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Report NEP-ECM-2025-09-01
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:
- Jinghao Sun & Eric J. Tchetgen Tchetgen, 2025, "On a Debiased and Semiparametric Efficient Changes-in-Changes Estimator," Papers, arXiv.org, number 2507.07228, Jul, revised Aug 2025.
- Antonio F. Galvao & Gabriel Montes-Rojas, 2025, "Multivariate quantile regression," Papers, arXiv.org, number 2508.15749, Aug, revised Dec 2025.
- Jialing Han & Yu-Ning Li, 2025, "Approximate Factor Model with S-vine Copula Structure," Papers, arXiv.org, number 2508.11619, Aug.
- Carolina Caetano & Gregorio Caetano & Leonard Goff & Eric Nielsen, 2025, "Identification of Causal Effects with a Bunching Design," Papers, arXiv.org, number 2507.05210, Jul.
- Xinran Li & Peizan Sheng & Zeyang Yu, 2025, "Randomization Inference with Sample Attrition," Papers, arXiv.org, number 2507.00795, Jul.
- Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2025, "Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity," Papers, arXiv.org, number 2507.01167, Jul.
- David Van Dijcke, 2025, "A Test for Jumps in Metric-Space Conditional Means," Papers, arXiv.org, number 2507.04560, Jul, revised Jul 2025.
- Xun Lu & Liangjun Su, 2025, "Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T," Papers, arXiv.org, number 2508.10302, Aug.
- Eidous, Omar, 2025, "Improved Nonparametric Density Estimation Using Additive Kernel Estimators," Thesis Commons, Center for Open Science, number nmpz9_v1, Aug, DOI: 10.31219/osf.io/nmpz9_v1.
- Jikai Jin & Lester Mackey & Vasilis Syrgkanis, 2025, "It's Hard to Be Normal: The Impact of Noise on Structure-agnostic Estimation," Papers, arXiv.org, number 2507.02275, Jul, revised Nov 2025.
- Mikihito Nishi, 2025, "K-Means Panel Data Clustering in the Presence of Small Groups," Papers, arXiv.org, number 2508.15408, Aug.
- Kevin Dano & Bo E. Honor'e & Martin Weidner, 2025, "Binary choice logit models with general fixed effects for panel and network data," Papers, arXiv.org, number 2508.11556, Aug.
- Alexis Derumigny & Lucas Girard & Yannick Guyonvarch, 2025, "Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions," Papers, arXiv.org, number 2507.16776, Jul, revised Jul 2025.
- Matthias Eckardt & Philipp Otto, 2025, "Spatiotemporal Autoregressive Models for Areal Compositional Data," Papers, arXiv.org, number 2507.14389, Jul, revised Mar 2026.
- Cl'ement de Chaisemartin & Xavier D'Haultf{oe}uille, 2025, "Treatment-Effect Estimation in Complex Designs under a Parallel-trends Assumption," Papers, arXiv.org, number 2508.07808, Aug, revised Dec 2025.
- Gregorio Impavido, 2025, "Sign Restrictions with a New-Keynesian Macro Model: Results From a “Quasi-Agnostic” Identification Procedure," IMF Working Papers, International Monetary Fund, number 2025/162, Aug.
- Zhongyuan Lyu & Ming Yuan, 2025, "Large-dimensional Factor Analysis with Weighted PCA," Papers, arXiv.org, number 2508.15675, Aug.
- Bruno E. Holtz & Ricardo S. Ehlers & Adriano K. Suzuki & Francisco Louzada, 2025, "Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach," Papers, arXiv.org, number 2508.10778, Aug.
- Weilong Liu & Yanchu Liu, 2025, "Covariance Matrix Estimation for Positively Correlated Assets," Papers, arXiv.org, number 2507.01545, Jul.
- Bahaa Aly, Tarek, 2025, "Nonlinear Macroeconomic Granger Causality: An ANN Input Occlusion Approach on MSSA-Denoised Data," MPRA Paper, University Library of Munich, Germany, number 125453, Jul.
- Edward P. Herbst & Benjamin K. Johannsen, 2025, "Discussion of "Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly''," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-058, Aug, DOI: 10.17016/FEDS.2025.058.
- Tatsuru Kikuchi, 2025, "Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects," Papers, arXiv.org, number 2508.06594, Aug.
- Soheil Ghili & K. Sudhir & Nitish Jain & Ankur Garg, 2025, "Second-degree Price Discrimination: Theoretical Analysis, Experiment Design, and Empirical Estimation," Papers, arXiv.org, number 2507.13426, Jul, revised Oct 2025.
- Zheng Fan & Worapree Maneesoonthorn & Yong Song, 2025, "A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage," Papers, arXiv.org, number 2507.14408, Jul.
- Phillip Heiler & Michael C. Knaus, 2025, "Heterogeneity Analysis with Heterogeneous Treatments," Papers, arXiv.org, number 2507.01517, Jul, revised Feb 2026.
- Simon M. S. Lo & Ralf A. Wilke & Takeshi Emura, 2025, "On the implications of proportional hazards assumptions for competing risks modelling," Papers, arXiv.org, number 2508.10577, Aug.
- Luan M. T. de Moraes & Ant^onio M. S. Mac^edo & Giovani L. Vasconcelos & Raydonal Ospina, 2025, "Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data," Papers, arXiv.org, number 2507.14325, Jul.
- Danilo Leiva-León & Viacheslav Sheremirov & Jenny Tang & Egon Zakrajšek, 2025, "Inflation Factors," Working Papers, Federal Reserve Bank of Boston, number 25-5, Aug, DOI: 10.29412/res.wp.2025.05.
- Cristiano Salvagnin & Vittorio del Tatto & Maria Elena De Giuli & Antonietta Mira & Aldo Glielmo, 2025, "Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance," Papers, arXiv.org, number 2508.15667, Aug.
- David Imhof & Emanuel W Viklund & Martin Huber, 2025, "Catching Bid-rigging Cartels with Graph Attention Neural Networks," Papers, arXiv.org, number 2507.12369, Jul, revised Jul 2025.