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