Report NEP-ECM-2026-03-02

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:

• Kemper, Jan & Rostam-Afschar, Davud, 2026, "Earning While Learning: How to Run Batched Bandit Experiments," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1717.
• Léonard, Lise & Pircalabelu, Eugen & von Sachs, Rainer, 2025, "High-dimensional inference for Model Averaging estimators," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025014, Jun.
• Xinyue Bei & Manu Navjeevan, 2026, "Inference under First-Order Degeneracy," Papers, arXiv.org, number 2602.07377, Feb.
• Mourahib, Anas & Kiriliouk, Anna & Segers, Johan, 2025, "A penalized least squares estimator for extreme-value mixture models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025015, Jun.
• Ulrich Hounyo & Jiahao Lin, 2026, "Two-way Clustering Robust Variance Estimator in Quantile Regression Models," Papers, arXiv.org, number 2602.16376, Feb.
• Hongyu Chen & David Simchi-Levi & Ruoxuan Xiong, 2026, "Partial Identification under Missing Data Using Weak Shadow Variables from Pretrained Models," Papers, arXiv.org, number 2602.16061, Feb.
• Bücher, Axel & Segers, Johan & Staud, Torben, 2025, "Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025021, Nov.
• Alfonzetti, Giuseppe & Bellio, Ruggero & Chen, Yunxiao & Moustaki, Irini, 2025, "When composite likelihood meets stochastic approximation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126177, Sep.
• Ayden Higgins, 2026, "Jackknife Inference for Fixed Effects Models," Papers, arXiv.org, number 2602.21903, Feb, revised Apr 2026.
• Cen, Zetai & Lam, Clifford, 2025, "On testing Kronecker product structure in tensor factor models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129613, Dec.
• Gabriel Saco, 2026, "Fixed-Horizon Self-Normalized Inference for Adaptive Experiments via Martingale AIPW/DML with Logged Propensities," Papers, arXiv.org, number 2602.15559, Feb.
• Varun Gupta & Vijay Kamble, 2026, "Causal Identification in Multi-Task Demand Learning with Confounding," Papers, arXiv.org, number 2602.09969, Feb.
• Mastromarco, Camilla & Simar, Léopold, 2025, "Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025020, Nov.
• Leon Tran & Ting Ye & Peng Ding & Fang Han, 2026, "Generative modeling for the bootstrap," Papers, arXiv.org, number 2602.17052, Feb.
• Denuit, Michel & Michaelides, Marie & Trufin, Julien & Verelst, Harrison, 2025, "Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025024, Nov.
• Ruike Wu & Yonghe Lu & Yanrong Yang, 2026, "Sustainable Investment: ESG Impacts on Large Portfolio," Papers, arXiv.org, number 2602.14439, Feb.
• Hainaut, Donatien & Denuit, Michel, 2025, "Insurance risk classification with Generalized Gaussian Process Regression models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025004, Mar.
• Drew Fudenberg & Wayne Yuan Gao & Zhiheng You, 2026, "Model Restrictiveness in Functional and Structural Settings," Papers, arXiv.org, number 2602.07688, Feb, revised Mar 2026.
• Zhiheng You, 2026, "Using Prior Studies to Design Experiments: An Empirical Bayes Approach," Papers, arXiv.org, number 2602.20581, Feb.
• Hiromu Ozai & Kei Nakagawa, 2026, "Nansde-net: A neural sde framework for generating time series with memory," Papers, arXiv.org, number 2602.08182, Feb.
• Lhaut, Stéphane & Rootzén, Holger & Segers, Johan, 2025, "Wasserstein–Aitchison GAN for angular measures of multivariate extremes," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025010, May.
• Dor Leventer, 2026, "Identification of Child Penalties," Papers, arXiv.org, number 2602.07486, Feb.
• Harrison Katz, 2026, "Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data," Papers, arXiv.org, number 2602.18358, Feb, revised Apr 2026.
• Piersilvio De Bortoli & Davide Ferrari & Francesco Ravazzolo & Luca Rossini, 2026, "Model selection confidence sets for time series models with applications to electricity load data," Papers, arXiv.org, number 2602.16527, Feb.
• Hamsa Bastani & Osbert Bastani & Bryce McLaughlin, 2026, "Winner's Curse Drives False Promises in Data-Driven Decisions: A Case Study in Refugee Matching," Papers, arXiv.org, number 2602.08892, Feb.

Report NEP-ECM-2026-03-02

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: