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.

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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 852, University of Gothenburg, Department of Economics.
• 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 202414, University of Kansas, Department of Economics.
• Helmut Lütkepohl & Till Strohsal, 2025. "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin 2110, DIW Berlin, German Institute for Economic Research.
• Lutz Kilian, 2025. "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers 2507, Federal Reserve Bank of Dallas.
• Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025. "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202507, University of Kansas, Department of Economics.
• Kirill Borusyak & Peter Hull & Mauricio Caceres Bravo, 2025. "Estimating demand with recentered instruments," CeMMAP working papers 10/25, Institute for Fiscal Studies.
• Abe, Makoto, 2025. "Probability-based A/B testing with Adaptive Minimax Regret (AMR) criterion for long-term customer metrics," CIRJE J-Series CIRJE-J-313, CIRJE, Faculty of Economics, University of Tokyo.
• Klinenberg, Danny & Berman, Eli & Klor, Esteban, 2025. "Timing is Everything: A New Way to Estimate Strategic Behavior," Institute on Global Conflict and Cooperation, Working Paper Series qt50087695, Institute on Global Conflict and Cooperation, University of California.