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