Report NEP-ECM-2026-03-30

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:

• Fernando Delbianco, 2026, "Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach," Papers, arXiv.org, number 2603.13505, Mar.
• Anna Baiardi & Paul S. Clarke & Andrea A. Naghi & Annalivia Polselli, 2026, "Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications," Papers, arXiv.org, number 2603.20464, Mar.
• Ota, Yuta & Otsu, Taisuke, 2026, "Specification testing for binary choice model via maximum score," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137590, Apr.
• Denis Chetverikov & Jesper R.-V. S¿rensen & Aleh Tsyvinski, 2026, "Triple/Double-Debiased Lasso," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2507, Mar.
• Sterzinger, Philipp & Kosmidis, Ioannis & Moustaki, Irini, 2026, "Maximum softly penalized likelihood in factor analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137057, Apr.
• Young Ahn & Hiroyuki Kasahara, 2026, "Event-Study Designs for Discrete Outcomes under Transition Independence," Papers, arXiv.org, number 2603.07914, Mar.
• Yuhao Deng & Le Kang, 2026, "Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates," Papers, arXiv.org, number 2603.04080, Mar.
• Alexander Lehner, 2026, "Bandwidth Selection for Spatial HAC Standard Errors," Papers, arXiv.org, number 2603.03997, Mar.
• Daouia, Abdelaati & Hachem, Joseph & Stupfler, Gilles, 2026, "Extreme value inference for heterogeneous heavy-tailed data: A derandomization theory," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1727, Mar.
• Lee, Sze Ming & Chen, Yunxiao & Sit, Tony, 2026, "A latent variable approach to learning high-dimensional multivariate longitudinal data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130619, Mar.
• Xiaohong Chen & Elie Tamer & Qingsong Yao, 2026, "Online Learning in Semiparametric Econometric Models," Papers, arXiv.org, number 2603.08614, Mar.
• Jakub Ryłow, 2026, "Causal Inference under Algorithmic Interference: Identification and Estimation without SUTVA in Platform Economies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-7.
• Harsh Parikh & Gabriel Levin-Konigsberg & Dominique Perrault-Joncas & Alexander Volfovsky, 2026, "TEA-Time: Transporting Effects Across Time," Papers, arXiv.org, number 2603.07018, Mar, revised May 2026.
• Fei Shang & Tomasz Wo'zniak, 2026, "Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity," Papers, arXiv.org, number 2603.16035, Mar.
• Timo Dimitriadis & Marius Puke, 2026, "Statistical Inference for Score Decompositions," Papers, arXiv.org, number 2603.04275, Mar.
• Martin Huber & Kevin Kloiber & Luk'av{s} Laff'ers, 2026, "Testing Full Mediation of Treatment Effects and the Identifiability of Causal Mechanisms," Papers, arXiv.org, number 2603.04109, Mar.
• Shou-Yung Yin, 2026, "Focused Weighted-Average Least Squares Estimator," Papers, arXiv.org, number 2603.03008, Mar.
• Lixiong Li, 2026, "Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions," Papers, arXiv.org, number 2603.07722, Mar.
• Wayne Yuan Gao & Ming Li & Zhengyan Xu, 2026, "Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity," Papers, arXiv.org, number 2603.08634, Mar, revised Mar 2026.
• Xiaohong Chen & Wayne Yuan Gao, 2026, "Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2450R1, Mar.
• Robert Pickett & Jennifer Hill & Sarah Cowan, 2026, "Synthetic Control Misconceptions: Recommendations for Practice," Papers, arXiv.org, number 2603.19211, Mar.
• Xiaochun Liu & Richard Luger, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," Papers, arXiv.org, number 2603.02357, Mar, revised Mar 2026.
• Lucas D. Konrad & Lukas Vashold & Jesus Crespo Cuaresma, 2026, "Bayesian Indicator-Saturated Regression for Climate Policy Evaluation," Papers, arXiv.org, number 2603.04997, Mar.
• Yoonseok Lee & Peter C. B. Phillips & Suyong Song & Donggyu Sul, 2026, "Identifying Common Trend Determinants in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2504, Mar.
• Ricardo Lagos & Gaston Navarro, 2026, "Reserve Demand Estimation with Minimal Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 34972, Mar.
• Ellen Munroe & Alexander Newton & Meet Shah, 2026, "Heterogeneous Elasticities, Aggregation, and Retransformation Bias," Papers, arXiv.org, number 2603.12536, Mar.
• Federico Vittorio Cortesi & Giuseppe Iannone & Giulia Crippa & Tomaso Poggio & Pierfrancesco Beneventano, 2026, "Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series," Papers, arXiv.org, number 2603.02620, Mar.
• Ellis W. Tallman & Saeed Zaman, 2026, "A New Model of Trend Inflation Using Disaggregates, Survey Expectations, and Uncertainty," Working Papers, Federal Reserve Bank of Cleveland, number 26-08, Mar, DOI: 10.26509/frbc-wp-202608.
• Fernando Flores Tavares, 2026, "Measuring the depth of multidimensional poverty with ordinal data," Papers, arXiv.org, number 2603.15149, Mar.
• Barigou, Karim & Loisel, Stéphane & Salhi, Yahia & Vigneron, Rayane, 2026, "Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026004, Feb.
• Jamotton, Charlotte & Hainaut, Donatien, 2026, "A Multi-Criteria Fair Gaussian Regressor for Insurance Premium," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026003, Feb.
• Christopher G. Lamoureux, 2026, "The Gibbs Posterior and Parametric Portfolio Choice," Papers, arXiv.org, number 2603.02455, Mar, revised Mar 2026.
• Marta Grzeskiewicz, 2026, "Neural Demand Estimation with Habit Formation and Rationality Constraints," Papers, arXiv.org, number 2603.02331, Mar.

Report NEP-ECM-2026-03-30

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: