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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, National Bureau of Economic Research, Inc, number 34473, Nov.
- Sofiia Dolgikh & Bodan Potanin, 2025, "Double machine learning for causal inference in a multivariate sample selection model," Papers, arXiv.org, number 2511.12640, Nov.
- Paul Goldsmith-Pinkham & Tianshu Lyu, 2025, "Causal Inference in Financial Event Studies," Papers, arXiv.org, number 2511.15123, Nov.
- Andrei Zeleneev & Weisheng Zhang, 2025, "Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects," Papers, arXiv.org, number 2511.15427, Nov.
- Amaze Lusompa, 2025, "A Note on the Finite Sample Bias in Time Series Cross-Validation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 25-17, Nov, revised 08 Dec 2025, DOI: 10.18651/RWP2025-17.
- Masahiro Tanaka, 2025, "Modified Delayed Acceptance MCMC for Quasi-Bayesian Inference with Linear Moment Conditions," Papers, arXiv.org, number 2511.17117, Nov, revised Feb 2026.
- Nan Liu & Yanbo Liu & Yuya Sasaki & Yuanyuan Wan, 2025, "Nonparametric Uniform Inference in Binary Classification and Policy Values," Papers, arXiv.org, number 2511.14700, Nov, revised Dec 2025.
- Toru Kitagawa & Yizhou Kuang, 2025, "Identification-aware Markov chain Monte Carlo," Papers, arXiv.org, number 2511.12847, Nov, revised Dec 2025.
- Jessy Xinyi Han & Devavrat Shah, 2025, "Synthetic Survival Control: Extending Synthetic Controls for "When-If" Decision," Papers, arXiv.org, number 2511.14133, Nov.
- Jeonghwan Lee & Cong Ma, 2025, "Learning bounds for doubly-robust covariate shift adaptation," Papers, arXiv.org, number 2511.11003, Nov.
- Patrick M. Kline, 2025, "Branching Fixed Effects: A Proposal for Communicating Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 34486, Nov.
- M. Stocker & W. Ma{l}gorzewicz & M. Fontana & S. Ben Taieb, 2025, "A Gentle Introduction to Conformal Time Series Forecasting," Papers, arXiv.org, number 2511.13608, Nov.
- Mountford, Andrew, 2025, "Identifying the Shocks also Identifies the Constants: Implications for VAR analysis," MPRA Paper, University Library of Munich, Germany, number 126806, Nov.
- Marina Khismatullina & Bernhard van der Sluis, 2025, "Multiscale Comparison of Nonparametric Trending Coefficients," Papers, arXiv.org, number 2511.12600, Nov.
- Ferreira Batista Martins, Igor & Virbickaitè, Audronè & Nguyen, Hoang & Freitas Lopes, Hedibert, 2025, "Volume-driven time-of-day effects in intraday volatility models," Working Papers, Örebro University, School of Business, number 2025:14, Nov.
- Emmanuel Flachaire & Bertille Picard, 2025, "Decomposing Inequalities using Machine Learning and Overcoming Common Support Issues," Papers, arXiv.org, number 2511.13433, Nov.
- Daisuke Kurisu & Yuta Okamoto & Taisuke Otsu, 2025, "Random sets from the perspective of metric statistics," Papers, arXiv.org, number 2511.13440, Nov.
- Christian Matthes & Naoya Nagasaka & Felipe Schwartzman, 2025, "Estimating the Missing Intercept," Working Paper, Federal Reserve Bank of Richmond, number 25-12, Oct, DOI: 10.21144/wp25-12.
- Ping Wu & Dan Zhu, 2025, "U.S. Economy and Global Stock Markets: Insights from a Distributional Approach," Papers, arXiv.org, number 2511.17140, Nov, revised Nov 2025.