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Report NEP-ECM-2025-11-24
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:
- Gozde Sert & Abhishek Chakrabortty & Anirban Bhattacharya, 2025, "Bayesian Semiparametric Causal Inference: Targeted Doubly Robust Estimation of Treatment Effects," Papers, arXiv.org, number 2511.15904, Nov.
- Xiaojun Song & Jichao Yuan, 2025, "Specification tests for regression models with measurement errors," Papers, arXiv.org, number 2511.04127, Nov.
- Alberto Abadie & Mehrdad Ghadiri & Ali Jadbabaie & Mahyar JafariNodeh, 2025, "Unbiased Regression-Adjusted Estimation of Average Treatment Effects in Randomized Controlled Trials," Papers, arXiv.org, number 2511.03236, Nov.
- Gregor Steiner & Jeremie Houssineau & Mark F. J. Steel, 2025, "Possibilistic Instrumental Variable Regression," Papers, arXiv.org, number 2511.16029, Nov, revised Jan 2026.
- Stuart Lane, 2025, "The moment is here: a generalised class of estimators for fuzzy regression discontinuity designs," Papers, arXiv.org, number 2511.03424, Nov.
- Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar, 2025, "Leniency Designs: An Operator's Manual," Papers, arXiv.org, number 2511.03572, Nov, revised Nov 2025.
- Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2025, "Robust Cauchy-Based Methods for Predictive Regressions," Papers, arXiv.org, number 2511.09249, Nov, revised Apr 2026.
- Tatiana Komarova & William Matcham, 2025, "Multivariate Ordered Discrete Response Models with Lattice Structures," Papers, arXiv.org, number 2511.03418, Nov.
- Gregory Fletcher Cox & Xiaoxia Shi & Yuya Shimizu, 2025, "Testing Inequalities Linear in Nuisance Parameters," Papers, arXiv.org, number 2510.27633, Oct.
- Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2025, "Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/22, Nov.
- Masahiro Kato, 2025, "Semi-Supervised Treatment Effect Estimation with Unlabeled Covariates via Generalized Riesz Regression," Papers, arXiv.org, number 2511.08303, Nov.
- Susanne M. Schennach & Vincent Starck, 2025, "Using spatial modeling to address covariate measurement error," Papers, arXiv.org, number 2511.03306, Nov.
- Egshiglen Batbayar & Christoph Breunig & Peter Haan & Boryana Ilieva, 2025, "Quantile Selection in the Gender Pay Gap," Papers, arXiv.org, number 2511.16187, Nov, revised Jan 2026.
- Akash Deep & Svetlozar T. Rachev & Frank J. Fabozzi, 2025, "Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing," Papers, arXiv.org, number 2511.16563, Nov.
- Eiji Kurozumi & Anton Skrobotov, 2025, "Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble," Papers, arXiv.org, number 2511.16172, Nov, revised Apr 2026.
- Yaling Qi, 2025, "Large Bayesian Tensor Autoregressions," Papers, arXiv.org, number 2511.03097, Nov, revised Nov 2025.
- Masahiro Kato, 2025, "Riesz Regression As Direct Density Ratio Estimation," Papers, arXiv.org, number 2511.04568, Nov, revised Mar 2026.
- Alessandro V. M. Oliveira, 2025, "Modelos Empiricos de Pos-Dupla Selecao por LASSO: Discussoes para Estudos do Transporte Aereo," Papers, arXiv.org, number 2511.09767, Nov.
- Konan Hara & Yuki Ito & Paul S. Koh, 2025, "Identification and Estimation of Dynamic Games with Unknown Information Structure," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-267, Oct.
- Jungjun Choi & Ming Yuan, 2025, "Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics," Papers, arXiv.org, number 2511.03076, Nov.
- Dennis Thumm & Luis Ontaneda Mijares, 2025, "Towards Causal Market Simulators," Papers, arXiv.org, number 2511.04469, Nov, revised Jan 2026.
- Dennis Thumm, 2025, "Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models," Papers, arXiv.org, number 2511.04361, Nov, revised Jan 2026.
- Mathieu Lambotte, 2025, "Heterogeneity in peer effects for binary outcomes," Papers, arXiv.org, number 2511.15891, Nov, revised Nov 2025.
- Kikuchi, Tatsuru, 2025, "Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes," MPRA Paper, University Library of Munich, Germany, number 126718.
- John C. Whitehead & Tim Haas & Lynne Lewis & Leslie Richardson & Pete Schuhmann, 2025, "A Meta-Analysis of SBC Contingent Valuation: Willingness to Pay Estimates, Determinants of Reliability and Replication of Split-Sample Hypothesis Tests," Working Papers, Department of Economics, Appalachian State University, number 25-11.
- Miquel Noguer i Alonso, 2025, "Financial Information Theory," Papers, arXiv.org, number 2511.16339, Nov.
- Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Sarkjar, 2025, "Monetary Policy Shocks and Narrative Restrictions: Rules Matter," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-62, Nov.