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Report NEP-ECM-2026-02-16
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:
- Tanique Schaffe-Odeleye & K=osaku Takanashi & Vishesh Karwa & Edoardo M. Airoldi & Kenichiro McAlinn, 2026, "Dynamic causal inference with time series data," Papers, arXiv.org, number 2602.00836, Jan.
- Carolina Caetano & Gregorio Caetano & Juan Carlos Escanciano, 2026, "Identification and Estimation in Fuzzy Regression Discontinuity Designs with Covariates," Papers, arXiv.org, number 2602.01417, Feb.
- Zhongjian Lin & Zhentao Shi & Yapeng Zheng, 2026, "Social Interactions Models with Latent Structures," Papers, arXiv.org, number 2602.06435, Feb.
- Andrei Zeleneev, 2026, "Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity," Papers, arXiv.org, number 2602.06885, Feb.
- Kaicheng Chen & Harold D. Chiang, 2026, "Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence," Papers, arXiv.org, number 2602.11333, Feb, revised Apr 2026.
- Sunny R. Karim & Morten {O}rregaard Nielsen & James G. MacKinnon & Matthew D. Webb, 2026, "Improved Inference for CSDID Using the Cluster Jackknife," Papers, arXiv.org, number 2602.12043, Feb.
- Yoosoon Chang & Joon Y. Park & Guo Yan, 2026, "Using SVM to Estimate and Predict Binary Choice Models," Papers, arXiv.org, number 2601.22659, Jan.
- Jinyong Hahn & Zhipeng Liao & Konrad Menzel & Quang Vuong, 2026, "Model Selection in Panel Data Models: A Generalization of the Vuong Test," Papers, arXiv.org, number 2601.22354, Jan.
- Samir Orujov & Victor Elvira & Audrey Poterie & Farid Rajabov & Francois Septier, 2025, "VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models," Post-Print, HAL, number hal-04283159, May, DOI: 10.1515/jtse-2023-0035.
- Angelo Garate & Felipe Osorio & Federico Crudu, 2026, "An invariant modification of the bilinear form test," Papers, arXiv.org, number 2602.05592, Feb.
- Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2155.
- Junior Maih & Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova, 2026, "Markov-Switching DSGE Modeling in RISE," Working Papers, Business School - Economics, University of Glasgow, number 2026_01, Jan.
- Du-Yi Wang & Guo Liang & Kun Zhang & Qianwen Zhu, 2026, "Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration," Papers, arXiv.org, number 2602.01912, Feb.
- Pesaran, M. H. & Smith, R. P., 2026, "The Output Convergence Debate Revisited: Lessons from Recent Developments in the Analysis of Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2607, Feb.
- Gary Koop & Stuart McIntyre & James Mitchell & Ping Wu, 2026, "Incorporating Micro Data into Macro Models Using Pseudo VARs," Working Papers, Federal Reserve Bank of Cleveland, number 26-04, Feb, DOI: 10.26509/frbc-wp-202604.
- Chiheb Ben Hammouda & Truong Ngoc Nguyen, 2026, "Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk," Papers, arXiv.org, number 2602.06424, Feb, revised Mar 2026.
- Yechan Park & Xiaodong Yang, 2026, "Decomposition of Spillover Effects Under Misspecification: Pseudo-true Estimands and a Local-Global Extension," Papers, arXiv.org, number 2602.12023, Feb, revised Mar 2026.
- Luis Ontaneda Mijares & Nick Firoozye, 2026, "Adaptive Benign Overfitting (ABO): Overparameterized RLS for Online Learning in Non-stationary Time-series," Papers, arXiv.org, number 2601.22200, Jan.
- Christopher Kops & Paola Manzini & Marco Mariotti & Illia Pasichnichenko, 2026, "Identifying Behavioral Types," Papers, arXiv.org, number 2602.10756, Feb.
- Ismail Abdi Changalima & Michael Patrick Chuwa, 2025, "Partial Least Squares Structural Equation Modeling (PLS-SEM) in business research: A simple guide for novice researchers," Post-Print, HAL, number hal-05475743, Dec, DOI: 10.20525/ijrbs.v14i9.4601.