Report NEP-ECM-2025-10-20

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:

• Lorenzo Testa & Edward H. Kennedy & Matthew Reimherr, 2025, "Efficient Difference-in-Differences Estimation when Outcomes are Missing at Random," Papers, arXiv.org, number 2509.25009, Sep, revised Jan 2026.
• Cory McCartan & Shiro Kuriwaki, 2025, "Identification and Semiparametric Estimation of Conditional Means from Aggregate Data," Papers, arXiv.org, number 2509.20194, Sep.
• Undral Byambadalai & Tomu Hirata & Tatsushi Oka & Shota Yasui, 2025, "Beyond the Average: Distributional Causal Inference under Imperfect Compliance," Papers, arXiv.org, number 2509.15594, Sep, revised Oct 2025.
• Takuya Ishihara & Masayuki Sawada & Kohei Yata, 2025, "Optimal estimation for regression discontinuity design with binary outcomes," Papers, arXiv.org, number 2509.18857, Sep, revised Dec 2025.
• Irene Botosaru & Laura Liu, 2025, "Time-Varying Heterogeneous Treatment Effects in Event Studies," Papers, arXiv.org, number 2509.13698, Sep.
• Alain Hecq & Ivan Ricardo & Ines Wilms, 2025, "Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach," Papers, arXiv.org, number 2509.19911, Sep.
• Philipp Bach & Sven Klaassen & Jannis Kueck & Mara Mattes & Martin Spindler, 2025, "Sensitivity Analysis for Treatment Effects in Difference-in-Differences Models using Riesz Representation," Papers, arXiv.org, number 2510.09064, Oct.
• Onil Boussim, 2025, "Identifying treatment effects on categorical outcomes in IV models," Papers, arXiv.org, number 2510.10946, Oct, revised Nov 2025.
• Mingqian Guan & Komei Fujita & Naoya Sueishi & Shota Yasui, 2025, "Denoised IPW-Lasso for Heterogeneous Treatment Effect Estimation in Randomized Experiments," Papers, arXiv.org, number 2510.10527, Oct.
• Yuta Okamoto, 2025, "Joint Inference for the Regression Discontinuity Effect and Its External Validity," Papers, arXiv.org, number 2509.26380, Sep, revised Feb 2026.
• Aryan Manafi Neyazi, 2025, "Generalized Covariance Estimator under Misspecification and Constraints," Papers, arXiv.org, number 2509.13492, Sep.
• Tsung-Chih Lai & Jia-Han Shih & Yi-Hau Chen, 2025, "Nonparametric and Semiparametric Estimation of Upward Rank Mobility Curves," Papers, arXiv.org, number 2509.23174, Sep.
• Elena Bortolato & Laura Ventura, 2025, "Box Confidence Depth: Simulation-Based Inference with Hyper-Rectangles," Working Papers, Barcelona School of Economics, number 1518, Oct.
• Luisa Bisaglia & Margherita Gerolimetto & Margherita Palomba, 2025, "A new Combined Bootstrap Method for Long-Memory Time Series," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 19.
• Chris Muris & Cavit Pakel, 2025, "Triadic Network Formation," Papers, arXiv.org, number 2509.26420, Sep.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2025, "Risk of Predictive Distributions and Bayesian Model Comparison of Misspecified Models," Working Papers, University of Macau, Faculty of Business Administration, number 202536, Oct.
• Masahiro Kato, 2025, "Direct Bias-Correction Term Estimation for Average Treatment Effect Estimation," Papers, arXiv.org, number 2509.22122, Sep, revised Jan 2026.
• Eugenio Felipe Merlano, 2025, "Boundary estimation in the regression-discontinuity design: Evidence for a merit- and need-based financial aid program," Papers, arXiv.org, number 2510.09257, Oct.
• Amaze Lusompa, 2025, "Regression Model Selection Under General Conditions," Papers, arXiv.org, number 2510.14822, Oct.
• Alexander Chudik & Cameron M. Ellis & Johannes G. Jaspersen, 2025, "Lags, Leave-Outs and Fixed Effects," Working Papers, Federal Reserve Bank of Dallas, number 2536, Sep, DOI: 10.24149/wp2536.
• Stuart Lane & Frank Windmeijer, 2025, "Overidentification testing with weak instruments and heteroskedasticity," Papers, arXiv.org, number 2509.21096, Sep.
• Jun Ma & Vadim Marmer & Zhengfei Yu, 2025, "Inference on the Distribution of Individual Treatment Effects in Nonseparable Triangular Models," Papers, arXiv.org, number 2509.15401, Sep.
• Sergio Bianchi & Daniele Angelini, 2025, "Roughness Analysis of Realized Volatility and VIX through Randomized Kolmogorov-Smirnov Distribution," Papers, arXiv.org, number 2509.20015, Sep, revised Feb 2026.
• Tadao Hoshino, 2025, "Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach," Papers, arXiv.org, number 2510.14415, Oct.
• Haodong Liang & Yanhao Jin & Krishnakumar Balasubramanian & Lifeng Lai, 2025, "Differentially Private Two-Stage Gradient Descent for Instrumental Variable Regression," Papers, arXiv.org, number 2509.22794, Sep, revised Feb 2026.
• Vladim'ir Hol'y, 2025, "The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis," Papers, arXiv.org, number 2510.09785, Oct.
• Amos Golan & Jeffrey Perloff, 2025, "An Information-Theoretic Approach to Partially Identified Problems," Working Papers, Human Capital and Economic Opportunity Working Group, number 20205-009, Oct.
• Philipp Bach & Victor Chernozhukov & Carlos Cinelli & Lin Jia & Sven Klaassen & Nils Skotara & Martin Spindler, 2025, "Sensitivity Analysis for Causal ML: A Use Case at Booking.com," Papers, arXiv.org, number 2510.09109, Oct.
• Tomás Pacheco, 2025, "Evaluating efficiency gains in the Linear Probability Model," Young Researchers Working Papers, Universidad de San Andres, Departamento de Economia, number 18, Sep, revised Sep 2025.
• Nathalie Gimenes & Tonghui Qi & Sorawoot Srisuma, 2025, "Identification and Estimation of Seller Risk Aversion in Ascending Auctions," Papers, arXiv.org, number 2509.19945, Sep, revised Feb 2026.
• Onil Boussim, 2025, "Compositional difference-in-differences," Papers, arXiv.org, number 2510.11659, Oct, revised Feb 2026.
• B. Cooper Boniece & Jos'e E. Figueroa-L'opez & Tianwei Zhou, 2025, "Debiased Kernel Estimation of Spot Volatility in the Presence of Infinite Variation Jumps," Papers, arXiv.org, number 2510.14285, Oct.
• Munawar Ali & Purba Das & Qi Feng & Liyao Gao & Guang Lin, 2025, "Noise estimation of SDE from a single data trajectory," Papers, arXiv.org, number 2509.25484, Sep, revised Jan 2026.
• Shanjukta Nath & Jiwon Hong & Jae Ho Chang & Keith Warren & Subhadeep Paul, 2025, "Recidivism and Peer Influence with LLM Text Embeddings in Low Security Correctional Facilities," Papers, arXiv.org, number 2509.20634, Sep, revised Jan 2026.
• Zheng Cao & Xingran Shao & Yuheng Yan & Helyette Geman, 2025, "Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model," Papers, arXiv.org, number 2510.10878, Oct.
• Yuhong Xu & Xinyao Zhao, 2025, "A General CoVaR Based on Entropy Pooling," Papers, arXiv.org, number 2509.21904, Sep, revised Oct 2025.

Report NEP-ECM-2025-10-20

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: