Printed from https://ideas.repec.org/n/nep-ecm/2025-02-24.html
Report NEP-ECM-2025-02-24
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:
- Oriol Gonzalez-Casasus & Frank Schorfheide, 2025, "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-003, Feb.
- Hiroaki Kaido & Yi Zhang, 2025, "Universal Inference for Incomplete Discrete Choice Models," Papers, arXiv.org, number 2501.17973, Jan.
- Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2025, "Panel Data Estimation and Inference: Homogeneity versus Heterogeneity," Papers, arXiv.org, number 2502.03019, Feb, revised Jul 2025.
- Man Fung Leung & Kin Wai Chan & Xiaofeng Shao, 2025, "Online Generalized Method of Moments for Time Series," Papers, arXiv.org, number 2502.00751, Feb.
- Chun Pong Lau, 2025, "Combining Clusters for the Approximate Randomization Test," Papers, arXiv.org, number 2502.03865, Feb.
- Toshiki Tsuda & Yanchun Jin & Ryo Okui, 2025, "Uniform Confidence Band for Marginal Treatment Effect Function," Papers, arXiv.org, number 2501.17455, Jan, revised Sep 2025.
- Martin Bruns & Helmut Lütkepohl, 2025, "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2108.
- Sadegh Shirani & Yuwei Luo & William Overman & Ruoxuan Xiong & Mohsen Bayati, 2025, "Can We Validate Counterfactual Estimations in the Presence of General Network Interference?," Papers, arXiv.org, number 2502.01106, Feb, revised Oct 2025.
- Wu, Guojun & Song, Ge & Lv, Xiaoxiang & Luo, Shikai & Shi, Chengchun & Zhu, Hongtu, 2023, "DNet: distributional network for distributional individualized treatment effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122895, Aug.
- Sho Miyaji, 2025, "Triple Instrumented Difference-in-Differences," Papers, arXiv.org, number 2501.14405, Jan.
- Item repec:osf:metaar:ukvw7_v1 is not listed on IDEAS anymore
- Zhouyu Shen & Dacheng Xiu, 2025, "Can Machines Learn Weak Signals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33421, Jan.
- Oliver De Jonghe & Daniel Lewis, 2025, "Identifying heterogeneous supply and demand shocks in European credit markets," CeMMAP working papers, Institute for Fiscal Studies, number 08/25, Feb, DOI: 10.47004/wp.cem.2025.0825.
- Matteo Mogliani & Florens Odendahl, 2025, "Density forecast transformations," Working Papers, Banco de España, number 2511, Feb, DOI: https://doi.org/10.53479/38959.