Printed from https://ideas.repec.org/n/nep-ecm/2025-07-14.html
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, arXiv.org, number 2506.12765, Jun, revised Jun 2025.
- David Kohns & Tibor Szendrei, 2025, "Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models," Papers, arXiv.org, number 2506.13257, Jun, revised Aug 2025.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2025, "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper, University Library of Munich, Germany, number 125017, May.
- Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
- Susan Athey & Raj Chetty & Guido Imbens, 2025, "The Experimental Selection Correction Estimator: Using Experiments to Remove Biases in Observational Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 33817, May.
- Ninon Moreau-Kastler, 2025, "Proportional Treatment Effects in Staggered Settings: An Approach for Poisson Pseudo-Maximum Likelihood," Working Papers, EU Tax Observatory, number 031, May.
- Victor Chernozhukov & Christian Hansen & Lingwei Kong & Weining Wang, 2025, "Plausible GMM: a quasi-bayesian approach," CeMMAP working papers, Institute for Fiscal Studies, number 14/25, Jul, DOI: 10.47004/wp.cem.2025.1425.
- Christian Gourieroux & Quinlan Lee, 2025, "Identification of Impulse Response Functions for Nonlinear Dynamic Models," Papers, arXiv.org, number 2506.13531, Jun, revised Jul 2025.
- Michael Balzer, 2025, "Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances," Papers, arXiv.org, number 2506.13682, Jun.
- Yasumasa Matsuda & Rei Iwafuchi, 2025, "Density-valued ARMA models by spline mixtures," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 146, Jun.
- Astill, Sam & Magdalinos, Tassos & Taylor, AM Robert, 2025, "IVX Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 41209, Jul.
- Jin Seo Cho, 2025, "Practical Testing for Normal Mixtures," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-248, Jun.
- Ulrich Doraszelski & Lixiong Li, 2025, "Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks," Papers, arXiv.org, number 2506.13520, Jun, revised Jul 2025.
- Heng Chen & John Tsang, 2025, "Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey," Staff Working Papers, Bank of Canada, number 25-17, Jun, DOI: 10.34989/swp-2025-17.
- Jochmans, Koen, 2025, "Identification in Models for Matched Panel Data with Two-Sided Random Effects," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1649, Jun, revised Mar 2026.
- Aristide Houndetoungan, 2025, "Quantile Peer Effect Models," Papers, arXiv.org, number 2506.12920, Jun.
- Li, Mengheng & Mendieta-Munoz, Ivan, 2025, "Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 320299.
- Quinlan Lee, Stephen Snudden, 2025, "Exact Mixed-Frequency Data Sampling (eMIDAS)," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number jc0157, Jun, revised Jun 2025.