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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, arXiv.org, number 2511.07183, Nov.
- Yiqi Liu, 2025, "Synthetic Parallel Trends," Papers, arXiv.org, number 2511.05870, Nov.
- Chun Pong Lau & Xinran Li, 2025, "Cluster-robust inference with a single treated cluster using the t-test," Papers, arXiv.org, number 2511.05710, Nov.
- Yue Fang & Geert Ridder, 2025, "The Exact Variance of the Average Treatment Effect Estimator in Cluster Randomized Controlled Trials," Papers, arXiv.org, number 2511.05801, Nov, revised Dec 2025.
- Bruno Fava, 2025, "Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators," Papers, arXiv.org, number 2511.04957, Nov, revised Nov 2025.
- Isaac Meza, 2025, "Residual Balancing for Non-Linear Outcome Models in High Dimensions," Papers, arXiv.org, number 2511.00324, Oct.
- 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, University of Kansas, Department of Economics, number 202516, Nov.
- Taehyeon Koo & Zijian Guo, 2025, "Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts," Papers, arXiv.org, number 2511.02632, Nov, revised Jan 2026.
- Matias D. Cattaneo & Rocio Titiunik & Ruiqi Rae Yu, 2025, "Boundary Discontinuity Designs: Theory and Practice," Papers, arXiv.org, number 2511.06474, Nov, revised Feb 2026.
- Jeffrey Zhang, 2025, "A sensitivity analysis for the average derivative effect," Papers, arXiv.org, number 2511.06243, Nov, revised Dec 2025.
- RJ Waken & Fengxian Wang & Sarah A. Eisenstein & Tim McBride & Kim Johnson & Karen Joynt-Maddox, 2025, "Multilevel non-linear interrupted time series analysis," Papers, arXiv.org, number 2511.05725, Nov.
- Susanne Schennach & Vincent Starck, 2025, "Optimally-Transported Generalized Method of Moments," Papers, arXiv.org, number 2511.05712, Nov.
- Hafner, C. M. & Linton, O. B. & Wang, L., 2025, "Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2569, Oct.
- Martins, Igor F. B. Martins & Virbickaitè, Audronè & Nguyen, Hoang & Hedibert, Freitas Lopes, 2025, "Fast and Slow Level Shifts in Intraday Stochastic Volatility," Working Papers, Örebro University, School of Business, number 2025:12, Nov.