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Report NEP-ECM-2025-05-05
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:
- Yihong Xu & Li Zheng, 2025, "Quantile Treatment Effects in High Dimensional Panel Data," Papers, arXiv.org, number 2504.00785, Apr, revised Jun 2025.
- Alberto Abadie & Anish Agarwal & Devavrat Shah, 2025, "A Causal Inference Framework for Data Rich Environments," Papers, arXiv.org, number 2504.01702, Apr.
- Monika Avila-Marquez, 2025, "Weak instrumental variables due to nonlinearities in panel data: A Super Learner Control Function estimator," Papers, arXiv.org, number 2504.03228, Apr, revised Mar 2026.
- Qin Fang & Shaojun Guo & Yang Hong & Xinghao Qiao, 2025, "On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs," Papers, arXiv.org, number 2504.01535, Apr.
- Paulo M.M. Rodrigues & Vivien Less & Philipp Sibbertsen, 2025, "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Working Papers, Banco de Portugal, Economics and Research Department, number w202503.
- Haoze Hou & Wei Huang & Zheng Zhang, 2025, "Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution," Papers, arXiv.org, number 2504.01761, Apr.
- Paul Haimerl & Stephan Smeekes & Ines Wilms, 2025, "Estimation of Latent Group Structures in Time-Varying Panel Data Models," Papers, arXiv.org, number 2503.23165, Mar, revised Nov 2025.
- Gilles Crommen & Jad Beyhum & Ingrid Van Keilegom, 2025, "Estimation of the complier causal hazard ratio under dependent censoring," Papers, arXiv.org, number 2504.02096, Apr.
- David Van Dijcke, 2025, "Regression Discontinuity Design with Distribution-Valued Outcomes," Papers, arXiv.org, number 2504.03992, Apr.
- Jiehan Liu & Ziyi Liu & Yiqing Xu, 2025, "A Practical Guide to Estimating Conditional Marginal Effects: Modern Approaches," Papers, arXiv.org, number 2504.01355, Apr, revised Dec 2025.
- Peter C. B. Phillips & Liang Jiang, 2025, "Cross Section Curve Data Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2439, Apr.
- Item repec:osf:socarx:4bw9e_v3 is not listed on IDEAS anymore
- Mittag, Nikolas, 2025, "OLS with Heterogeneous Coefficients," IZA Discussion Papers, IZA Network @ LISER, number 17856, Apr.
- Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Working Papers, University of Macau, Faculty of Business Administration, number 202528, Apr.
- Item repec:osf:socarx:3mfzq_v2 is not listed on IDEAS anymore
- Scott Kostyshak, 2025, "Flatness-Robust Critical Bandwidth," Papers, arXiv.org, number 2504.03594, Apr.
- Simon Hirsch, 2025, "Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting," Papers, arXiv.org, number 2504.02518, Apr, revised Oct 2025.
- Jiafeng Chen, 2025, "Reinterpreting demand estimation," Papers, arXiv.org, number 2503.23524, Mar, revised Nov 2025.
- Dzemski, Andreas & Farago, Adam & Hjalmarsson, Erik & Kiss, Tamas, 2025, "Long-Run Stock Return Distributions: Empirical Inference and Uncertainty," Working Papers in Economics, University of Gothenburg, Department of Economics, number 853, Apr.
- Davide Luparello, 2025, "Two Level Nested and Sequential Logit," Papers, arXiv.org, number 2503.21808, Mar, revised Mar 2025.
- Claudia Kluppelberg & Mario Krali, 2025, "Causal analysis of extreme risk in a network of industry portfolios," Papers, arXiv.org, number 2504.00523, Apr, revised Sep 2025.