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Report NEP-ECM-2026-02-23
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:
- Artem Samiahulin, 2026, "Global Testing in Multivariate Regression Discontinuity Designs," Papers, arXiv.org, number 2602.03819, Feb.
- Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2026, "The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 49336, Feb.
- Johann Caro-Burnett, 2026, "Toggling the Defiers to Relax Monotonicity: The Difference-in-Instrumental-Variables Estimand," Papers, arXiv.org, number 2602.12504, Feb.
- Simar, Léopold & Wilson, Paul, 2026, "Nonparametric Models of Production: Efficiency Estimation and Statistical Inference," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026002, Feb.
- Andy Snell, 2025, "OLS Estimation when Two Noisy Measures of a Regressor are Available: Instruments, Tests and Pitfalls," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 321, Jun.
- Cazals, Catherine & Florens, Jean-Pierre & Simar, Léopold, 2025, "Single Index Models for Nonparametric Conditional Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025022, Nov.
- Candelon, Bertrand & Luisi, Angelo, 2025, "Testing for the Interconnection channel," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025005, Nov.
- Dan Ben-Moshe & David Genesove, 2026, "Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models," Papers, arXiv.org, number 2602.03469, Feb, revised Mar 2026.
- Albert Tan & Sadegh Shirani & James Nordlund & Mohsen Bayati, 2026, "Validating Causal Message Passing Against Network-Aware Methods on Real Experiments," Papers, arXiv.org, number 2602.04230, Feb.
- Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2025, "Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025002, Jul.
- Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-13, Feb.
- Barbagli, Matteo & Vrins, Frédéric, 2025, "Efficient Monte Carlo estimation of credit concentration risk," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025003, Aug.
- Qian, Jingye & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "A VAR with Threshold Stochastic Volatility for State-Dependent Climate–Energy–Industry Dynamics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 49327, Feb.
- Gril, Lorena & Hossain, Md Jamal & Tzavidis, Nikos & Rendtel, Ulrich, 2026, "Kernel density estimation under masking of geolocations with applications to DHS data," Discussion Papers, Free University Berlin, School of Business & Economics, number 2026/3, DOI: 10.17169/refubium-51278.
- Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.