Printed from https://ideas.repec.org/n/nep-ecm/2025-12-08.html
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, arXiv.org, number 2511.15689, Nov, revised Dec 2025.
- Andriy Norets & Marco Stenborg Petterson, 2024, "Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 744, Dec.
- Celani, Alessandro & Pedini, Luca, 2025, "Moderate Time-Varying Parameter VARs," Working Papers, Örebro University, School of Business, number 2025:16, Dec.
- Harold D. Chiang & Yukitoshi Matsushita & Taisuke Otsu, 2025, "Empirical Likelihood for Random Forests and Ensembles," Papers, arXiv.org, number 2511.13934, Nov.
- Sadegh Shirani & Mohsen Bayati, 2025, "On Evolution-Based Models for Experimentation Under Interference," Papers, arXiv.org, number 2511.21675, Nov.
- 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), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-742, Dec.
- Bjerk, David J., 2025, "Understanding IV Versus OLS Estimates of Treatment Effects and the Coefficient Difference Check," IZA Discussion Papers, IZA Network @ LISER, number 18274, Nov.
- Ryota Ishikawa, 2025, "Efficiency Bound for Social Interaction Models with Network Structures," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2524, Dec.
- David Autor & Andrew Caplin & Daniel J. Martin & Philip Marx, 2025, "Misaligned by Design: Incentive Failures in Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 34504, Nov.
- Hui Gong & Akash Sedai & Francesca Medda, 2025, "Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics," Papers, arXiv.org, number 2511.21515, Nov, revised Mar 2026.
- 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, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1184, DOI: 10.4419/96973369.
- Junlin Yang, 2025, "Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach," Papers, arXiv.org, number 2511.19824, Nov.