Report NEP-ECM-2025-12-08

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:

• Jason R. Blevins, 2025. "Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods," Papers 2511.15689, arXiv.org, revised Dec 2025.
• Andriy Norets & Marco Stenborg Petterson, 2024. "Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials," CSEF Working Papers 744, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Celani, Alessandro & Pedini, Luca, 2025. "Moderate Time-Varying Parameter VARs," Working Papers 2025:16, Örebro University, School of Business.
• Harold D. Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2025. "Empirical Likelihood for Random Forests and Ensembles," Papers 2511.13934, arXiv.org.
• Sadegh Shirani & Mohsen Bayati, 2025. "On Evolution-Based Models for Experimentation Under Interference," Papers 2511.21675, arXiv.org.
• del Barrio Castro, Tomas & Sanso Rossello, Andreu & Sibbertsen, Philipp, 2025. "Long memory in the marginalized time series of a VAR revisited," Hannover Economic Papers (HEP) dp-742, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Bjerk, David J., 2025. "Understanding IV Versus OLS Estimates of Treatment Effects and the Coefficient Difference Check," IZA Discussion Papers 18274, Institute of Labor Economics (IZA).
• Ryota Ishikawa, 2025. "Efficiency Bound for Social Interaction Models with Network Structures," Working Papers 2524, Waseda University, Faculty of Political Science and Economics.
• David Autor & Andrew Caplin & Daniel J. Martin & Philip Marx, 2025. "Misaligned by Design: Incentive Failures in Machine Learning," NBER Working Papers 34504, National Bureau of Economic Research, Inc.
• Hui Gong & Akash Sedai & Francesca Medda, 2025. "The Quantum Network of Assets: A Non-Classical Framework for Market Correlation and Structural Risk," Papers 2511.21515, arXiv.org, revised Nov 2025.
• Fanghella, Valeria & Fezzi, Carlo & Schleich, Joachim & Sebi, Carine, 2025. "Beyond the single binary choice format for eliciting willingness to accept: Evidence from a field study on onshore wind farms," Ruhr Economic Papers 1184, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Junlin Yang, 2025. "Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach," Papers 2511.19824, arXiv.org.