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.

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