Report NEP-ECM-2026-01-12

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:

• Grigory Franguridi & Laura Liu, 2025, "Inference in partially identified moment models via regularized optimal transport," Papers, arXiv.org, number 2512.18084, Dec, revised Dec 2025.
• Elynn Chen & Yuefeng Han & Jiayu Li & Ke Xu, 2025, "Modewise Additive Factor Model for Matrix Time Series," Papers, arXiv.org, number 2512.25025, Dec.
• Mariluz Mate, 2026, "What Is a Causal Effect When Firms Interact? Counterfactuals and Interdependence," Papers, arXiv.org, number 2601.00279, Jan.
• Tim Kutta & Martin Schumann & Holger Dette, 2025, "Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data," Papers, arXiv.org, number 2512.15592, Dec.
• Yan Chen & Lihua Lei, 2025, "Compound Estimation for Binomials," Papers, arXiv.org, number 2512.25042, Dec.
• Junting Duan & Markus Pelger, 2025, "Imputation-Powered Inference for Missing Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34535, Dec.
• Muyang Ren, 2025, "Extrapolating LATE with Weak IVs," Papers, arXiv.org, number 2512.23854, Dec.
• Jikai Jin & Vasilis Syrgkanis, 2025, "Sharp Structure-Agnostic Lower Bounds for General Linear Functional Estimation," Papers, arXiv.org, number 2512.17341, Dec, revised Jan 2026.
• Böckerman, Petri & Jysmä, Sami & Kanninen, Ohto, 2025, "Difference-in-Kinks Design," IZA Discussion Papers, Institute of Labor Economics (IZA), number 18313, Dec.
• Aknouche, Abdelhakim & Bentarzi, Mohamed, 2025, "Efficient two-stage estimation of cyclical ARCH models," MPRA Paper, University Library of Munich, Germany, number 127417, Dec.
• Matthieu Garcin & Louis Perot, 2025, "Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection," Papers, arXiv.org, number 2512.16411, Dec.
• Michal Koles'ar & Jos'e Luis Montiel Olea & Jonathan Roth, 2025, "Evaluating Counterfactual Policies Using Instruments," Papers, arXiv.org, number 2512.24096, Dec.
• Masahiro Kato, 2025, "Causal-Policy Forest for End-to-End Policy Learning," Papers, arXiv.org, number 2512.22846, Dec.
• Zihan Zhang & Lianyan Fu & Dehui Wang, 2026, "Difference-in-Differences using Double Negative Controls and Graph Neural Networks for Unmeasured Network Confounding," Papers, arXiv.org, number 2601.00603, Jan.
• Alberto Abadie & Joshua Angrist & Brigham Frandsen & Jörn-Steffen Pischke, 2025, "Harvesting Differences-in-Differences and Event-Study Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 34550, Dec.
• Isaac Meza & Rahul Singh, 2025, "Canonical correlation regression with noisy data," Papers, arXiv.org, number 2512.22697, Dec.
• Aslan Bakirov & Francesco Del Prato & Paolo Zacchia, 2026, "TWICE: Tree-based Wage Inference with Clustering and Estimation," Papers, arXiv.org, number 2601.00776, Jan.
• Jiafeng Chen & Jonathan Roth & Jann Spiess, 2025, "Testing Monotonicity in a Finite Population," Papers, arXiv.org, number 2512.25032, Dec, revised Jan 2026.
• Karun Adusumilli, 2026, "Continuous time asymptotic representations for adaptive experiments," Papers, arXiv.org, number 2601.00739, Jan.
• Alessandro Casadei & Sreyoshi Bhaduri & Rohit Malshe & Pavan Mullapudi & Raj Ratan & Ankush Pole & Arkajit Rakshit, 2025, "Scaling Causal Mediation for Complex Systems: A Framework for Root Cause Analysis," Papers, arXiv.org, number 2512.14764, Dec.
• Kirill Borusyak & Jiafeng Chen & Peter Hull & Lihua Lei, 2025, "Nonparametric Identification of Demand without Exogenous Product Characteristics," Papers, arXiv.org, number 2512.23211, Dec.
• Ali Zeytoon-Nejad & Barry Goodwin, 2025, "Econometric Modeling of Input-Driven Output Risk through a Versatile CES Production Function," Papers, arXiv.org, number 2512.20910, Dec.
• Simon Donker van Heel & Neil Shephard, 2025, "Exponentially weighted estimands and the exponential family: filtering, prediction and smoothing," Papers, arXiv.org, number 2512.16745, Dec, revised Jan 2026.
• Schmandt, Marco & Tielkes, Constantin & Weinhardt, Felix, 2025, "Random Placement but Real Bias," IZA Discussion Papers, Institute of Labor Economics (IZA), number 18319, Dec.
• Jules H. van Binsbergen & Benjamin David & Christian C. Opp, 2025, "How (Not) to Identify Demand Elasticities in Dynamic Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 34528, Dec.
• Håvard Hungnes, 2025, "Decomposing the Output Gap. Robust Univariate and Multivariate Hodrick–Prescott Filtering with Extreme Observations," Discussion Papers, Statistics Norway, Research Department, number 1031, Dec.
• Ursula Mello & Martin Nybom & Jan Stuhler, 2025, "A Lifecycle Estimator of Intergenerational Income Mobility," Papers, arXiv.org, number 2512.15368, Dec.
• Andersson, Jonas & Nilsen, Øivind Anti & Skaug, Hans Julius, 2025, "Mixed Frequency Data in a Heterogenous Sticky Price Model," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 21/2025, Dec.
• Peng, Rundong & Mallory, Mindy & Ma, Meilin & Wang, H. Holly, 2025, "Time Series Clustering in High Dimensional Cointegration Analysis: The Case of African Swine Fever in China," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO, Agricultural and Applied Economics Association, number 360950, DOI: 10.22004/ag.econ.360950.