Report NEP-ECM-2025-06-30

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:

• Matias D. Cattaneo & Rocio Titiunik & Ruiqi Rae Yu, 2025, "Estimation and Inference in Boundary Discontinuity Designs: Location-Based Methods," Papers, arXiv.org, number 2505.05670, May, revised Oct 2025.
• AmirEmad Ghassami & James M. Robins & Andrea Rotnitzky, 2025, "Debiased Ill-Posed Regression," Papers, arXiv.org, number 2505.20787, May.
• Marcelo Ortiz-Villavicencio & Pedro H. C. Sant'Anna, 2025, "Better Understanding Triple Differences Estimators," Papers, arXiv.org, number 2505.09942, May, revised Jul 2025.
• Guanhao Zhou & Yuefeng Han & Xiufan Yu, 2025, "Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models," Papers, arXiv.org, number 2505.20536, May.
• Apoorva Lal & Winston Chou, 2025, "Does Residuals-on-Residuals Regression Produce Representative Estimates of Causal Effects?," Papers, arXiv.org, number 2506.07462, Jun, revised Nov 2025.
• Eli Ben-Michael, 2025, "Partial identification via conditional linear programs: estimation and policy learning," Papers, arXiv.org, number 2506.12215, Jun, revised Aug 2025.
• Arkadiusz Szyd{l}owski, 2025, "Testing Shape Restrictions with Continuous Treatment: A Transformation Model Approach," Papers, arXiv.org, number 2506.08914, Jun, revised Dec 2025.
• Ludgero Glorias & Federico Martellosio & J. M. C. Santos Silva, 2025, "Nonparametric "rich covariates" without saturation," Papers, arXiv.org, number 2505.21213, May, revised Jul 2025.
• Luis Alvarez & Bruno Ferman, 2025, "On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units," Papers, arXiv.org, number 2506.14998, Jun.
• Holger Dette & Kathrin Mollenhoff & Dominik Wied, 2025, "Practically significant differences between conditional distribution functions," Papers, arXiv.org, number 2506.06545, Jun.
• Zhehao Zhang & Thomas S. Richardson, 2025, "Individual Treatment Effect: Prediction Intervals and Sharp Bounds," Papers, arXiv.org, number 2506.07469, Jun.
• Jiawei Fu & Donald P. Green, 2025, "Causal Inference for Experiments with Latent Outcomes: Key Results and Their Implications for Design and Analysis," Papers, arXiv.org, number 2505.21909, May, revised Jan 2026.
• Stéphane Bonhomme & Kevin Dano & Bryan S. Graham, 2025, "Moment restrictions for nonlinear panel data models with feedback," CeMMAP working papers, Institute for Fiscal Studies, number 12/25, Jun, DOI: 10.47004/wp.cem.2025.1225.
• Iacone, Fabrizio & Taylor, AM Robert, 2025, "Nonparametric Detection of a Time-Varying Mean," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 41128, Jun.
• Olakunle, Kayode & Owolabi, Abiola T. & Olatayo, Timothy O., 2025, "New Ridge-Type Estimator to Mitigate Multicollinearity in the Poisson Regression Model: Theory and Simulation," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 319678.
• Lukas Bauer & Ekaterina Kazak, 2025, "Conditional Method Confidence Set," Papers, arXiv.org, number 2505.21278, May.
• Mengqi Li, 2025, "Fragility in Average Treatment Effect on the Treated under Limited Covariate Support," Papers, arXiv.org, number 2506.08950, Jun.
• Zhixin Wang & Zhengyu Zhang, 2025, "A Unified Framework for Identification and Inference of Local Treatment Effects in Sharp Regression Kink Designs," Papers, arXiv.org, number 2506.11663, Jun, revised Oct 2025.
• Zhixin Wang & Yu Zhang & Zhengyu Zhang, 2025, "Structural Representations and Identification of Marginal Policy Effects," Papers, arXiv.org, number 2506.11694, Jun, revised Jul 2025.
• Yang Xu, 2025, "Team Networks with Partially Observed Links," Papers, arXiv.org, number 2505.08405, May, revised Oct 2025.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Papers, arXiv.org, number 2505.06649, May.
• Zhentao Shi & Jin Xi & Haitian Xie, 2025, "A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data," Papers, arXiv.org, number 2505.22388, May.
• Leonard Goff & Eric Mbakop, 2025, "Inference on the value of a linear program," Papers, arXiv.org, number 2506.06776, Jun, revised Jun 2025.
• Hyeon-seung Huh & David Kim, 2025, "An empirical assessment of the influence of informative rotation prior in the sign-identified SVAR model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-246, Jun.
• Jesse Zhou & Geoffrey T. Wodtke, 2025, "Causal Mediation Analysis with Multiple Mediators: A Simulation Approach," Papers, arXiv.org, number 2506.14019, Jun.
• Sofia Velasco, 2025, "Let the Tree Decide: FABART A Non-Parametric Factor Model," Papers, arXiv.org, number 2506.11551, Jun.
• Jan Ditzen & Ovidijus Stauskas, 2025, "On Selection of Cross-Section Averages in Non-stationary Environments," Papers, arXiv.org, number 2505.08615, May, revised Oct 2025.
• Hyeon-seung Huh & David Kim, 2025, "Dissecting Monetary Policy Shocks in Sign-Restricted SVAR Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-245, Jun.

Report NEP-ECM-2025-06-30

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: