Report NEP-ECM-2025-10-13

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:

• Soonwoo Kwon & Liyang Sun, 2025. "Estimating Treatment Effects Under Bounded Heterogeneity," Papers 2510.05454, arXiv.org.
• Onil Boussim, 2025. "Correcting sample selection bias with categorical outcomes," Papers 2510.05551, arXiv.org, revised Nov 2025.
• Tatsuru Kikuchi, 2025. "A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification," Papers 2510.00754, arXiv.org, revised Oct 2025.
• Zhonghui Zhang & Chihwa Kao & Jungbin Hwang, 2025. "High-Dimensional Weighted K-Means with Serial Dependence," Working papers 2025-09, University of Connecticut, Department of Economics.
• Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2025. "Robust Inference for Convex Pairwise Difference Estimators," Papers 2510.05991, arXiv.org.
• Sid Kankanala, 2025. "Generalized Bayes in Conditional Moment Restriction Models," Papers 2510.01036, arXiv.org.
• Peiyun Jiang & Takashi Yamagata, 2025. "An alternative bootstrap procedure for factor-augmented regression models," Papers 2510.00947, arXiv.org.
• Gozde Sert & Abhishek Chakrabortty & Anirban Bhattacharya, 2025. "Bayesian Semi-supervised Inference via a Debiased Modeling Approach," Papers 2509.17385, arXiv.org.
• David Arbour & Harsh Parikh & Bijan Niknam & Elizabeth Stuart & Kara Rudolph & Avi Feller, 2025. "Regularizing Extrapolation in Causal Inference," Papers 2509.17180, arXiv.org, revised Oct 2025.
• Karsten Reichold & Ulrike Schneider, 2025. "Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions," Papers 2510.07204, arXiv.org.
• Ziyan Zhao & Qingfeng Liu, 2024. "Time-Varying Structural Approximate Dynamic Factor Model," Economic Growth Centre Working Paper Series 2401, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Jungbin Hwang & Feifan Wang, 2025. "Sieve Bootstrap Approach to Robust Term Premia Analysis," Working papers 2025-10, University of Connecticut, Department of Economics.
• Antonio Cozzolino & Cristina Gualdani & Ivan Gufler & Niccolò Lomys & Lorenzo Magnolfi, 2025. "Robust Identification in Repeated Games: An Empirical Approach to Algorithmic Competition," Working Papers 25-04, NET Institute.
• Bowen Fu & Chenghan Hou & Jan Pruser, 2025. "Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework," Papers 2510.05802, arXiv.org, revised Dec 2025.
• Leonardo N. Ferreira & Haroon Mumtaz & Ana Skoblar, 2025. "Stochastic Volatility-in-mean VARs with Time-Varying Skewness," Papers 2510.08415, arXiv.org.
• Thomas T. Yang, 2025. "Cautions on Tail Index Regressions," Papers 2510.01535, arXiv.org.
• Maria Gadea & Òscar Jordà, 2025. "Local Projections Bootstrap Inference," Working Paper Series 2025-21, Federal Reserve Bank of San Francisco.
• Nicolas Salvad'e & Tim Hillel, 2025. "Functional effects models: Accounting for preference heterogeneity in panel data with machine learning," Papers 2509.18047, arXiv.org.
• Lamia Lamrani & Beno^it Collins & Jean-Philippe Bouchaud, 2025. "Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus," Papers 2509.13923, arXiv.org.
• Partha Deb & Edward C. Norton & Jeffrey M. Wooldridge & Jeffrey E. Zabel, 2025. "Aggregating Average Treatment Effects on the Treated in Difference-in-Differences Models," NBER Working Papers 34331, National Bureau of Economic Research, Inc.
• Reca Sarfati & Vod Vilfort, 2025. ""Post" Pre-Analysis Plans: Valid Inference for Non-Preregistered Specifications," Papers 2510.02507, arXiv.org.
• Hrishikesh Vinod, 2025. "New Axioms for Dependence Measure and Powerful Tests," Fordham Economics Discussion Paper Series dp2025-02er:dp2025-02, Fordham University, Department of Economics.
• Natascha Hey & Eyal Neuman & Sturmius Tuschmann, 2025. "Nonparametric Estimation of Self- and Cross-Impact," Papers 2510.06879, arXiv.org.
• Tang, Bo Rui & Zhu, Jin & Wang, Ting Yin & Zhu, Junxian, 2025. "A splicing algorithm for best subset selection in sliced inverse regression," LSE Research Online Documents on Economics 129705, London School of Economics and Political Science, LSE Library.
• Emerson Melo & David Muller, 2025. "Beyond Softmax: A New Perspective on Gradient Bandits," Papers 2510.03979, arXiv.org.
• Samuel N. Cohen & Cephas Svosve, 2025. "Linking Path-Dependent and Stochastic Volatility Models," Papers 2510.02024, arXiv.org.
• Miguel Alves Pereira, 2025. "Predictive economics: Rethinking economic methodology with machine learning," Papers 2510.04726, arXiv.org.
• Axel Ciceri & Austin Cottrell & Joshua Freeland & Daniel Fry & Hirotoshi Hirai & Philip Intallura & Hwajung Kang & Chee-Kong Lee & Abhijit Mitra & Kentaro Ohno & Das Pemmaraju & Manuel Proissl & Brian, 2025. "Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers," Papers 2509.17715, arXiv.org.
• Tonghui Qi, 2025. "Identification in Auctions with Truncated Transaction Prices," Papers 2510.04464, arXiv.org, revised Oct 2025.
• Martin Aichele & Igor Cialenco & Damian Jelito & Marcin Pitera, 2025. "Coherent estimation of risk measures," Papers 2510.05809, arXiv.org, revised Dec 2025.