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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Kurisu, Daisuke & Otsu, Taisuke & Xu, Mengshan, 2025. "Nonparametric causal inference with functional covariates," LSE Research Online Documents on Economics 127990, London School of Economics and Political Science, LSE Library.
• Yicong Lin & André Lucas & Shiqi Ye, 2025. "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers 25-042/III, Tinbergen Institute.
• 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 esfpy_v1, Center for Open Science.
• Karim Moussa, 2025. "Simulation Smoothing for State Space Models: An Extremum Monte Carlo Approach," Tinbergen Institute Discussion Papers 25-034/III, Tinbergen Institute.
• Daniel Kaliski & Michael P. Keane & Timothy Neal, 2025. "The Power Asymmetry in Fuzzy Regression Discontinuity Designs," NBER Working Papers 33972, National Bureau of Economic Research, Inc.
• Yicong Lin & André Lucas, 2025. "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers 25-027/III, Tinbergen Institute.
• 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 25-022/III, Tinbergen Institute.
• Lee, Minho & Suh, Yon Soo, 2025. "Chunk-Based Higher-Order Hierarchical Diagnostic Classification Models: A Maximum Likelihood Estimation Approach," SocArXiv aney6_v1, Center for Open Science.
• Mignemi, Giuseppe & Chen, Yunxiao & Moustaki, Irini, 2025. "Unfolding the network of peer grades: a latent variable approach," LSE Research Online Documents on Economics 128146, London School of Economics and Political Science, LSE Library.
• Antonis Demos, 2025. "Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models," DEOS Working Papers 2546, Athens University of Economics and Business.
• Frank Schorfheide & Zhiheng You, 2025. "Uncertainty in Empirical Economics," NBER Working Papers 33962, National Bureau of Economic Research, Inc.
• Silva Lopes, Artur, 2025. "On a Definition of Trend," MPRA Paper 125073, University Library of Munich, Germany.
• Karim Moussa, 2025. "On the Correlations in Linearized Multivariate Stochastic Volatility Models," Tinbergen Institute Discussion Papers 25-021/V, Tinbergen Institute.
• Olivier P. Faugeras, 2025. "The Stick-Breaking and Ordering Representations of Compositional Data: Copulas and Regression models," Post-Print hal-05064979, HAL.
• 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 120810, London School of Economics and Political Science, LSE Library.
• Xia Zou & Yicong Lin & André Lucas, 2025. "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers 25-036/III, Tinbergen Institute.
• Chenhui Wang & Juan Juan Cai & Yicong Lin & Julia Schaumburg, 2025. "Clustering Extreme Value Indices in Large Panels," Tinbergen Institute Discussion Papers 25-029/III, Tinbergen Institute.
• Daan Schoemaker & André Lucas & Anne Opschoor, 2025. "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers 25-039/III, Tinbergen Institute.
• Armin Falk & Luca Henkel & Thomas Neuber & Philipp Strack, 2025. "Limited Self-Knowledge and Survey Response Behavior," CESifo Working Paper Series 11968, CESifo.
• Mr. Philip Barrett, 2025. "Estimated Monthly National Accounts for the United States," IMF Working Papers 2025/134, International Monetary Fund.
• Badih Ghattas & Alvaro Sanchez San-Benito, 2025. "Clustering Approaches for Mixed‐Type Data: A Comparative Study," Post-Print hal-05069567, HAL.
• Chung, Sungyup, 2025. "The Retreat from Causality: Local Projections and Econometrics Without Economics," MPRA Paper 125198, University Library of Munich, Germany.
• Yonas Khanna & André Lucas & Norman Seeger, 2025. "Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics," Tinbergen Institute Discussion Papers 25-037/III, Tinbergen Institute.