Printed from https://ideas.repec.org/n/nep-ecm/2025-06-09.html
Report NEP-ECM-2025-06-09
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:
- David Kang & Seojeong Lee, 2025, "Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM," Working Papers, Lancaster University Management School, Economics Department, number 423284005.
- Jan-Lukas Wermuth, 2025, "Proper Correlation Coefficients for Nominal Random Variables," Papers, arXiv.org, number 2505.00785, May, revised Feb 2026.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2025, "A Gibbs Sampler for Efficient Bayesian Inference in Sign-Identified SVARs," Working Papers, Federal Reserve Bank of Philadelphia, number 25-19, May, DOI: 10.21799/frbp.wp.2025.19.
- Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun, revised Mar 2026.
- Stéphane Bonhomme & Angela Denis, 2025, "Fixed Effects and Beyond. Bias Reduction, Groups, Shrinkage and Factors in Panel Data," Working Papers, Banco de España, number 2526, Jun, DOI: https://doi.org/10.53479/40051.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Veiga, Helena, 2025, "Switching the leverage switch," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 47005, May.
- Sumedh Gupte & Prashanth L. A. & Sanjay P. Bhat, 2025, "Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk," Papers, arXiv.org, number 2506.01101, Jun.
- Handziuk, Yurii, 2025, "Asset Demand Systems via Data Augmentation: Competition and Differentiation in Asset Management," HEC Research Papers Series, HEC Paris, number 1541, Jan, DOI: 10.2139/ssrn.5024001.
- Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2025, "Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables," CIRANO Working Papers, CIRANO, number 2025s-15, May.
- Qiang Chen & Tianyang Han & Jin Li & Ye Luo & Zigan Wang & Yuxiao Wu & Xiaowei Zhang & Tuo Zhou, 2025, "Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks," Papers, arXiv.org, number 2506.00856, Jun, revised Jan 2026.