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Report NEP-ECM-2025-10-27
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:
- Yanli Lin & Yichun Song, 2025, "Addressing Endogeneity Issues in a Spatial Autoregressive Model using Copulas," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 25-07.
- Prosper Dovonon & Nikolay Gospodinov, 2025, "A Uniformly Valid Test for Instrument Exogeneity," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2025-9, Sep, DOI: 10.29338/wp2025-09.
- Bach, Philipp & Klaaßen, Sven & Kueck, Jannis & Mattes, Mara & Spindler, Martin, 2025, "Sensitivity analysis for treatment effects in difference-in-differences models using Riesz Rrepresentation," Discussion Papers, Free University Berlin, School of Business & Economics, number 2025/7, DOI: 10.17169/refubium-49634.
- Abhimanyu Gupta & Myung Hwan Seo, 2025, "Optimal break tests for large linear time series models," Papers, arXiv.org, number 2510.12262, Oct.
- Susan Athey & Guido Imbens & Zhaonan Qu & Davide Viviano, 2025, "Triply Robust Panel Estimators," Papers, arXiv.org, number 2508.21536, Aug, revised Feb 2026.
- Christoph Breunig & Ruixuan Liu & Zhengfei Yu, 2025, "Robust Semiparametric Inference for Bayesian Additive Regression Trees," Papers, arXiv.org, number 2509.24634, Sep, revised Oct 2025.
- Alexander Almeida & Susan Athey & Guido Imbens & Eva Lestant & Alexia Olaizola, 2025, "Estimating Variances for Causal Panel Data Estimators," Papers, arXiv.org, number 2510.11841, Oct, revised Nov 2025.
- Tatsuru Kikuchi, 2025, "Nonparametric Identification and Estimation of Spatial Treatment Effect Boundaries: Evidence from 42 Million Pollution Observations," Papers, arXiv.org, number 2510.12289, Oct, revised Oct 2025.
- Zhentao Shi & Yishu Wang, 2025, "L2-relaxation for Economic Prediction," Papers, arXiv.org, number 2510.12183, Oct.
- Sung Jae Jun & Sokbae Lee, 2025, "Persuasion Effects in Regression Discontinuity Designs," Papers, arXiv.org, number 2509.26517, Sep.
- Zhuoxun Li & Clifford M. Hurvich, 2025, "Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation," Papers, arXiv.org, number 2509.23256, Sep, revised Oct 2025.
- Bauer, Dietmar & del Barrio Castro, Tomás, 2025, "The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data," MPRA Paper, University Library of Munich, Germany, number 126066, Sep.
- Tatsuru Kikuchi, 2025, "Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation," Papers, arXiv.org, number 2510.13148, Oct, revised Oct 2025.
- Yasin Simsek, 2025, "Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation," Papers, arXiv.org, number 2510.12911, Oct.
- Christopher P. Chambers & Yusufcan Masatlioglu & Ruodu Wang, 2025, "Invariant Modeling for Joint Distributions," Papers, arXiv.org, number 2509.15165, Sep, revised Oct 2025.
- Stephane Hess & Sander van Cranenburgh, 2025, "Flexibility without foresight: the predictive limitations of mixture models," Papers, arXiv.org, number 2510.09185, Oct.
- Jose Blanchet & Mark S. Squillante & Mario Szegedy & Guanyang Wang, 2025, "Connecting Quantum Computing with Classical Stochastic Simulation," Papers, arXiv.org, number 2509.18614, Sep.
- Daniel Cunha Oliveira & Grover Guzman & Nick Firoozye, 2025, "(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies," Papers, arXiv.org, number 2510.12725, Oct.
- Jesus Felipe & John McCombie & Aashish Mehta, 2024, "The Estimation of Production Functions with Monetary Values," Economics Working Paper Archive, Levy Economics Institute, number wp_1036, Jan.
- Alexandra Piller & Marc Schranz & Larissa Schwaller, 2025, "Using Natural Language Processing to Identify Monetary Policy Shocks," Working Papers, Swiss National Bank, Study Center Gerzensee, number 25.05, Oct.