Report NEP-ECM-2026-03-23

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:

• Timothy J. Vogelsang, 2026, "Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios," Papers, arXiv.org, number 2602.23482, Feb.
• Zongwu Cai & Yifeng Chen & Seok Young Hong & Daniel Tsvetanov, 2026, "Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202609, Jan, revised Jan 2026.
• Martin Huber & Sarina Joy Oberhansli, 2026, "Difference-in-differences for mediation analysis using double machine learning," Papers, arXiv.org, number 2602.23877, Feb.
• Alain Guay & Dalibor Stevanovic, 2026, "A spectral framework for non-gaussian SVARs," CIRANO Working Papers, CIRANO, number 2026s-02, Mar.
• Nathan Canen & Shantanu Chadha, 2026, "Empirical Challenges with Peers-of-Peers Instruments in the Linear-In-Means Model," Papers, arXiv.org, number 2602.24215, Feb.
• Gianna Fenaroli, 2026, "A Joint Analysis of Sensitivity to Anticipation and Parallel Trends Violations," Papers, arXiv.org, number 2603.00868, Feb.
• Aleksei Nemtyrev & Otilia Boldea, 2026, "Targeted Local Projections," Papers, arXiv.org, number 2603.00248, Feb.
• Yanqin Fan & Carlos A. Manzanares & Hyeonseok Park & Yuan Qi, 2026, "A Sensitivity Analysis of the Surrogate Index Approach for Estimating Long-Term Treatment Effects," Papers, arXiv.org, number 2603.00580, Feb.
• Federico A. Bugni & Ivan A. Canay & Deborah Kim, 2026, "On the Rates of Convergence of Induced Ordered Statistics and their Applications," Papers, arXiv.org, number 2603.07255, Mar.
• Wei Ma & Zeqi Wu & Zheng Zhang, 2026, "Integrating Heterogeneous Information in Randomized Experiments: A Unified Calibration Framework," Papers, arXiv.org, number 2603.07055, Mar.
• Dobrislav Dobrev & Pawel J. Szerszen, 2026, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in State-Space Models," Working Papers, The George Washington University, The Center for Economic Research, number 2026-004, Mar.
• Millimet, Daniel & Paloyo, Alfredo, 2026, "On the (Mis)Use of Composite Indices: with Applications in Political Economy," IZA Discussion Papers, IZA Network @ LISER, number 18454, Mar.
• Fitzgerald, Jack & Adema, Joop & Fiala, Lenka & Kujansuu, Essi & Valenta, David, 2026, "Non-Robustness in Log-Like Specifications," MetaArXiv, Center for Open Science, number juda7_v1, Mar, DOI: 10.31219/osf.io/juda7_v1.
• Joachim Wilde & Sarah Forstinger, 2026, "Testing the normality assumption in an ordered probit model using an artificial regression– some results for the LM-test," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 127, Mar.
• Peter Kyungtae Park, 2026, "Shift-Share Designs in Political Science," Papers, arXiv.org, number 2603.00135, Feb.
• Jevan Cherniwchan & Nouri Najjar, 2026, "Sample Bias in Decompositions of Economic Dynamics," Department of Economics Working Papers, McMaster University, number 2026-02, Mar.
• Batuhan Koyuncu & Byeungchun Kwon & Marco Jacopo Lombardi & Fernando Perez-Cruz & Hyun Song Shin, 2026, "Introducing BISTRO: a foundational model for unconditional and conditional forecasting of macroeconomic time series," BIS Working Papers, Bank for International Settlements, number 1337, Mar.
• Roger Koenker & Jiaying Gu, 2026, "Robustifying Empirical Bayes," Papers, arXiv.org, number 2603.00704, Feb, revised Mar 2026.
• Amir Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2026, "High-frequency instruments with time-varying reliability: Understanding identification in macroeconomics," Discussion Papers, Deutsche Bundesbank, number 08/2026, DOI: 10.71734/DP-2026-8.
• Guy Tchuente, 2026, "Who Matters to Whom? Identifying Peer Effects with Propagation Geometry," Papers, arXiv.org, number 2602.23594, Feb.
• Hillmert, Steffen, 2026, "Designing Causal Diagrams for Theoretical Reasoning and Measurement: Visualisations From Life-Course Research," SocArXiv, Center for Open Science, number z2754_v1, Feb, DOI: 10.31219/osf.io/z2754_v1.
• Wilmer Martinez-Rivera & Manuel Dario Hernandez-Bejarano, 2026, "Approach to Estimating Confidence Intervals for a Business Cycle," Borradores de Economia, Banco de la Republica de Colombia, number 1348, Mar, DOI: 10.32468/be.1348.
• Hassan Hamie & Jinane Jouni & Vladimir Hlasny, 2026, "Parametric Estimation of Poverty in Data-Poor Countries," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 913, Jan.
• Gabriele Fiorentini & Alessandro Galesi & Rodrigo Peña & Gabriel Pérez Quirós & Enrique Sentana, 2026, "Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves," Working Papers, CEMFI, number wp2026_2603, Mar.
• Masahiro Kato, 2026, "General Bayesian Policy Learning," Papers, arXiv.org, number 2602.23672, Feb.

Report NEP-ECM-2026-03-23

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: