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Report NEP-ECM-2025-04-14
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:
- Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025, "Inference on effect size after multiple hypothesis testing," Working Papers in Economics, University of Gothenburg, Department of Economics, number 852, Apr.
- Ali Mehrabani, 2024, "Stein-Like Shrinkage Estimators for Coefficients of a Single-Equation in Simultaneous Equation Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202414, Oct.
- Helmut Lütkepohl & Till Strohsal, 2025, "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2110.
- Lutz Kilian, 2025, "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 2507, Feb, DOI: 10.24149/wp2507.
- Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025, "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202507, Mar.
- Kirill Borusyak & Peter Hull & Mauricio Caceres Bravo, 2025, "Estimating demand with recentered instruments," CeMMAP working papers, Institute for Fiscal Studies, number 10/25, Apr, DOI: 10.47004/wp.cem.2025.1025.
- Abe, Makoto, 2025, "Probability-based A/B testing with Adaptive Minimax Regret (AMR) criterion for long-term customer metrics," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-313, Mar.
- Klinenberg, Danny & Berman, Eli & Klor, Esteban, 2026, "Timing is Everything: A New Way to Estimate Strategic Behavior," Institute on Global Conflict and Cooperation, Working Paper Series, Institute on Global Conflict and Cooperation, University of California, number qt50087695, Feb.