Report NEP-ECM-2025-12-22

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:

• Alexander Mayer & Davide Raggi, 2025, "Estimation and inference in models with multiple behavioural equilibria," Papers, arXiv.org, number 2512.04541, Dec.
• Qihui Chen & Zheng Fang & Ruixuan Liu, 2025, "Debiased Bayesian Inference for High-dimensional Regression Models," Papers, arXiv.org, number 2512.09257, Dec.
• Mittelhammer, Ron & Judge, George & Henry, Miguel, 2025, "Testing Parametric Distribution Family Assumptions via Differences in Differential Entropy," 2026 Allied Social Sciences Association (ASSA) Annual Meeting, January 3-5, 2026, Philadelphia, Pennsylvania, Agricultural and Applied Economics Association, number 380041, DOI: 10.22004/ag.econ.380041.
• Christina Maschmann & Joakim Westerlund, 2025, "Estimation of Panel Data Models with Nonlinear Factor Structure," Papers, arXiv.org, number 2512.03693, Dec.
• Kentaro Kawato, 2025, "Balancing Weights for Causal Mediation Analysis," Papers, arXiv.org, number 2512.09337, Dec.
• Jan Kemper & Davud Rostam-Afschar, 2025, "Inference for Batched Adaptive Experiments," Papers, arXiv.org, number 2512.10156, Dec.
• Eleftheria Kelekidou, 2025, "High-dimensional Penalized Linear IV Estimation & Inference using BRIDGE and Adaptive LASSO," Papers, arXiv.org, number 2512.00265, Nov.
• Ryan Kessler & James McQueen & Miikka Rokkanen, 2025, "Evaluating A/B Testing Methodologies via Sample Splitting: Theory and Practice," Papers, arXiv.org, number 2512.03366, Dec.
• Bufan Li & Lujia Bai & Weichi Wu, 2025, "Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values," Papers, arXiv.org, number 2512.10467, Dec, revised Dec 2025.
• Sanjog Misra, 2025, "Foundation Priors," Papers, arXiv.org, number 2512.01107, Nov.
• Christopher Carter & Adeline Delavande & Mario Fiorini & Peter Siminski & Patrick Vu, 2025, "Optimal Screening in Experiments with Partial Compliance," Papers, arXiv.org, number 2512.09206, Dec.
• Oatley, Scott & Gayle, Vernon Professor & Connelly, Roxanne, 2025, "A Simulation Study Comparing Handling Missing Data Strategies," SocArXiv, Center for Open Science, number 4vtqs_v1, Dec, DOI: 10.31219/osf.io/4vtqs_v1.
• Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Papers, arXiv.org, number 2512.03763, Dec.
• Orazio Attanasio & V’ctor Sancibri‡n & Federica Ambrosio, 2025, "New Measures for Richer Theories: Some Thoughts and an Example," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2477, Nov.
• Ting-Yen Wang, 2025, "Estimation of Industrial Heterogeneity from Maximum Entropy and Zonotopes Using the Enterprise Surveys," Papers, arXiv.org, number 2512.00002, Sep.
• Rausser, Gordon & Villas-Boas, Sofia B., 2025, "George Judge's Contributions to Econometrics in Agricultural and Applied Economics," 2026 Allied Social Sciences Association (ASSA) Annual Meeting, January 3-5, 2026, Philadelphia, Pennsylvania, Agricultural and Applied Economics Association, number 379046, DOI: 10.22004/ag.econ.379046.
• Dai, Xiaowu & Mouti, Saad & do Vale, Marjorie Lima & Ray, Sumantra & Bohn, Jeffrey & Goldberg, Lisa, 2025, "A Resampling Approach for Causal Inference on Novel Two-Point Time-Series with Application to Identify Risk Factors for Type-2 Diabetes and Cardiovascular Disease," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt1hr3447x, Jan.