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Report NEP-ECM-2026-02-09
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:
- Koichiro Moriya & Akihiko Noda, 2026, "Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models," Papers, arXiv.org, number 2601.21272, Jan, revised Apr 2026.
- Ting-Chih Hung & Yu-Chang Chen, 2026, "The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding," Papers, arXiv.org, number 2601.17712, Jan.
- Rowan Cherodian & Guy Tchuente, 2026, "Distributional Instruments: Identification and Estimation with Quantile Least Squares," Papers, arXiv.org, number 2601.16865, Jan, revised Feb 2026.
- Silvia De Nicol`o & Beatrice Biondi & Mario Mazzocchi, 2026, "Three's a crowd: Identification challenges in the triple difference model with spillover effects," Papers, arXiv.org, number 2601.15764, Jan.
- Pedro Picchetti, 2026, "Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance," Papers, arXiv.org, number 2601.16749, Jan.
- Victor Aguirregabiria & Hui Liu & Yao Luo, 2026, "Nested Pseudo-GMM Estimation of Demand for Differentiated Products," Working Papers, University of Toronto, Department of Economics, number tecipa-819, Feb.
- Junnan He & Jean-Marc Robin, 2026, "Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression," Papers, arXiv.org, number 2601.04101, Jan.
- Ilya Archakov, 2026, "A Robust Similarity Estimator," Papers, arXiv.org, number 2601.12198, Jan.
- Jesse Hoekstra & Frank Windmeijer, 2026, "Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test," Papers, arXiv.org, number 2601.17843, Jan.
- Oliver Snellman, 2026, "Nonlinear Dynamic Factor Analysis With a Transformer Network," Papers, arXiv.org, number 2601.12039, Jan.
- Xinran Liu, 2026, "Recovering Counterfactual Distributions via Wasserstein GANs," Papers, arXiv.org, number 2601.17296, Jan.
- Justin Young & Eleanor Wiske Dillon, 2026, "Reevaluating Causal Estimation Methods with Data from a Product Release," Papers, arXiv.org, number 2601.11845, Jan, revised May 2026.
- Jason B. Cho & David S. Matteson, 2026, "BASTION: A Bayesian Framework for Trend and Seasonality Decomposition," Papers, arXiv.org, number 2601.18052, Jan.
- Tjeerd De Vries, 2026, "Recovering State Prices from Options," Papers, arXiv.org, number 2601.14852, Jan, revised Jun 2026.
- Etienne Wijler & Andre Lucas, 2025, "An Impartial Look at Asset Correlation Stability and Market Structure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-051/III, Sep.
- Jan Magnus & Andrey L. Vasnev, 2025, "More information, less precision: meta-analysis through random effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-048/III, Aug.
- Paker, Meredith & Stephenson, Judy & Wallis, Patrick, 2025, "Predictive modeling the past," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 128852, Jun.
- Mohammad Ghaderi, 2026, "Attention-entropy random utility: Endogenous: Attention and context effects in discrete choice," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1936, Jan.