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.

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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 2504.00785, arXiv.org.
• Alberto Abadie & Anish Agarwal & Devavrat Shah, 2025. "A Causal Inference Framework for Data Rich Environments," Papers 2504.01702, arXiv.org.
• Monika Avila Marquez, 2025. "Weak instrumental variables due to nonlinearities in panel data: A Super Learner Control Function estimator," Papers 2504.03228, arXiv.org, revised May 2025.
• Qin Fang & Shaojun Guo & Yang Hong & Xinghao Qiao, 2025. "On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs," Papers 2504.01535, arXiv.org.
• Paulo M.M. Rodrigues & Vivien Less & Philipp Sibbertsen, 2025. "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Working Papers w202503, Banco de Portugal, Economics and Research Department.
• Haoze Hou & Wei Huang & Zheng Zhang, 2025. "Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution," Papers 2504.01761, arXiv.org.
• Paul Haimerl & Stephan Smeekes & Ines Wilms, 2025. "Estimation of Latent Group Structures in Time-Varying Panel Data Models," Papers 2503.23165, arXiv.org.
• Gilles Crommen & Jad Beyhum & Ingrid Van Keilegom, 2025. "Estimation of the complier causal hazard ratio under dependent censoring," Papers 2504.02096, arXiv.org.
• David Van Dijcke, 2025. "Regression Discontinuity Design with Distribution-Valued Outcomes," Papers 2504.03992, arXiv.org.
• Jiehan Liu & Ziyi Liu & Yiqing Xu, 2025. "A Practical Guide to Estimating Conditional Marginal Effects: Modern Approaches," Papers 2504.01355, arXiv.org.
• Peter C. B. Phillips & Liang Jiang, 2025. "Cross Section Curve Data Autoregression," Cowles Foundation Discussion Papers 2439, Cowles Foundation for Research in Economics, Yale University.
• Item repec:osf:socarx:4bw9e_v3 is not listed on IDEAS anymore

• Mittag, Nikolas, 2025. "OLS with Heterogeneous Coefficients," IZA Discussion Papers 17856, Institute of Labor Economics (IZA).
• Markus Bibinger & Jun Yu & Chen Zhang, 2025. "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Working Papers 202528, University of Macau, Faculty of Business Administration.
• Item repec:osf:socarx:3mfzq_v2 is not listed on IDEAS anymore

• Scott Kostyshak, 2025. "Flatness-Robust Critical Bandwidth," Papers 2504.03594, arXiv.org.
• Simon Hirsch, 2025. "Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting," Papers 2504.02518, arXiv.org.
• Jiafeng Chen, 2025. "Reinterpreting demand estimation," Papers 2503.23524, arXiv.org.
• Dzemski, Andreas & Farago, Adam & Hjalmarsson, Erik & Kiss, Tamas, 2025. "Long-Run Stock Return Distributions: Empirical Inference and Uncertainty," Working Papers in Economics 853, University of Gothenburg, Department of Economics.
• Davide Luparello, 2025. "Two Level Nested and Sequential Logit," Papers 2503.21808, arXiv.org, revised Mar 2025.
• Claudia Kluppelberg & Mario Krali, 2025. "Causal analysis of extreme risk in a network of industry portfolios," Papers 2504.00523, arXiv.org.