Report NEP-ECM-2025-04-28

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:

• Muris, Chris & Wacker, Konstantin M., 2025. "Estimating interaction effects with panel data," GLO Discussion Paper Series 1583, Global Labor Organization (GLO).
• Cardenas Hurtado, Camilo & Moustaki, Irini & Chen, Yunxiao & Marra, Giampiero, 2025. "Generalized latent variable models for location, scale, and shape parameters," LSE Research Online Documents on Economics 127387, London School of Economics and Political Science, LSE Library.
• Demetrescu, Matei & Frondel, Manuel & Tomberg, Lukas & Vance, Colin, 2025. "Fixed effects, lagged dependent variables, and bracketing: Cautionary remarks," Ruhr Economic Papers 1151, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Felix Reichel, 2025. "On Bessel’s Correction: Unbiased Sample Variance, the “Bariance,†and a Novel Runtime-Optimized Estimator," Economics working papers 2025-06, Department of Economics, Johannes Kepler University Linz, Austria.
• João A. Bastos, 2025. "A deep learning test of the martingale difference hypothesis," Working Papers REM 2025/0374, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.