Ghasri & Michael Barlow, 2025, "RUM-NN: A Neural Network Model Compatible with Random Utility Maximisation for Discrete Choice Setups," Papers, arXiv.org, number 2501.05221, Jan.
- Baranowski, Rafal & Chen, Yining & Fryzlewicz, Piotr, 2024, "Multiscale autoregression on adaptively detected timescales," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126054, Oct.
- Yangzhuoran Fin Yang & Rob J Hyndman & George Athanasopoulos & Anastasios Panagiotelis, 2024, "Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/24.
- Abbas, Yasser & Daouia, Abdelaati & Nemouchi, Boutheina & Stupfler, Gilles, 2025, "Tail expectile-VaR estimation in the semiparametric Generalized Pareto model," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1607, Jan.
- Youngjin Hong & In Kyung Kim & Kyoo il Kim, 2025, "An Instrumental Variables Approach to Testing Firm Conduct under a Bertrand-Nash Framework," Papers, arXiv.org, number 2501.05022, Jan, revised Jul 2025.
- Nuwani K Palihawadana & Rob J Hyndman & Xiaoqian Wang, 2024, "Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/24.
- Roy Cerqueti & Paolo Maranzano & Raffaele Mattera, 2024, "Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe," Papers, arXiv.org, number 2407.15874, Jul.
- Christopher P. Chambers & Yusufcan Masatlioglu & Christopher Turansick, 2025, "Revealed Social Networks," Papers, arXiv.org, number 2501.02609, Jan, revised Jun 2025.
- Tseng, Yen-hsuan, 2025, "Recovering Unobserved Network Links from Aggregated Relational Data: Discussions on Bayesian Latent Surface Modeling and Penalized Regression," MPRA Paper, University Library of Munich, Germany, number 123164, Jan.
- S. A. Adedayo, 2025, "Re-examining Granger Causality from Causal Bayesian Networks Perspective," Papers, arXiv.org, number 2501.02672, Jan.
- H. Spencer Banzhaf, 2024, "Valuing Policy Characteristics and New Products using a Simple Linear Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 33225, Dec.
- Xiaoqian Wang & Rob J Hyndman & Shanika Wickramasuriya, 2024, "Optimal Forecast Reconciliation with Time Series Selection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/24.
- Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126151, Feb.
- Joshua D. Angrist & Bruno Ferman & Carol Gao & Peter Hull & Otavio L. Tecchio & Robert W. Yeh, 2025, "Instrumental Variables with Time-Varying Exposure: New Estimates of Revascularization Effects on Quality of Life," Papers, arXiv.org, number 2501.01623, Jan.