Report NEP-ECM-2026-03-09

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:

• Yihong Liu & Gonzalo Vazquez-Bare, 2026, "Post-Matching Two-Way Fixed Effects Estimation," Papers, arXiv.org, number 2602.13453, Feb.
• Harold D. Chiang & Antonio F. Galvao & Chia-Min Wei, 2026, "Panel Quantile Regression with Common Shocks," Papers, arXiv.org, number 2602.19201, Feb, revised Apr 2026.
• Michal Koles'ar & Pengjin Min & Wenjie Wang & Yichong Zhang, 2026, "Cluster-Robust Inference for Quadratic Forms," Papers, arXiv.org, number 2602.13537, Feb, revised Feb 2026.
• Federico A. Bugni & Joel L. Horowitz & Linqi Zhang, 2026, "Demand estimation without outside good shares," Papers, arXiv.org, number 2602.19154, Feb.
• Xiaojun Song & Jichao Yuan, 2026, "A Projection Approach to Nonparametric Significance and Conditional Independence Testing," Papers, arXiv.org, number 2602.15289, Feb.
• Peter A. Zadrozny, 2026, "Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models," CESifo Working Paper Series, CESifo, number 12380.
• Donald W. K. Andrews & Ming Li & Yapeng Zheng, 2026, "Initial-Condition-Robust Inference in Autoregressive Models," Papers, arXiv.org, number 2602.09382, Feb, revised Mar 2026.
• Ana Armendariz & Martin Huber, 2026, "Testing Effect Homogeneity and Confounding in High-Dimensional Experimental and Observational Studies," Papers, arXiv.org, number 2602.19703, Feb.
• Xi Wang, 2026, "Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity," Papers, arXiv.org, number 2602.19279, Feb, revised Apr 2026.
• George Kapetanios & Vasilis Sarafidis & Alexia Ventouri, 2026, "Model Selection in High-Dimensional Linear Regression using Boosting with Multiple Testing," Papers, arXiv.org, number 2602.19705, Feb.
• Rigato, Rodolfo Dinis, 2026, "A least-squares filter for sequence-space models," Working Paper Series, European Central Bank, number 3191, Feb.
• Kyle Schindl & Larry Wasserman, 2026, "Distributional Discontinuity Design," Papers, arXiv.org, number 2602.19290, Feb.
• Nikolaos Ignatiadis & Sid Kankanala, 2026, "Compound decisions and empirical Bayes via Bayesian nonparametrics," Papers, arXiv.org, number 2602.20115, Feb.
• Jiti Gao & Fei Liu & Bin Peng, 2026, "Inference for High-Dimensional Local Projection," Papers, arXiv.org, number 2602.10415, Feb.
• Peter Caradonna & Christopher Turansick, 2026, "Identification in Stochastic Choice," Papers, arXiv.org, number 2602.19950, Feb.
• Joel Persson & Jurrien Bakker & Dennis Bohle & Stefan Feuerriegel & Florian von Wangenheim, 2026, "Detecting and Mitigating Group Bias in Heterogeneous Treatment Effects," Papers, arXiv.org, number 2602.20383, Feb.
• Zhiheng You, 2026, "How Well Are State-Dependent Local Projections Capturing Nonlinearities?," Papers, arXiv.org, number 2602.14455, Feb, revised Apr 2026.
• Abhinandan Dalal & Iris Horng & Yang Feng & Dylan S. Small, 2026, "The Role of Measured Covariates in Assessing Sensitivity to Unmeasured Confounding," Papers, arXiv.org, number 2602.14414, Feb.
• Webel, Karsten, 2026, "Redesigning the classical automatic selection of X-11 seasonal filters," Discussion Papers, Deutsche Bundesbank, number 07/2026, DOI: 10.71734/DP-2026-7.
• Brenda Prallon, 2026, "How Robust are Robustness Checks?," Papers, arXiv.org, number 2602.19384, Feb.

Report NEP-ECM-2026-03-09

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: