Report NEP-ECM-2025-06-16

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:

• Siddhartha Chib & Kenichi Shimizu, 2025, "Potential Outcome Modeling and Estimation in DiD Designs with Staggered Treatments," Papers, arXiv.org, number 2505.18391, May, revised Jan 2026.
• Yukai Yang, 2025, "Design-Based Inference under Random Potential Outcomes," Papers, arXiv.org, number 2505.01324, May, revised Jan 2026.
• Lajos Horvath & Gregory Rice & Yuqian Zhao, 2025, "Detecting multiple change points in linear models with heteroscedasticity," Papers, arXiv.org, number 2505.01296, May, revised Oct 2025.
• Yuhao Li, 2025, "Model Checks in a Kernel Ridge Regression Framework," Papers, arXiv.org, number 2505.01161, May.
• Yu Hao & Hiroyuki Kasahara, 2025, "Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity," Papers, arXiv.org, number 2506.09666, Jun.
• Yang Cai & Alkis Kalavasis & Katerina Mamali & Anay Mehrotra & Manolis Zampetakis, 2025, "What Makes Treatment Effects Identifiable? Characterizations and Estimators Beyond Unconfoundedness," Papers, arXiv.org, number 2506.04194, Jun, revised Jun 2025.
• Lukas Bauer, 2025, "Evaluating financial tail risk forecasts: Testing Equal Predictive Ability," Papers, arXiv.org, number 2505.23333, May.
• Wooyong Lee, 2025, "Identification and estimation of dynamic random coefficient models," Papers, arXiv.org, number 2505.01600, May, revised Feb 2026.
• Przemyslaw Jeziorski & Dingzhe Leng & Stephan Seiler, 2025, "Causal Inference with Endogenous Price Response," CESifo Working Paper Series, CESifo, number 11898.
• Yi Ding & Xinghua Zheng, 2025, "Rate-optimal Estimation of the Scatter Matrix in Ultra-High Dimensional Elliptical Factor Models with 2 + εth Moment," Working Papers, University of Macau, Faculty of Business Administration, number 202529, Jun, revised Mar 2026.
• Stelios Arvanitis, 2025, "Frequentist Model Averaging with Nash Bargaining: A Stochastic Dominance Approach," Working Paper, Economics Department, Queen's University, number 1535, Mar.
• Justin Ho & Jonathan Min, 2025, "Causal Inference in Counterbalanced Within-Subjects Designs," Papers, arXiv.org, number 2505.03937, May.
• Joshua C. C. Chan & Michael Pfarrhofer, 2025, "Large Bayesian VARs for Binary and Censored Variables," Papers, arXiv.org, number 2506.01422, Jun.
• Quinn Lanners & Cynthia Rudin & Alexander Volfovsky & Harsh Parikh, 2025, "Data Fusion for Partial Identification of Causal Effects," Papers, arXiv.org, number 2505.24296, May.
• Yuhao Li & Xiaojun Song, 2025, "A Powerful Chi-Square Specification Test with Support Vectors," Papers, arXiv.org, number 2505.04414, May.
• Daniel F. Villarraga & Ricardo A. Daziano, 2025, "Bayesian Deep Learning for Discrete Choice," Papers, arXiv.org, number 2505.18077, May, revised Dec 2025.
• Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
• Lukas Berend & Jan Pruser, 2025, "Large structural VARs with multiple linear shock and impact inequality restrictions," Papers, arXiv.org, number 2505.19244, May, revised Jul 2025.
• Yoosoon Chang & Joon Y. Park & Guo Yan, 2025, "Slope Consistency of Quasi-Maximum Likelihood Estimator for Binary Choice Models," Papers, arXiv.org, number 2505.02327, May, revised Mar 2026.
• Yuya Sasaki & Ariell Zimran, 2025, "Using Discrepancies to Correct for False Matches in Historical Linked Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 33881, May.
• Charles Beach & Russell Davidson, 2025, "Empirically Implementing a Social Welfare Inference Framework," Working Paper, Economics Department, Queen's University, number 1530, Feb.
• Florens, Jean-Pierre & Fève, Frédérique & Simar, Léopold, 2025, "Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1640, May.
• Torben G. Andersen & Yi Ding & Viktor Todorov, 2025, "Tails of Cross-Sectional Return Distributions at High Frequencies," Working Papers, University of Macau, Faculty of Business Administration, number 202530, Jun, revised Mar 2026.
• Yuexin Liao & Kota Saito & Alec Sandroni, 2025, "Random Utility with Aggregation," Papers, arXiv.org, number 2506.00372, May, revised Mar 2026.
• Tommaso Proietti & Alessandro Giovannelli, 2025, "On the Estimation of Climate Normals and Anomalies," CEIS Research Paper, Tor Vergata University, CEIS, number 602, Jun, revised 04 Jun 2025.
• Thomas Y. L. Lin & Jerry Yao-Chieh Hu & Paul W. Chiou & Peter Lin, 2025, "Latent Variable Estimation in Bayesian Black-Litterman Models," Papers, arXiv.org, number 2505.02185, May.
• Item repec:fip:fedgfe:100035 is not listed on IDEAS anymore

• Bahaa Aly, Tarek, 2025, "Deep Impulse Response Functions for Macroeconomic Dynamics: A Hybrid LSTM-Wavelet Approach Compared to an ANN-Wavelet and VECM Models," MPRA Paper, University Library of Munich, Germany, number 124905, May.
• Tobias Adrian & Hongqi Chen & Max-Sebastian Dov`i & Ji Hyung Lee, 2025, "Machine-learning Growth at Risk," Papers, arXiv.org, number 2506.00572, May.
• Dirk Tasche, 2025, "Recalibrating binary probabilistic classifiers," Papers, arXiv.org, number 2505.19068, May, revised Jan 2026.

Report NEP-ECM-2025-06-16

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: