Report NEP-ECM-2025-12-01

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:

• Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2025. "Leniency Designs: An Operator’s Manual," NBER Working Papers 34473, National Bureau of Economic Research, Inc.
• Sofiia Dolgikh & Bodan Potanin, 2025. "Double machine learning for causal inference in a multivariate sample selection model," Papers 2511.12640, arXiv.org.
• Paul Goldsmith-Pinkham & Tianshu Lyu, 2025. "Causal Inference in Financial Event Studies," Papers 2511.15123, arXiv.org.
• Andrei Zeleneev & Weisheng Zhang, 2025. "Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects," Papers 2511.15427, arXiv.org.
• Amaze Lusompa, 2025. "A Note on the Finite Sample Bias in Time Series Cross-Validation," Research Working Paper RWP 25-17, Federal Reserve Bank of Kansas City, revised 08 Dec 2025.
• Masahiro Tanaka, 2025. "Modified Delayed Acceptance MCMC for Quasi-Bayesian Inference with Linear Moment Conditions," Papers 2511.17117, arXiv.org, revised Dec 2025.
• Nan Liu & Yanbo Liu & Yuya Sasaki & Yuanyuan Wan, 2025. "Nonparametric Uniform Inference in Binary Classification and Policy Values," Papers 2511.14700, arXiv.org, revised Dec 2025.
• Toru Kitagawa & Yizhou Kuang, 2025. "Identification-aware Markov chain Monte Carlo," Papers 2511.12847, arXiv.org, revised Dec 2025.
• Jessy Xinyi Han & Devavrat Shah, 2025. "Synthetic Survival Control: Extending Synthetic Controls for "When-If" Decision," Papers 2511.14133, arXiv.org.
• Jeonghwan Lee & Cong Ma, 2025. "Learning bounds for doubly-robust covariate shift adaptation," Papers 2511.11003, arXiv.org.
• Patrick M. Kline, 2025. "Branching Fixed Effects: A Proposal for Communicating Uncertainty," NBER Working Papers 34486, National Bureau of Economic Research, Inc.
• M. Stocker & W. Ma{l}gorzewicz & M. Fontana & S. Ben Taieb, 2025. "A Gentle Introduction to Conformal Time Series Forecasting," Papers 2511.13608, arXiv.org.
• Mountford, Andrew, 2025. "Identifying the Shocks also Identifies the Constants: Implications for VAR analysis," MPRA Paper 126806, University Library of Munich, Germany.
• Marina Khismatullina & Bernhard van der Sluis, 2025. "Multiscale Comparison of Nonparametric Trending Coefficients," Papers 2511.12600, arXiv.org.
• Ferreira Batista Martins, Igor & Virbickaitè, Audronè & Nguyen, Hoang & Freitas Lopes, Hedibert, 2025. "Volume-driven time-of-day effects in intraday volatility models," Working Papers 2025:14, Örebro University, School of Business.
• Emmanuel Flachaire & Bertille Picard, 2025. "Decomposing Inequalities using Machine Learning and Overcoming Common Support Issues," Papers 2511.13433, arXiv.org.
• Daisuke Kurisu & Yuta Okamoto & Taisuke Otsu, 2025. "Random sets from the perspective of metric statistics," Papers 2511.13440, arXiv.org.
• Christian Matthes & Naoya Nagasaka & Felipe Schwartzman, 2025. "Estimating the Missing Intercept," Working Paper 25-12, Federal Reserve Bank of Richmond.
• Ping Wu & Dan Zhu, 2025. "U.S. Economy and Global Stock Markets: Insights from a Distributional Approach," Papers 2511.17140, arXiv.org, revised Nov 2025.