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Report NEP-ECM-2025-07-21
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:
- Kurisu, Daisuke & Otsu, Taisuke & Xu, Mengshan, 2026, "Nonparametric causal inference with functional covariates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127990, Jan.
- Yicong Lin & André Lucas & Shiqi Ye, 2025, "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-042/III, Jul.
- Dou, Zhiwei & Ariens, Sigert & Ceulemans, Eva & Lafit, Ginette, 2025, "Reexamining an old story: uncovering the hidden small sample bias in AR(1) models," OSF Preprints, Center for Open Science, number esfpy_v1, Jun, DOI: 10.31219/osf.io/esfpy_v1.
- Karim Moussa, 2025, "Simulation Smoothing for State Space Models: An Extremum Monte Carlo Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-034/III, May.
- Daniel Kaliski & Michael P. Keane & Timothy Neal, 2025, "The Power Asymmetry in Fuzzy Regression Discontinuity Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33972, Jun.
- Yicong Lin & André Lucas, 2025, "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-027/III, Apr.
- H. Peter Boswijk & Jeroen Dalderop & Roger J. A. Laeven & Niels Marijnen, 2025, "Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-022/III, Mar.
- Lee, Minho & Suh, Yon Soo, 2025, "Chunk-Based Higher-Order Hierarchical Diagnostic Classification Models: A Maximum Likelihood Estimation Approach," SocArXiv, Center for Open Science, number aney6_v1, Jun, DOI: 10.31219/osf.io/aney6_v1.
- Mignemi, Giuseppe & Chen, Yunxiao & Moustaki, Irini, 2025, "Unfolding the network of peer grades: a latent variable approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128146, Jun.
- Antonis Demos, 2025, "Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models," DEOS Working Papers, Athens University of Economics and Business, number 2546, Jun.
- Frank Schorfheide & Zhiheng You, 2025, "Uncertainty in Empirical Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 33962, Jun.
- Silva Lopes, Artur, 2025, "On a Definition of Trend," MPRA Paper, University Library of Munich, Germany, number 125073, Apr.
- Karim Moussa, 2025, "On the Correlations in Linearized Multivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-021/V, Mar.
- Olivier P. Faugeras, 2025, "The Stick-Breaking and Ordering Representations of Compositional Data: Copulas and Regression models," Post-Print, HAL, number hal-05064979.
- Chen, Yunxiao & Li, Xiaoou & Liu, Jingchen & Ying, Zhiliang, 2025, "Item response theory—a statistical framework for educational and psychological measurement," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120810, Jun.
- Xia Zou & Yicong Lin & André Lucas, 2025, "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-036/III, May.
- Chenhui Wang & Juan Juan Cai & Yicong Lin & Julia Schaumburg, 2025, "Clustering Extreme Value Indices in Large Panels," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-029/III, Apr.
- Daan Schoemaker & André Lucas & Anne Opschoor, 2025, "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-039/III, Jun.
- Armin Falk & Luca Henkel & Thomas Neuber & Philipp Strack, 2025, "Limited Self-Knowledge and Survey Response Behavior," CESifo Working Paper Series, CESifo, number 11968.
- Mr. Philip Barrett, 2025, "Estimated Monthly National Accounts for the United States," IMF Working Papers, International Monetary Fund, number 2025/134, Jul.
- Badih Ghattas & Alvaro Sanchez San-Benito, 2025, "Clustering Approaches for Mixed‐Type Data: A Comparative Study," Post-Print, HAL, number hal-05069567, Jan, DOI: 10.1155/jpas/2242100.
- Chung, Sungyup, 2025, "The Retreat from Causality: Local Projections and Econometrics Without Economics," MPRA Paper, University Library of Munich, Germany, number 125198, Apr.
- Yonas Khanna & André Lucas & Norman Seeger, 2025, "Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-037/III, May.