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Report NEP-ECM-2025-09-29
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:
- Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
- Wenze Li, 2025, "Wild Bootstrap Inference for Linear Regressions with Many Covariates," Papers, arXiv.org, number 2506.20972, Jun.
- Fischer, Manfred M. & LeSage, James P., 2025, "Spatial Econometrics," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 02.
- Matias D. Cattaneo & Jason M. Klusowski & Ruiqi Rae Yu, 2025, "The Honest Truth About Causal Trees: Accuracy Limits for Heterogeneous Treatment Effect Estimation," Papers, arXiv.org, number 2509.11381, Sep.
- Degui Li & Yuning Li & Peter C.B. Phillips, 2025, "Large-Scale Curve Time Series with Common Stochastic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2460, Sep.
- Item repec:ucl:cepeow:25-10 is not listed on IDEAS anymore
- Hyung Joo Kim & Dong Hwan Oh, 2025, "Local Estimation for Option Pricing: Improving Forecasts with Market State Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-076, Aug, DOI: 10.17016/FEDS.2025.076.
- Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2025, "Financial Shocks and the Output Growth Distribution," Staff Working Papers, Bank of Canada, number 25-25, Sep, DOI: 10.34989/swp-2025-25.
- John T. Rickard & William A. Dembski & James Rickards, 2025, "An Interval Type-2 Version of Bayes Theorem Derived from Interval Probability Range Estimates Provided by Subject Matter Experts," Papers, arXiv.org, number 2509.08834, Aug.
- Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025, "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-53, Sep.
- Hao Wang & Jingshu Peng & Yanyan Shen & Xujia Li & Quanqing Xu & Chuanhui Yang & Lei Chen, 2025, "Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization," Papers, arXiv.org, number 2509.10461, Aug, revised Jan 2026.
- Stéphane Lhuissier, 2025, "Assessing Asymmetric Macroeconomic Risk," Working papers, Banque de France, number 1004.
- Sagi Schwartz & Qinling Wang & Fang Fang, 2025, "Enhancing ML Models Interpretability for Credit Scoring," Papers, arXiv.org, number 2509.11389, Sep.
- Jirong Zhuang & Xuan Wu, 2025, "Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors," Papers, arXiv.org, number 2509.11928, Sep, revised Oct 2025.