Report NEP-ECM-2025-08-18

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:

• Zeqi Wu & Meilin Wang & Wei Huang & Zheng Zhang, 2025. "A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting," Papers 2507.04044, arXiv.org.
• Jianhua Mei & Fu Ouyang & Thomas T. Yang, 2025. "Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference," Papers 2507.22312, arXiv.org.
• Giuseppe Cavaliere & Adam McCloskey & Rasmus S. Pedersen & Anders Rahbek, 2025. "Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems," Papers 2507.19603, arXiv.org.
• Otilia Boldea & Alastair R. Hall, 2025. "Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments," Papers 2507.22204, arXiv.org.
• Sung Hoon Choi & Donggyu Kim, 2025. "Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility," Papers 2507.22173, arXiv.org.
• Justin Whitehouse & Morgane Austern & Vasilis Syrgkanis, 2025. "Inference on Optimal Policy Values and Other Irregular Functionals via Smoothing," Papers 2507.11780, arXiv.org.
• Joel L. Horowitz & Sokbae Lee, 2025. "Binary classification with the maximum score model and linear programming," CeMMAP working papers 16/25, Institute for Fiscal Studies.
• Goel, Deepti, 2025. "Estimator of What? A Note on Teaching Regressions in Introductory Econometrics," GLO Discussion Paper Series 1646, Global Labor Organization (GLO).
• Andrei Voronin, 2025. "Generalized Optimal Transport," Papers 2507.22422, arXiv.org.
• Bingqi Liu & Kangqiang Li & Tianxiao Pang, 2025. "Bayesian Smoothed Quantile Regression," Papers 2508.01738, arXiv.org, revised Aug 2025.
• Melody Huang & Cory McCartan, 2025. "Relative Bias Under Imperfect Identification in Observational Causal Inference," Papers 2507.23743, arXiv.org.
• Chakattrai Sookkongwaree & Tattep Lakmuang & Chainarong Amornbunchornvej, 2025. "Multi-Band Variable-Lag Granger Causality: A Unified Framework for Causal Time Series Inference across Frequencies," Papers 2508.00658, arXiv.org.
• Chengwang Liao & Zhentao Shi & Yapeng Zheng, 2025. "A Relaxation Approach to Synthetic Control," Papers 2508.01793, arXiv.org.
• Sebastian Calónico & Sebastian Galiani, 2025. "Beyond Bonferroni: Hierarchical Multiple Testing in Empirical Research," NBER Working Papers 34050, National Bureau of Economic Research, Inc.
• Zequn Jin & Gaoqian Xu & Xi Zheng & Yahong Zhou, 2025. "Policy Learning under Unobserved Confounding: A Robust and Efficient Approach," Papers 2507.20550, arXiv.org.
• James A. Duffy & Xiyu Jiao, 2025. "Inference on Common Trends in a Cointegrated Nonlinear SVAR," Papers 2507.22869, arXiv.org.
• Martín Almuzara & Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2025. "Nonlinear micro income processes with macro shocks," CeMMAP working papers 17/25, Institute for Fiscal Studies.
• Raanan Sulitzeanu-Kenan & Micha Mandel & Yosef Rinott, 2025. "Anchoring-Based Causal Design (ABCD): Estimating the Effects of Beliefs," Papers 2508.01677, arXiv.org.
• Silva Lopes, Artur, 2025. "Introduction to the Univariate Analysis of Trends in Economic Time Series," EconStor Preprints 323383, ZBW - Leibniz Information Centre for Economics.
• Austin Feng & Francesco Ruggieri, 2025. "Structural Extrapolation in Regression Discontinuity Designs with an Application to School Expenditure Referenda," Papers 2508.02658, arXiv.org.
• Pablo Quintana & Marcos Herrera-Gómez, 2025. "Redefining Regions in Space and Time: A Deep Learning Method for Spatio-Temporal Clustering," Working Papers 368, Red Nacional de Investigadores en Economía (RedNIE).
• Lee, Yongseok & Leite, Walter, 2025. "Enhancing Propensity Score Analysis with data Missing Not at Random: Introducing Dual-Forest Proximity Imputation," OSF Preprints ex8ad_v1, Center for Open Science.
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2025. "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," Papers 2508.02310, arXiv.org.