Report NEP-ECM-2025-07-14

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:

• Charles Shaw, 2025. "Rethinking Distributional IVs: KAN-Powered D-IV-LATE & Model Choice," Papers 2506.12765, arXiv.org, revised Jun 2025.
• David Kohns & Tibor Szendrei, 2025. "Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models," Papers 2506.13257, arXiv.org.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2025. "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper 125017, University Library of Munich, Germany.
• Jin Seo Cho, 2025. "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers 2025rwp-254, Yonsei University, Yonsei Economics Research Institute.
• Susan Athey & Raj Chetty & Guido Imbens, 2025. "The Experimental Selection Correction Estimator: Using Experiments to Remove Biases in Observational Estimates," NBER Working Papers 33817, National Bureau of Economic Research, Inc.
• Ninon Moreau-Kastler, 2025. "Proportional Treatment Effects in Staggered Settings: An Approach for Poisson Pseudo-Maximum Likelihood," Working Papers 031, EU Tax Observatory.
• Victor Chernozhukov & Christian Hansen & Lingwei Kong & Weining Wang, 2025. "Plausible GMM: a quasi-bayesian approach," CeMMAP working papers 14/25, Institute for Fiscal Studies.
• Christian Gourieroux & Quinlan Lee, 2025. "Identification of Impulse Response Functions for Nonlinear Dynamic Models," Papers 2506.13531, arXiv.org.
• Michael Balzer, 2025. "Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances," Papers 2506.13682, arXiv.org.
• Yasumasa Matsuda & Rei Iwafuchi, 2025. "Density-valued ARMA models by spline mixtures," DSSR Discussion Papers 146, Graduate School of Economics and Management, Tohoku University.
• Astill, Sam & Magdalinos, Tassos & Taylor, AM Robert, 2025. "IVX Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers 41209, University of Essex, Essex Business School.
• Jin Seo Cho, 2025. "Practical Testing for Normal Mixtures," Working papers 2025rwp-248, Yonsei University, Yonsei Economics Research Institute.
• Ulrich Doraszelski & Lixiong Li, 2025. "Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks," Papers 2506.13520, arXiv.org.
• Heng Chen & John Tsang, 2025. "Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey," Staff Working Papers 25-17, Bank of Canada.
• Jochmans, Koen, 2025. "Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects," TSE Working Papers 25-1649, Toulouse School of Economics (TSE).
• Aristide Houndetoungan, 2025. "Quantile Peer Effect Models," Papers 2506.12920, arXiv.org.
• Li, Mengheng & Mendieta-Munoz, Ivan, 2025. "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints 320299, ZBW - Leibniz Information Centre for Economics.
• Quinlan Lee, Stephen Snudden, 2025. "Exact Mixed-Frequency Data Sampling (eMIDAS)," LCERPA Working Papers jc0157, Laurier Centre for Economic Research and Policy Analysis, revised Jun 2025.