Report NEP-ECM-2025-11-10

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:

• Jian Yan & Zhuoxi Li & Yang Ning & Yong Chen, 2025, "Machine-Learning-Assisted Comparison of Regression Functions," Papers, arXiv.org, number 2510.24714, Oct.
• Masahiro Kato, 2025, "A Unified Theory for Causal Inference: Direct Debiased Machine Learning via Bregman-Riesz Regression," Papers, arXiv.org, number 2510.26783, Oct.
• Bin Chen & Yuefeng Han & Qiyang Yu, 2025, "Diffusion Index Forecasting with Tensor Data," Papers, arXiv.org, number 2511.02235, Nov, revised Feb 2026.
• Matias D. Cattaneo & Rocio Titiunik & Ruiqi Rae Yu, 2025, "Estimation and Inference in Boundary Discontinuity Designs: Distance-Based Methods," Papers, arXiv.org, number 2510.26051, Oct, revised Mar 2026.
• Zhexiao Lin & Peng Ding, 2025, "Unifying regression-based and design-based causal inference in time-series experiments," Papers, arXiv.org, number 2510.22864, Oct.
• Xiaohong Chen & Zhenxiao Chen & Wayne Yuan Gao, 2025, "Inference on Welfare and Value Functionals under Optimal Treatment Assignment," Papers, arXiv.org, number 2510.25607, Oct.
• Gilles Crommen & Jean-Pierre Florens & Ingrid Van Keilegom, 2025, "Tests of exogeneity in duration models with censored data," Papers, arXiv.org, number 2510.26613, Oct, revised Dec 2025.
• Xiaohong Chen & Haitian Xie, 2025, "Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2467, Oct.
• Ye Shen & Rui Song & Alberto Abadie, 2025, "Efficiently Learning Synthetic Control Models for High-dimensional Disaggregated Data," Papers, arXiv.org, number 2510.22828, Oct.
• Qiang Liu & Zhi Liu & Wang Zhou, 2025, "On the estimation of leverage effect and volatility of volatility in the presence of jumps," Papers, arXiv.org, number 2511.00944, Nov, revised Feb 2026.
• Qiang Liu & Yiming Liu & Zhi Liu & Wang Zhou, 2025, "Spectral analysis of high-dimensional spot volatility matrix with applications," Papers, arXiv.org, number 2511.02660, Nov, revised Mar 2026.
• Jean-Pierre Florens & Anna Simoni, 2025, "Panel data models with randomly generated groups," Papers, arXiv.org, number 2510.24496, Oct.
• Xu, Yang & Shi, Chengchun & Luo, Shikai & Wang, Lan & Song, Rui, 2025, "Doubly robust uncertainty quantification for quantile treatment effects in sequential decision making," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129969, Sep.
• Vincent Starck, 2025, "Peer effect analysis with latent processes," Papers, arXiv.org, number 2511.02764, Nov, revised Feb 2026.
• Federico Crippa, 2025, "Identification, Estimation, and Inference in Two-Sided Interaction Models," Papers, arXiv.org, number 2510.22884, Oct.
• Jonas M. Mikhaeil & Christopher Harshaw, 2025, "In Defense of the Pre-Test: Valid Inference when Testing Violations of Parallel Trends for Difference-in-Differences," Papers, arXiv.org, number 2510.26470, Oct, revised Jan 2026.
• Masahiro Kato, 2025, "Direct Debiased Machine Learning via Bregman Divergence Minimization," Papers, arXiv.org, number 2510.23534, Oct, revised Oct 2025.
• Jacob Carlson, 2025, "Making Interpretable Discoveries from Unstructured Data: A High-Dimensional Multiple Hypothesis Testing Approach," Papers, arXiv.org, number 2511.01680, Nov, revised Jan 2026.
• Zhaoxing Gao & Sihan Tu & Ruey S. Tsay, 2025, "High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions," Papers, arXiv.org, number 2511.01271, Nov.
• Jason R. Blevins, 2025, "Identification and Estimation of Continuous-Time Dynamic Discrete Choice Games," Papers, arXiv.org, number 2511.02701, Nov.
• Sukgyu Shin, 2025, "Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models," Papers, arXiv.org, number 2511.02816, Nov.
• Vincent Starck, 2025, "Improving control over unobservables with network data," Papers, arXiv.org, number 2511.00612, Nov.
• Ratzanyel Rinc'on & Kyungchul Song, 2025, "Causal Inference with Groupwise Matching," Papers, arXiv.org, number 2510.26106, Oct, revised Mar 2026.
• Zikai Li, 2025, "Bridging Stratification and Regression Adjustment: Batch-Adaptive Stratification with Post-Design Adjustment in Randomized Experiments," Papers, arXiv.org, number 2510.22908, Oct.
• Xuelin Yang & Licong Lin & Susan Athey & Michael I. Jordan & Guido W. Imbens, 2025, "Cross-Validated Causal Inference: a Modern Method to Combine Experimental and Observational Data," Papers, arXiv.org, number 2511.00727, Nov.
• Aristotelis Epanomeritakis & Davide Viviano, 2025, "Learning What to Learn: Experimental Design when Combining Experimental with Observational Evidence," Papers, arXiv.org, number 2510.23434, Oct, revised Dec 2025.
• Masahiro Kato, 2025, "Bridging the Gap between Empirical Welfare Maximization and Conditional Average Treatment Effect Estimation in Policy Learning," Papers, arXiv.org, number 2510.26723, Oct, revised Nov 2025.
• Raimondo Pala, 2025, "The causal interpretation of panel vector autoregressions," Papers, arXiv.org, number 2510.23540, Oct.
• Ertian Chen, 2025, "Robust Structural Estimation under Misspecified Latent-State Dynamics," Papers, arXiv.org, number 2510.22347, Oct, revised Nov 2025.
• Raimondo Pala, 2025, "Control VAR: a counterfactual based approach to inference in macroeconomics," Papers, arXiv.org, number 2510.23762, Oct.
• Deborah Gefang & Stephen G Hall & George S. Tavlas, 2025, "Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors," Papers, arXiv.org, number 2510.22399, Oct.
• Chiara Amorino & Christian Brownlees & Ankita Ghosh, 2025, "Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning," Papers, arXiv.org, number 2511.00597, Nov, revised Feb 2026.
• Zhang, Junyi & Dassios, Angelos & Zhong, Chong & Yao, Qiufei, 2025, "Truncated inverse-Lévy measure representation of the beta process," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129968, Apr.
• Masahiro Kato, 2025, "Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression," Papers, arXiv.org, number 2510.24433, Oct.
• Young, Alwyn, 2025, "Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130036, Dec.
• Bohan Zhang & Jiaxuan Li & Ali Hortac{c}su & Xiaoyang Ye & Victor Chernozhukov & Angelo Ni & Edward W Huang, 2025, "Agentic Economic Modeling," Papers, arXiv.org, number 2510.25743, Oct, revised Mar 2026.
• Antonio Raiola & Nazarii Salish, 2025, "Detection Boundaries for Panel Slope Homogeneity Tests Under Small-Group Heterogeneity," Papers, arXiv.org, number 2510.22841, Oct, revised Apr 2026.
• André de Palma & Zhenyu Yang & Pietro Giardina & Nikolas Gerolimnis, 2025, "Recovering Scheduling Preferences in Dynamic Departure Time Models," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2025-15.
• Ayush Sawarni & Sahasrajit Sarmasarkar & Vasilis Syrgkanis, 2025, "Preference Learning with Response Time: Robust Losses and Guarantees," Papers, arXiv.org, number 2505.22820, May, revised Oct 2025.

Report NEP-ECM-2025-11-10

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: