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