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.

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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," Papers 2505.05670, arXiv.org.
• AmirEmad Ghassami & James M. Robins & Andrea Rotnitzky, 2025. "Debiased Ill-Posed Regression," Papers 2505.20787, arXiv.org.
• Marcelo Ortiz-Villavicencio & Pedro H. C. Sant'Anna, 2025. "Better Understanding Triple Differences Estimators," Papers 2505.09942, arXiv.org.
• Guanhao Zhou & Yuefeng Han & Xiufan Yu, 2025. "Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models," Papers 2505.20536, arXiv.org.
• Apoorva Lal & Winston Chou, 2025. "Does Residuals-on-Residuals Regression Produce Representative Estimates of Causal Effects?," Papers 2506.07462, arXiv.org.
• Eli Ben-Michael, 2025. "Partial identification via conditional linear programs: estimation and policy learning," Papers 2506.12215, arXiv.org.
• Arkadiusz Szyd{l}owski, 2025. "Testing Shape Restrictions with Continuous Treatment: A Transformation Model Approach," Papers 2506.08914, arXiv.org.
• Ludgero Glorias & Federico Martellosio & J. M. C. Santos Silva, 2025. "Nonparametric "rich covariates" without saturation," Papers 2505.21213, arXiv.org.
• Item repec:arx:papers:2506.14998 is not listed on IDEAS anymore

• Holger Dette & Kathrin Mollenhoff & Dominik Wied, 2025. "Practically significant differences between conditional distribution functions," Papers 2506.06545, arXiv.org.
• Zhehao Zhang & Thomas S. Richardson, 2025. "Individual Treatment Effect: Prediction Intervals and Sharp Bounds," Papers 2506.07469, arXiv.org.
• Jiawei Fu & Donald P. Green, 2025. "Causal Inference for Experiments with Latent Outcomes: Key Results and Their Implications for Design and Analysis," Papers 2505.21909, arXiv.org, revised Jun 2025.
• Stéphane Bonhomme & Kevin Dano & Bryan S. Graham, 2025. "Moment restrictions for nonlinear panel data models with feedback," CeMMAP working papers 12/25, Institute for Fiscal Studies.
• Iacone, Fabrizio & Taylor, AM Robert, 2025. "Nonparametric Detection of a Time-Varying Mean," Essex Finance Centre Working Papers 41128, University of Essex, Essex Business School.
• 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 319678, ZBW - Leibniz Information Centre for Economics.
• Lukas Bauer & Ekaterina Kazak, 2025. "Conditional Method Confidence Set," Papers 2505.21278, arXiv.org.
• Mengqi Li, 2025. "Fragility in Average Treatment Effect on the Treated under Limited Covariate Support," Papers 2506.08950, arXiv.org.
• Zhixin Wang & Zhengyu Zhang, 2025. "Identification and Inference of Partial Effects in Sharp Regression Kink Designs," Papers 2506.11663, arXiv.org.
• Zhixin Wang & Yu Zhang & Zhengyu Zhang, 2025. "Structural Characterizations of Marginal Policy Effects," Papers 2506.11694, arXiv.org.
• Yang Xu, 2025. "Team Networks with Partially Observed Links," Papers 2505.08405, arXiv.org.
• Dimitris Korobilis, 2025. "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Papers 2505.06649, arXiv.org.
• Zhentao Shi & Jin Xi & Haitian Xie, 2025. "A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data," Papers 2505.22388, arXiv.org.
• Leonard Goff & Eric Mbakop, 2025. "Inference on the value of a linear program," Papers 2506.06776, arXiv.org, 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 2025rwp-246, Yonsei University, Yonsei Economics Research Institute.
• Jesse Zhou & Geoffrey T. Wodtke, 2025. "Causal Mediation Analysis with Multiple Mediators: A Simulation Approach," Papers 2506.14019, arXiv.org.
• Sofia Velasco, 2025. "Let the Tree Decide: FABART A Non-Parametric Factor Model," Papers 2506.11551, arXiv.org.
• Jan Ditzen & Ovidijus Stauskas, 2025. "On Selection of Cross-Section Averages in Non-stationary Environments," Papers 2505.08615, arXiv.org, revised May 2025.
• Hyeon-seung Huh & David Kim, 2025. "Dissecting Monetary Policy Shocks in Sign-Restricted SVAR Models," Working papers 2025rwp-245, Yonsei University, Yonsei Economics Research Institute.