Report NEP-ECM-2025-11-17

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:

• Liudas Giraitis & George Kapetanios & Yufei Li & Alexia Ventouri, 2025. "Unlocking the Regression Space," Papers 2511.07183, arXiv.org.
• Yiqi Liu, 2025. "Synthetic Parallel Trends," Papers 2511.05870, arXiv.org.
• Chun Pong Lau & Xinran Li, 2025. "Cluster-robust inference with a single treated cluster using the t-test," Papers 2511.05710, arXiv.org.
• Yue Fang & Geert Ridder, 2025. "The Exact Variance of the Average Treatment Effect Estimator in Cluster RCT," Papers 2511.05801, arXiv.org.
• Bruno Fava, 2025. "Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators," Papers 2511.04957, arXiv.org, revised Nov 2025.
• Isaac Meza, 2025. "Residual Balancing for Non-Linear Outcome Models in High Dimensions," Papers 2511.00324, arXiv.org.
• Ali Mehrabani & Shahnaz Parsaeian, 2025. "Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202516, University of Kansas, Department of Economics.
• Taehyeon Koo & Zijian Guo, 2025. "Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts," Papers 2511.02632, arXiv.org.
• Matias D. Cattaneo & Rocio Titiunik & Ruiqi Rae Yu, 2025. "Boundary Discontinuity Designs: Theory and Practice," Papers 2511.06474, arXiv.org.
• Jeffrey Zhang, 2025. "A sensitivity analysis for the average derivative effect," Papers 2511.06243, arXiv.org.
• RJ Waken & Fengxian Wang & Sarah A. Eisenstein & Tim McBride & Kim Johnson & Karen Joynt-Maddox, 2025. "Multilevel non-linear interrupted time series analysis," Papers 2511.05725, arXiv.org.
• Susanne Schennach & Vincent Starck, 2025. "Optimally-Transported Generalized Method of Moments," Papers 2511.05712, arXiv.org.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2025. "Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)," Cambridge Working Papers in Economics 2569, Faculty of Economics, University of Cambridge.
• Martins, Igor F. B. Martins & Virbickaitè, Audronè & Nguyen, Hoang & Hedibert, Freitas Lopes, 2025. "Fast and Slow Level Shifts in Intraday Stochastic Volatility," Working Papers 2025:12, Örebro University, School of Business.