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Report NEP-ECM-2025-11-03
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:
- Jean-Marie Dufour & Purevdorj Tuvaandorj, 2025, "Mixed LR-$C(\alpha)$-type tests for irregular hypotheses, general criterion functions and misspecified models," Papers, arXiv.org, number 2510.17070, Oct.
- Shuyuan Chen & Peng Zhang & Yifan Cui, 2025, "Identification and Debiased Learning of Causal Effects with General Instrumental Variables," Papers, arXiv.org, number 2510.20404, Oct, revised Feb 2026.
- Jing Kong, 2025, "Causal Inference in High-Dimensional Generalized Linear Models with Binary Outcomes," Papers, arXiv.org, number 2510.16669, Oct.
- Xiaohong Chen & Haitian Xie, 2025, "On Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination," Papers, arXiv.org, number 2510.16683, Oct, revised Feb 2026.
- Jing Kong, 2025, "On the Asymptotics of the Minimax Linear Estimator," Papers, arXiv.org, number 2510.16661, Oct.
- Zhongjun Qu & Wendun Wang & Xiaomeng Zhang, 2025, "Prediction Intervals for Model Averaging," Papers, arXiv.org, number 2510.16224, Oct.
- Xiaohong Chen & Min Seong Kim & Sokbae Lee & Myung Hwan Seo & Myunghyun Song, 2025, "SLIM: Stochastic Learning and Inference in Overidentified Models," Papers, arXiv.org, number 2510.20996, Oct, revised Oct 2025.
- Hung Tran & Tien Mai & Minh Hoang Ha, 2025, "Equilibrium-Constrained Estimation of Recursive Logit Choice Models," Papers, arXiv.org, number 2510.16886, Oct.
- Harrison Katz, 2025, "Centered MA Dirichlet ARMA for Financial Compositions: Theory & Empirical Evidence," Papers, arXiv.org, number 2510.18903, Oct, revised Oct 2025.
- Federico Gatta & Fabrizio Lillo & Piero Mazzarisi, 2025, "A high-frequency approach to Realized Risk Measures," Papers, arXiv.org, number 2510.16526, Oct.
- Samuel Perreault & Silvana M. Pesenti & Daniyal Shahzad, 2025, "Distributional regression for seasonal data: an application to river flows," Papers, arXiv.org, number 2510.18639, Oct.
- Andres Garcia-Medina, 2025, "Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications," Papers, arXiv.org, number 2510.19130, Oct, revised Dec 2025.
- Alahmad, Ahmad & Mínguez Solana, Roberto & Porras Soriano, Rocío & Lozano Galant, José Antonio & Turmo, José, 2025, "Parameter Inference for Structural System Identification Based on Static State Estimation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 48232, Oct.
- Dmitry Arkhangelsky & Wisse Rutgers, 2025, "Evaluating Local Policies in Centralized Markets," Papers, arXiv.org, number 2510.20032, Oct.
- Alexandre Boumezoued & Adel Cherchali & Vincent Lemaire & Gilles Pag`es & Mathieu Truc, 2025, "Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations," Papers, arXiv.org, number 2510.18995, Oct.
- Mr. Paul Cashin & Mr. Fei Han & Ivy Sabuga & Jing Xie & Fan Zhang, 2025, "Parameter Proliferation in Nowcasting: Issues and Approaches—An Application to Nowcasting China’s Real GDP," IMF Working Papers, International Monetary Fund, number 2025/217, Oct.
- Youngjae Jeong, 2025, "An Empirical Framework for Discrete Games with Costly Information Acquisition," Papers, arXiv.org, number 2510.19140, Oct.
- Jing Cynthia Wu & Jin Xi & Shihan Xie, 2025, "LLM Survey Framework: Coverage, Reasoning, Dynamics, Identification," NBER Working Papers, National Bureau of Economic Research, Inc, number 34308, Oct.
- ., Kaustubh & Gopalakrishnan, Pawan Gopalakrishnan & Ranjan, Abhishek Ranjan, 2025, "Estimating the New Keynesian Phillips Curve (NKPC) with Fat-tailed Events," MPRA Paper, University Library of Munich, Germany, number 126329, Oct.
- WATANABE, Toshiaki, 2025, "Bayesian Analysis of Business Cycles in Japan by Extending the Markov Switching Model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-148, Aug.
- Sina Molavipour & Alireza M. Javid & Cassie Ye & Bjorn Lofdahl & Mikhail Nechaev, 2025, "Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks," Papers, arXiv.org, number 2510.21347, Oct.
- Lucas Darius Konrad & Nikolas Kuschnig, 2025, "Testing Most Influential Sets," Papers, arXiv.org, number 2510.20372, Oct, revised Mar 2026.
- Luis Orea & K Hervé Dakpo, 2025, "Latent class models with persistence in regime changes: a distributed lag analysis
[Modèles de classes latentes avec persistance dans les changements de régime : une analyse des retards distribués]," Post-Print, HAL, number hal-05322436, Oct, DOI: 10.1007/s11123-025-00782-2.