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Report NEP-ECM-2026-01-19
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:
- Masahiro Kato, 2025, "ScoreMatchingRiesz: Score Matching for Debiased Machine Learning and Policy Path Estimation," Papers, arXiv.org, number 2512.20523, Dec, revised Jan 2026.
- Marc-Oliver Pohle & Jan-Lukas Wermuth & Christian H. Wei{ss}, 2025, "Asymptotic Inference for Rank Correlations," Papers, arXiv.org, number 2512.14609, Dec.
- Domenico Giannone & Michele Lenza & Giorgio Primiceri, 2026, "Bayesian Inference in IV Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 34648, Jan.
- Daniel Czarnowske & Amrei Stammann, 2025, "(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data," Papers, arXiv.org, number 2512.18678, Dec.
- Daniel Lewis & Karel Mertens, 2026, "Weak instrument bias in impulse response estimators," CeMMAP working papers, Institute for Fiscal Studies, number 01/26, Jan, DOI: 10.47004/wp.cem.2026.0126.
- Brigham R. Frandsen & Lars J. Lefgren & Emily C. Leslie & Samuel P. McIntyre, 2026, "The Incredible Shrinking Instruments: Using Empirical Bayes to Increase Efficiency in IV Designs with Many Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 34634, Jan.
- Stephane Bonhomme, 2025, "Back to Feedback: Dynamics and Heterogeneity in Panel Data," Papers, arXiv.org, number 2512.17576, Dec.
- Hiroaki Kaido & Kirill Ponomarev, 2025, "Testing Exclusion and Shape Restrictions in Potential Outcomes Models," Papers, arXiv.org, number 2512.20851, Dec.
- Ian Xu, 2025, "Fast Test Inversion for Resampling Methods," Papers, arXiv.org, number 2512.14024, Dec.
- Yue Fang & Geert Ridder & Haitian Xie, 2025, "Semiparametric Efficiency in Policy Learning with General Treatments," Papers, arXiv.org, number 2512.19230, Dec.
- Agust'in Garc'ia-Garc'ia & Pablo Hidalgo & Julio E. Sandubete, 2025, "Explainable Artificial Intelligence for Economic Time Series: A Comprehensive Review and a Systematic Taxonomy of Methods and Concepts," Papers, arXiv.org, number 2512.12506, Dec.
- Shunsuke Imai, 2025, "Accuracy of Uniform Inference on Fine Grid Points," Papers, arXiv.org, number 2512.18627, Dec.
- Philipp Ketz & Adam McCloskey & Jan Scherer, 2025, "Numerical Analysis of Test Optimality," Papers, arXiv.org, number 2512.19843, Dec.
- Li, Mengchu & Chen, Yudong & Wang, Tengyao & Yi, Yu, 2026, "Robust mean change point testing in high-dimensional data with heavy tails," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130166, Jan.
- Neville Francis & Peter Reinhard Hansen & Chen Tong, 2025, "Principled Identification of Structural Dynamic Models," Papers, arXiv.org, number 2512.17005, Dec.
- Fabio Canova & Luca Fosso, 2025, "Low Frequency Movements and SVAR Analyses," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2025, Dec.
- Fabrizia Mealli & Javier Viviens, 2025, "Difference-in-Differences in the Presence of Unknown Interference," Papers, arXiv.org, number 2512.21176, Dec.
- Jeff Dominitz & Charles F. Manski, 2025, "Limit Regret in Binary Treatment Choice with Misspecified Plug-In Predictors and Decision Thresholds," Papers, arXiv.org, number 2512.19824, Dec.
- Carboni, Giacomo & Fonseca, Luís & Fornari, Fabio & Urrutia, Leonardo, 2026, "Structural drivers of growth at risk: insights from a VAR-quantile regression approach," Working Paper Series, European Central Bank, number 3171, Jan.
- Siddhartha Chib & Fei Tan, 2025, "Learning the Macroeconomic Language," Papers, arXiv.org, number 2512.21031, Dec, revised Dec 2025.
- Pooyan Amir-Ahmadi & Marko Mlikota & Dalibor Stevanovi'c, 2025, "Origins and Nature of Macroeconomic Instability in Vector Autoregressions," Papers, arXiv.org, number 2512.20152, Dec.