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Report NEP-ECM-2025-02-17
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:
- Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025, "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers, arXiv.org, number 2501.18467, Jan.
- Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "Robust Multivariate Observation-Driven Filtering for a Common Stochastic Trend: Theory and Application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-062/III, Nov.
- Dongwoo Kim & Young Jun Lee, 2025, "Point-identifying semiparametric sample selection models with no excluded variable," CeMMAP working papers, Institute for Fiscal Studies, number 07/25, Feb, DOI: 10.47004/wp.cem.2025.0725.
- Nathan Canen & Kyungchul Song, 2025, "Simple Inference on a Simplex-Valued Weight," Papers, arXiv.org, number 2501.15692, Jan, revised Jan 2026.
- Tibor Szendrei, 2025, "Crossing penalised CAViaR," Papers, arXiv.org, number 2501.10564, Jan.
- Alex H. Martinez & Brian Christensen & Elizabeth F. Sutton & Andrew G. Chapple, 2025, "A Comparison of Bayesian and Frequentist Variable Selection Methods for Estimating Average Treatment Effects in Logistic Regression," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2025/01, Mar.
- Songnian Chen & Junlong Feng, 2025, "Universal Factor Models," Papers, arXiv.org, number 2501.15761, Jan, revised Feb 2026.
- Ruonan Xu & Xiye Yang, 2025, "Influence Function: Local Robustness and Efficiency," Papers, arXiv.org, number 2501.15307, Jan.
- Matthew A. Masten & Alexandre Poirier & Muyang Ren, 2025, "A General Approach to Relaxing Unconfoundedness," Papers, arXiv.org, number 2501.15400, Jan.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Noah Stegehuis, 2024, "Mitigating Estimation Risk: a Data-Driven Fusion of Experimental and Observational Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-066/III, Nov.
- Stéphane Surprenant, 2025, "Quantile VARs and Macroeconomic Risk Forecasting," Staff Working Papers, Bank of Canada, number 25-4, Jan, DOI: 10.34989/swp-2025-4.
- Chris Naubert, 2025, "Differentiable, Filter Free Bayesian Estimation of DSGE Models Using Mixture Density Networks," Staff Working Papers, Bank of Canada, number 25-3, Jan, DOI: 10.34989/swp-2025-3.
- Jaap H. Abbring & Victor Chernozhukov & Iv'an Fern'andez-Val, 2025, "Philip G. Wright, directed acyclic graphs, and instrumental variables," Papers, arXiv.org, number 2501.16395, Jan, revised Mar 2025.
- Zaka Ratsimalahelo, 2024, "Re examining confidence intervals for ratios of parameters," Working Papers, CRESE, number 2024-20, Dec.
- Capilla, Javier & Alcaraz, Alba & Valarezo, à ngel & GarcÃa-Hiernaux, Alfredo & Pérez Amaral, Teodosio, 2025, "Eco-RETINA: a green flexible algorithm for model building," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2025-01.
- Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.