Report NEP-ECM-2025-10-06

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:

• Xiyuan Liu & Zongwu Cai & Liangjun Su, 2025. "Time-varying Factor-augmented Forecasting Models with Variable Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202515, University of Kansas, Department of Economics, revised Sep 2025.
• Lam, Clifford & Cen, Zetai, 2025. "Matrix-valued factor model with time-varying main effects," LSE Research Online Documents on Economics 129557, London School of Economics and Political Science, LSE Library.
• Gergely Ganics & Lluc Puig Codina, 2035. "Simple Tests for the Correct Specification of Conditional Predictive Densities," Working Papers 2535, Banco de España.
• Hadi Elzayn & Jacob Goldin & Cameron Guage & Daniel E. Ho & Claire Morton, 2025. "Monotone Ecological Inference," NBER Working Papers 34285, National Bureau of Economic Research, Inc.
• Peter C. B. Phillips, 2025. "Edgeworth Expansions in Curved Cross Section Autoregression," Cowles Foundation Discussion Papers 2464, Cowles Foundation for Research in Economics, Yale University.
• Camilo Umana Dajud, 2025. "The Variance of Gravity," Working Papers 2025-12, CEPII research center.
• Boris Gershman & Tinatin Mumladze, 2025. "Common Ancestry, Uncommon Findings: Revisiting Cross-Cultural Research in Economics," Working Papers 2025-02, American University, Department of Economics.
• Simons, J. R. & Chen, Y. & Brunner, E. & French, E., 2025. "Forecasting Dementia Incidence," Cambridge Working Papers in Economics 2563, Faculty of Economics, University of Cambridge.
• Igor L. Kheifets & Peter C. B. Phillips, 2025. "Optimal Estimation In A Multicointegrated System," Cowles Foundation Discussion Papers 2463, Cowles Foundation for Research in Economics, Yale University.
• Gouriéroux, Christian & Monfort, Alain, 2025. "Affine Feedforward Stochastic (AFS) Neural Network," TSE Working Papers 25-1666, Toulouse School of Economics (TSE).
• Daniel O. Beltran & Julio L. Ortiz, 2025. "Core Inflation in the Advanced Economies: A Regional Perspective," International Finance Discussion Papers 1421, Board of Governors of the Federal Reserve System (U.S.).
• Esther Devilliers & Niklas Möhring & Robert Finger, 2024. "Estimation and comparison of the performance of low-input and conventional agricultural production systems," Post-Print hal-04157545, HAL.