Report NEP-ECM-2025-08-11

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:

• Antonio F. Galvao & Carlos Lamarche & Thomas Parker, 2025, "Partitioned Wild Bootstrap for Panel Data Quantile Regression," Papers, arXiv.org, number 2507.18494, Jul.
• Alessandro Casini & Adam McCloskey, 2025, "Identification, Estimation and Inference in High-Frequency Event Study Regressions," CEIS Research Paper, Tor Vergata University, CEIS, number 608, Jul, revised 28 Jul 2025.
• Kurisu, Daisuke & Otsu, Taisuke, 2026, "Empirical likelihood for manifolds," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128293, Feb.
• Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino, 2025, "A general randomized test for Alpha," Papers, arXiv.org, number 2507.17599, Jul.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-013, Jun.
• Simon Freyaldenhoven & Christian Hansen, 2025, "(Visualizing) Plausible Treatment Effect Paths," Papers, arXiv.org, number 2505.12014, May.
• Xu Cheng & Frank Schorfheide & Peng Shao, 2025, "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-014, Jun.
• Bo Hu & Joon Y. Park & Junhui Qian, 2025, "Analysis of Distributional Dynamics for Repeated Cross-Sectional and Intra-Period Observations," Papers, arXiv.org, number 2505.15763, May.
• Felix Reichel, 2025, "Statistically Significant Linear Regression Coefficients Solely Driven By Outliers In Finite-sample Inference," Papers, arXiv.org, number 2505.10738, May, revised May 2025.
• Anna Bykhovskaya & Vadim Gorin & Sasha Sodin, 2025, "How weak are weak factors? Uniform inference for signal strength in signal plus noise models," Papers, arXiv.org, number 2507.18554, Jul, revised Feb 2026.
• Matthias R. Fengler & Bruno Jäger & Ostap Okhrin, 2025, "Locally adaptive modeling of unconditional heteroskedasticity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-60, Jun.
• Chen, Fangyi & Chen, Yunxiao & Ying, Zhiliang & Zhou, Kangjie, 2025, "Dynamic factor analysis of high-dimensional recurrent events," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127778, Jul.
• Xiaohong Chen & Wayne Yuan Gao, 2025, "Semiparametric Learning of Integral Functionals on Submanifolds," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2450, Jul.
• Bas Sanders, 2025, "A New Bayesian Bootstrap for Quantitative Trade and Spatial Models," Papers, arXiv.org, number 2505.11967, May.
• McKenzie, David, 2025, "Designing and Analyzing Powerful Experiments : Practical Tips for Applied Researchers," Policy Research Working Paper Series, The World Bank, number 11176, Jul.
• Bas Donkers & Mohammad Ghaderi & Kamel Jedidi & Miłosz Kadziński, 2025, "Random Preference Model," Working Papers, Barcelona School of Economics, number 1502, Jul.
• Tomislav Ladika & Elisa Pazaj & Zacharias Sautner, 2025, "Addressing Anticipation Effects in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-59, Jun.
• Papp, Tamás K., 2025, "A flexible distribution family for testing MCMC implementations," IHS Working Paper Series, Institute for Advanced Studies, number 60, Aug.
• Marcell T. Kurbucz & Nikolaos Tzivanakis & Nilufer Sari Aslam & Adam M. Sykulski, 2025, "SplitWise Regression: Stepwise Modeling with Adaptive Dummy Encoding," Papers, arXiv.org, number 2505.15423, May.
• Roy Cequeti & Pierpaolo D’urso & Raffaele Mattera, 2025, "Fuzzy group fixed-effects estimation with spatial clustering," Post-Print, HAL, number hal-05109570, Jan, DOI: 10.1007/s10182-024-00522-1.
• Xinyu Dai, 2025, "Dynamic Decision-Making under Model Misspecification," Papers, arXiv.org, number 2505.14913, May.
• Connor Lennon & Edward Rubin & Glen Waddell, 2025, "Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation," Papers, arXiv.org, number 2505.13422, May.
• Roberto Casarin & Antonio Peruzzi & Davide Raggi, 2025, "Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 10.
• Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi, 2025, "Bubble Detection with Application to Green Bubbles: A Noncausal Approach," Papers, arXiv.org, number 2505.14911, May, revised Apr 2026.
• Christopher Parmeter & Artem Prokhorov & Valentin Zelenyuk, 2025, "The Post Double LASSO for Efficiency Analysis," Papers, arXiv.org, number 2505.14282, May.
• Pascal Michaillat, 2025, "Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier," NBER Working Papers, National Bureau of Economic Research, Inc, number 34015, Jul.

Report NEP-ECM-2025-08-11

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: