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Report NEP-ECM-2025-09-08
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:
- Tingting Cheng & Jiachen Cong & Fei Liu & Xuanbin Yang, 2025, "Binary Response Forecasting under a Factor-Augmented Framework," Papers, arXiv.org, number 2507.16462, Jul.
- Giuseppe Cavaliere & Luca Fanelli & Iliyan Georgiev, 2025, "Bootstrap Diagnostic Tests," Papers, arXiv.org, number 2509.01351, Sep, revised Oct 2025.
- Enes Dilber & Colin Gray, 2025, "Shrinkage-Based Regressions with Many Related Treatments," Papers, arXiv.org, number 2507.01202, Jul.
- Pedro Picchetti, 2025, "Breakdown Analysis for Instrumental Variables with Binary Outcomes," Papers, arXiv.org, number 2507.10242, Jul, revised Oct 2025.
- Ziyi Liu, 2025, "Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption," Papers, arXiv.org, number 2509.01829, Sep, revised Sep 2025.
- Rahul Singh & Moses Stewart, 2025, "Placebo Discontinuity Design," Papers, arXiv.org, number 2507.12693, Jul.
- Tzvetan Moev, 2025, "Correlated Synthetic Controls," Papers, arXiv.org, number 2507.08918, Jul.
- Monica Billio & Roberto Casarin & Fausto Corradin & Antonio Peruzzi, 2025, "Bayesian Outlier Detection for Matrix–variate Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 14.
- Matias D. Cattaneo & Filippo Palomba, 2025, "Leveraging Covariates in Regression Discontinuity Designs," Papers, arXiv.org, number 2507.14311, Jul.
- Mehmet Caner Agostino Capponi Mihailo Stojnic, 2025, "Model-Estimation-Free, Dense, and High Dimensional Consistent Precision Matrix Estimators," Papers, arXiv.org, number 2507.04663, Jul, revised Dec 2025.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Jonas Meier & Aico van Vuuren & Francis Vella, 2025, "Bivariate Distribution Regression; Theory, Estimation and an Application to Intergenerational Mobility," Papers, arXiv.org, number 2508.12716, Aug.
- Hoang Giang Pham & Tien Mai & Minh Ha Hoang, 2025, "On the Estimation of Multinomial Logit and Nested Logit Models: A Conic Optimization Approach," Papers, arXiv.org, number 2509.01562, Sep.
- Xin Liu & David M. Kaplan, 2025, "Quantile Regression with Log(0) Outcomes," Working Papers, Department of Economics, University of Missouri, number 2509, Sep.
- Romuald Meango & Marc Henry & Ismael Mourifie, 2025, "Combining stated and revealed preferences," Papers, arXiv.org, number 2507.13552, Jul, revised Nov 2025.
- Albert Chiu, 2025, "An Algorithm for Identifying Interpretable Subgroups With Elevated Treatment Effects," Papers, arXiv.org, number 2507.09494, Jul.
- Qian Wu & David M. Kaplan, 2025, "Multiple Testing of Stochastic Monotonicity," Working Papers, Department of Economics, University of Missouri, number 2511, Sep.
- Jaap H. Abbring & {O}ystein Daljord & Fedor Iskhakov, 2025, "Identifying Present-Biased Discount Functions in Dynamic Discrete Choice Models," Papers, arXiv.org, number 2507.07286, Jul.
- Sheng Chao Ho, 2025, "Large-Scale Estimation under Unknown Heteroskedasticity," Papers, arXiv.org, number 2507.02293, Jul.
- Cheuk Hang Leung & Yijun Li & Qi Wu, 2025, "Distribution-valued Causal Machine Learning: Implications of Credit on Spending Patterns," Papers, arXiv.org, number 2509.03063, Sep.
- Atika Aouri & Philipp Otto, 2025, "A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks," Papers, arXiv.org, number 2508.20101, Aug.
- Stanis{l}aw M. S. Halkiewicz, 2025, "NA-DiD: Extending Difference-in-Differences with Capabilities," Papers, arXiv.org, number 2507.12690, Jul, revised Dec 2025.
- Haotian Deng, 2025, "Treatment effects at the margin: Everyone is marginal," Papers, arXiv.org, number 2508.21583, Aug.
- David M. Kaplan & Xin Liu, 2025, "Multiple Testing for Distributional Differences with Non-iid Data," Working Papers, Department of Economics, University of Missouri, number 2510, Sep.
- Klieber, Karin & Coulombe, Philippe Goulet, 2025, "Opening the black box of local projections," Working Paper Series, European Central Bank, number 3105, Aug.
- Marco Piccininni & Eric J. Tchetgen Tchetgen & Mats J. Stensrud, 2025, "Refining the Notion of No Anticipation in Difference-in-Differences Studies," Papers, arXiv.org, number 2507.12891, Jul, revised Sep 2025.