Printed from https://ideas.repec.org/n/nep-ecm/2025-03-17.html
Report NEP-ECM-2025-03-17
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:
- Blaise Melly & Martina Pons, 2025, "Minimum Distance Estimation of Quantile Panel Data Models," Papers, arXiv.org, number 2502.18242, Feb.
- Tomohiro Ando & Jushan Bai & Kunpeng Li & Yong Song, 2025, "Bayesian inference for dynamic spatial quantile models with interactive effects," Papers, arXiv.org, number 2503.00772, Mar, revised Jun 2025.
- Javier Viviens, 2025, "Estimating the Intensive Margin Effect in Panel Data Settings," Papers, arXiv.org, number 2502.08614, Feb, revised Feb 2026.
- Kosuke Imai & Michael Lingzhi Li, 2025, "Comment on "Generic machine learning inference on heterogeneous treatment effects in randomized experiments."," Papers, arXiv.org, number 2502.06758, Feb.
- Item repec:osf:socarx:dzayg_v1 is not listed on IDEAS anymore
- Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2025, "Grouped fixed effects regularization for binary choice models," Papers, arXiv.org, number 2502.06446, Feb, revised Nov 2025.
- Richard Gerlach & Antonio Naimoli & Giuseppe Storti, 2025, "Using quantile time series and historical simulation to forecast financial risk multiple steps ahead," Papers, arXiv.org, number 2502.20978, Feb, revised Mar 2025.
- Keunwoo Lim & Ting Ye & Fang Han, 2025, "A sliced Wasserstein and diffusion approach to random coefficient models," Papers, arXiv.org, number 2502.04654, Feb, revised Apr 2025.
- Yu Fu & Michael Stanley Smith & Anastasios Panagiotelis, 2025, "Vector Copula Variational Inference and Dependent Block Posterior Approximations," Papers, arXiv.org, number 2503.01072, Mar, revised Oct 2025.
- Yuan Liao & Xinjie Ma & Andreas Neuhierl & Linda Schilling, 2025, "The Uncertainty of Machine Learning Predictions in Asset Pricing," Papers, arXiv.org, number 2503.00549, Mar.
- Angelo Milfont & Alvaro Veiga, 2025, "Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension," Papers, arXiv.org, number 2502.20816, Feb, revised Apr 2025.
- Yanhao & Wei & Zhenling Jiang, 2025, "Estimating Parameters of Structural Models Using Neural Networks," Papers, arXiv.org, number 2502.04945, Feb.
- Hossein Hassani & Leila Marvian Mashhad & Manuela Royer-Carenzi & Mohammad Reza Yeganegi & Nadejda Komendantova, 2025, "White Noise and Its Misapplications: Impacts on Time Series Model Adequacy and Forecasting," Post-Print, HAL, number hal-04937317, Feb, DOI: 10.3390/forecast7010008.
- Michael Pfarrhofer & Anna Stelzer, 2025, "Scenario Analysis with Multivariate Bayesian Machine Learning Models," Papers, arXiv.org, number 2502.08440, Feb, revised Nov 2025.
- Yuya Sasaki, 2025, "GMM and M Estimation under Network Dependence," Papers, arXiv.org, number 2503.00290, Feb, revised Mar 2026.
- Corral Rodas,Paul Andres & Henderson,Heath Linn & Segovia Juarez,Sandra Carolina, 2023, "Poverty Mapping in the Age of Machine Learning," Policy Research Working Paper Series, The World Bank, number 10429, May.
- Xiangdong Liu & Sicheng Fu & Shaopeng Hong, 2025, "Forecasting realized volatility in the stock market: a path-dependent perspective," Papers, arXiv.org, number 2503.00851, Mar, revised Nov 2025.
- Chen Tong & Peter Reinhard Hansen, 2025, "Dynamic Factor Correlation Model," Papers, arXiv.org, number 2503.01080, Mar.
- Item repec:osf:socarx:4ewv3_v1 is not listed on IDEAS anymore
- Yitong Duan & Weiran Wang & Jian Li, 2025, "FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction," Papers, arXiv.org, number 2502.05218, Feb.