Printed from https://ideas.repec.org/n/nep-ecm/2025-10-13.html
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, arXiv.org, number 2510.05454, Oct.
- Onil Boussim, 2025, "Correcting sample selection bias with categorical outcomes," Papers, arXiv.org, number 2510.05551, Oct, revised Nov 2025.
- Tatsuru Kikuchi, 2025, "A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification," Papers, arXiv.org, number 2510.00754, Oct, revised Oct 2025.
- Zhonghui Zhang & Chihwa Kao & Jungbin Hwang, 2025, "High-Dimensional Weighted K-Means with Serial Dependence," Working papers, University of Connecticut, Department of Economics, number 2025-09, Aug.
- Matias D. Cattaneo & Michael Jansson & Kenichi Nagasawa, 2025, "Robust Inference for Convex Pairwise Difference Estimators," Papers, arXiv.org, number 2510.05991, Oct.
- Sid Kankanala, 2025, "Generalized Bayes in Conditional Moment Restriction Models," Papers, arXiv.org, number 2510.01036, Oct.
- Peiyun Jiang & Takashi Yamagata, 2025, "An alternative bootstrap procedure for factor-augmented regression models," Papers, arXiv.org, number 2510.00947, Oct.
- Gozde Sert & Abhishek Chakrabortty & Anirban Bhattacharya, 2025, "Bayesian Semi-supervised Inference via a Debiased Modeling Approach," Papers, arXiv.org, number 2509.17385, Sep.
- David Arbour & Harsh Parikh & Bijan Niknam & Elizabeth Stuart & Kara Rudolph & Avi Feller, 2025, "Regularizing Extrapolation in Causal Inference," Papers, arXiv.org, number 2509.17180, Sep, revised Oct 2025.
- Karsten Reichold & Ulrike Schneider, 2025, "Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions," Papers, arXiv.org, number 2510.07204, Oct.
- Ziyan Zhao & Qingfeng Liu, 2024, "Time-Varying Structural Approximate Dynamic Factor Model," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2401, Jan.
- Jungbin Hwang & Feifan Wang, 2025, "Sieve Bootstrap Approach to Robust Term Premia Analysis," Working papers, University of Connecticut, Department of Economics, number 2025-10, Sep.
- Antonio Cozzolino & Cristina Gualdani & Ivan Gufler & Niccolò Lomys & Lorenzo Magnolfi, 2025, "Robust Identification in Repeated Games: An Empirical Approach to Algorithmic Competition," Working Papers, NET Institute, number 25-04, Sep.
- Bowen Fu & Chenghan Hou & Jan Pruser, 2025, "Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework," Papers, arXiv.org, number 2510.05802, Oct, revised Dec 2025.
- Leonardo N. Ferreira & Haroon Mumtaz & Ana Skoblar, 2025, "Stochastic Volatility-in-mean VARs with Time-Varying Skewness," Papers, arXiv.org, number 2510.08415, Oct.
- Thomas T. Yang, 2025, "Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression," Papers, arXiv.org, number 2510.01535, Oct, revised Dec 2025.
- Maria Gadea & Òscar Jordà, 2025, "Local Projections Bootstrap Inference," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-21, Sep, DOI: 10.24148/wp2025-21.
- Nicolas Salvad'e & Tim Hillel, 2025, "Functional effects models: Accounting for preference heterogeneity in panel data with machine learning," Papers, arXiv.org, number 2509.18047, Sep.
- Lamia Lamrani & Beno^it Collins & Jean-Philippe Bouchaud, 2025, "Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus," Papers, arXiv.org, number 2509.13923, Sep.
- 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, National Bureau of Economic Research, Inc, number 34331, Oct.
- Reca Sarfati & Vod Vilfort, 2025, ""Post" Pre-Analysis Plans: Valid Inference for Non-Preregistered Specifications," Papers, arXiv.org, number 2510.02507, Oct.
- Hrishikesh Vinod, 2025, "New Axioms for Dependence Measure and Powerful Tests," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2025-02er:dp2025-02.
- Natascha Hey & Eyal Neuman & Sturmius Tuschmann, 2025, "Nonparametric Estimation of Self- and Cross-Impact," Papers, arXiv.org, number 2510.06879, Oct.
- 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, London School of Economics and Political Science, LSE Library, number 129705, May.
- Emerson Melo & David Muller, 2025, "Beyond Softmax: A New Perspective on Gradient Bandits," Papers, arXiv.org, number 2510.03979, Oct.
- Samuel N. Cohen & Cephas Svosve, 2025, "Linking Path-Dependent and Stochastic Volatility Models," Papers, arXiv.org, number 2510.02024, Oct.
- Miguel Alves Pereira, 2025, "Predictive economics: Rethinking economic methodology with machine learning," Papers, arXiv.org, number 2510.04726, Oct.
- 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, arXiv.org, number 2509.17715, Sep.
- Tonghui Qi, 2025, "Identification in Auctions with Truncated Transaction Prices," Papers, arXiv.org, number 2510.04464, Oct, revised Oct 2025.
- Martin Aichele & Igor Cialenco & Damian Jelito & Marcin Pitera, 2025, "Coherent estimation of risk measures," Papers, arXiv.org, number 2510.05809, Oct, revised Dec 2025.