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 2507.18494, arXiv.org.
• Alessandro Casini & Adam McCloskey, 2025. "Identification, Estimation and Inference in High-Frequency Event Study Regressions," CEIS Research Paper 608, Tor Vergata University, CEIS, revised 28 Jul 2025.
• Kurisu, Daisuke & Otsu, Taisuke, 2025. "Empirical likelihood for manifolds," LSE Research Online Documents on Economics 128293, London School of Economics and Political Science, LSE Library.
• Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino, 2025. "A general randomized test for Alpha," Papers 2507.17599, arXiv.org.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025. "Optimal Estimation of Two-Way Effects under Limited Mobility," PIER Working Paper Archive 25-013, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Simon Freyaldenhoven & Christian Hansen, 2025. "(Visualizing) Plausible Treatment Effect Paths," Papers 2505.12014, arXiv.org.
• Xu Cheng & Frank Schorfheide & Peng Shao, 2025. "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive 25-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bo Hu & Joon Y. Park & Junhui Qian, 2025. "Analysis of Distributional Dynamics for Repeated Cross-Sectional and Intra-Period Observations," Papers 2505.15763, arXiv.org.
• Felix Reichel, 2025. "Statistically Significant Linear Regression Coefficients Solely Driven By Outliers In Finite-sample Inference," Papers 2505.10738, arXiv.org, 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 2507.18554, arXiv.org.
• Matthias R. Fengler & Bruno Jäger & Ostap Okhrin, 2025. "Locally adaptive modeling of unconditional heteroskedasticity," Swiss Finance Institute Research Paper Series 25-60, Swiss Finance Institute.
• Chen, Fangyi & Chen, Yunxiao & Ying, Zhiliang & Zhou, Kangjie, 2025. "Dynamic factor analysis of high-dimensional recurrent events," LSE Research Online Documents on Economics 127778, London School of Economics and Political Science, LSE Library.
• Xiaohong Chen & Wayne Yuan Gao, 2025. "Semiparametric Learning of Integral Functionals on Submanifolds," Cowles Foundation Discussion Papers 2450, Cowles Foundation for Research in Economics, Yale University.
• Bas Sanders, 2025. "A New Bayesian Bootstrap for Quantitative Trade and Spatial Models," Papers 2505.11967, arXiv.org.
• McKenzie, David, 2025. "Designing and Analyzing Powerful Experiments : Practical Tips for Applied Researchers," Policy Research Working Paper Series 11176, The World Bank.
• Item repec:bge:wpaper:1502 is not listed on IDEAS anymore

• Tomislav Ladika & Elisa Pazaj & Zacharias Sautner, 2025. "Addressing Anticipation Effects in Finance," Swiss Finance Institute Research Paper Series 25-59, Swiss Finance Institute.
• Papp, Tamás K., 2025. "A flexible distribution family for testing MCMC implementations," IHS Working Paper Series 60, Institute for Advanced Studies.
• Marcell T. Kurbucz & Nikolaos Tzivanakis & Nilufer Sari Aslam & Adam M. Sykulski, 2025. "SplitWise Regression: Stepwise Modeling with Adaptive Dummy Encoding," Papers 2505.15423, arXiv.org.
• Roy Cequeti & Pierpaolo D’urso & Raffaele Mattera, 2025. "Fuzzy group fixed-effects estimation with spatial clustering," Post-Print hal-05109570, HAL.
• Xinyu Dai, 2025. "Dynamic Decision-Making under Model Misspecification," Papers 2505.14913, arXiv.org.
• Connor Lennon & Edward Rubin & Glen Waddell, 2025. "Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation," Papers 2505.13422, arXiv.org.
• Roberto Casarin & Antonio Peruzzi & Davide Raggi, 2025. "Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?," Working Papers 2025: 10, Department of Economics, University of Venice "Ca' Foscari".
• Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi, 2025. "Bubble Detection with Application to Green Bubbles: A Noncausal Approach," Papers 2505.14911, arXiv.org.
• Christopher Parmeter & Artem Prokhorov & Valentin Zelenyuk, 2025. "The Post Double LASSO for Efficiency Analysis," Papers 2505.14282, arXiv.org.
• Pascal Michaillat, 2025. "Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier," NBER Working Papers 34015, National Bureau of Economic Research, Inc.