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Report NEP-ECM-2025-05-12
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:
- Tassos Magdalinos & Katerina Petrova, 2025, "Uniform Inference with General Autoregressive Processes," Staff Reports, Federal Reserve Bank of New York, number 1151, Apr, DOI: 10.59576/sr.1151.
- Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet, 2025, "Optimal Maximin GMM Tests for Sphericity in Latent Factor Analysis of Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-27, Mar.
- Stefano DellaVigna & Guido Imbens & Woojin Kim & David M. Ritzwoller, 2025, "Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation," Papers, arXiv.org, number 2504.13295, Apr.
- Xixi Hu & Yi Qian & Hui Xie, 2025, "Correcting Endogeneity via Nonparametric Copula Control Functions," NBER Working Papers, National Bureau of Economic Research, Inc, number 33607, Mar.
- Jiankun Chen & Yanli Lin & Yang Yang, 2025, "Modeling and Estimating Two-Layer Network Interactions with Unknown Heteroskedasticity," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 25-03.
- Souvik Banerjee & Anirban Basu & Shubham Das, 2025, "Choosing Wisely: Evaluating Latent Factor Models in the Presence of a Contaminated Instrumental Variable with Varying Strength," NBER Working Papers, National Bureau of Economic Research, Inc, number 33620, Mar.
- Bulat Gafarov & Matthias Meier & Jos'e Luis Montiel Olea, 2025, "Projection Inference for set-identified SVARs," Papers, arXiv.org, number 2504.14106, Apr, revised Mar 2026.
- Marcell T. Kurbucz & Betsab'e P'erez Garrido & Antal Jakov'ac, 2025, "Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models," Papers, arXiv.org, number 2504.05297, Apr.
- F. Marta L. Di Lascio & Aurora Gatto, 2025, "A nonparametric conditional copula-based imputation method," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS112, May.
- Mikhail Chernov & Bryan T. Kelly & Semyon Malamud & Johannes Schwab, 2025, "A Test of the Efficiency of a Given Portfolio in High Dimensions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-26, Mar.
- Evan Munro, 2025, "Causal Inference under Interference through Designed Markets," Papers, arXiv.org, number 2504.07217, Apr, revised Mar 2026.
- Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025, "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series, European Central Bank, number 3052, May.
- JD Opdyke, 2025, "Beyond Correlation: Positive Definite Dependence Measures for Robust Inference, Flexible Scenarios, and Causal Modeling for Financial Portfolios," Papers, arXiv.org, number 2504.15268, Apr, revised Jan 2026.
- Manuel Quintero & William T. Stephenson & Advik Shreekumar & Tamara Broderick, 2025, "Common Functional Decompositions Can Mis-attribute Differences in Outcomes Between Populations," Papers, arXiv.org, number 2504.16864, Apr.
- Hannah O’Keeffe & Katerina Petrova, 2025, "Component-Based Dynamic Factor Nowcast Model," Staff Reports, Federal Reserve Bank of New York, number 1152, Apr, DOI: 10.59576/sr.1152.