Report NEP-ECM-2026-04-06

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:

• Claudia Noack & Tomasz Olma & Christoph Rothe, 2026, "Inference in Regression Discontinuity Designs with Clustered Data," Papers, arXiv.org, number 2603.18870, Mar.
• Edvard Bakhitov, 2026, "Penalized GMM Framework for Inference on Functionals of Nonparametric Instrumental Variable Estimators," Papers, arXiv.org, number 2603.29889, Mar, revised Apr 2026.
• Pedro Picchetti, 2026, "Sensitivity Analysis for Instrumental Variables Under Joint Relaxations of Monotonicity and Independence," Papers, arXiv.org, number 2603.25529, Mar, revised Mar 2026.
• Ting Ji & Laura Liu & Yulong Wang & Jiahe Xing, 2026, "A Simple and Powerful Diagnostic Test for Binary Choice Models," Papers, arXiv.org, number 2603.27881, Mar.
• Fernando Rios-Avila & Andrey Ramos & Gustavo Canavire-Bacarreza & Leonardo Siles, 2026, "Estimation and Inference in Quantile Regressions with Multiple Fixed Effects," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper2615, Mar.
• Zongwu Cai & Wei Long, 2026, "A Robust Inference for Predictive Expectile Regression: An IVX-Based Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202610, Mar, revised Mar 2026.
• Jacob Carlson & Neil Shephard, 2026, "When are time series predictions causal? The potential system and dynamic causal effects," Papers, arXiv.org, number 2603.20394, Mar.
• James G. MacKinnon, 2026, "When Can We Trust Cluster-Robust Inference?," Papers, arXiv.org, number 2604.02000, Apr.
• Stéphane Goutte & Konstantinos N. Konstantakis & Dimitris Konstantios & Panayotis G. Michaelides & Arsenios‐georgios N. Prelorentzos, 2026, "Econometrics at the Extreme: From Quantile Regression to QFAVAR 1," Post-Print, HAL, number hal-05503058, DOI: 10.1111/joes.70063.
• Jieun Lee & Anil K. Bera, 2026, "Cressie Read Power Divergence for Moment-Based Estimation: Hyperparameter and Finite Sample Behavior," Papers, arXiv.org, number 2603.22599, Mar.
• Easton Huch & Michael Keane, 2026, "Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks," Papers, arXiv.org, number 2603.24705, Mar, revised Apr 2026.
• Masahiro Kato, 2026, "Conformal Prediction for Nonparametric Instrumental Regression," Papers, arXiv.org, number 2603.25509, Mar.
• Xiangyu Song, 2026, "Conformal Inference for Experimental Attrition in Social Science Research," Papers, arXiv.org, number 2604.00504, Apr, revised Apr 2026.
• Mehic, Adrian & Nordström, Marcus, 2026, "A New IV Estimator of a Panel VAR(p) Model," Working Paper Series, Research Institute of Industrial Economics, number 1555, Mar.
• Minkey Chang & Jae-Young Kim, 2026, "Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics," Papers, arXiv.org, number 2603.22886, Mar.
• Georg Keilbar & Sonja Greven, 2026, "Counterfactual Density Effects and the German East--West Income Gap," Papers, arXiv.org, number 2603.28470, Mar, revised Apr 2026.
• Matthew Read, 2026, "Shock-percentile Restrictions for SVARs," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2026-01, Mar, DOI: 10.47688/rdp2026-01.
• Anish Agarwal & Jungjun Choi & Ming Yuan, 2026, "Robust Matrix Estimation with Side Information," Papers, arXiv.org, number 2603.24833, Mar.
• Joseph Marshall, 2026, "The Econometrics of Utility Transferability in Dyadic Network Formation Models," Papers, arXiv.org, number 2603.25641, Mar.
• Jia-Han Shih & Simon M. S. Lo & Ralf A. Wilke, 2026, "Nonparametric regression with dependent censoring or competing risks," Papers, arXiv.org, number 2603.22914, Mar.
• Haoge Chang & Zeyang Yu, 2026, "Randomization Inference For the Always-Reporter Average Treatment Effect," Papers, arXiv.org, number 2603.24970, Mar, revised Mar 2026.
• Marcelo J. Moreira & Geert Ridder & Mahrad Sharifvaghefi, 2026, "Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression," Papers, arXiv.org, number 2603.21004, Mar.
• Roberto Fuentes-Mart'inez & Irene Crimaldi, 2026, "Granger Causality in Expectiles: an M-vine copula test," Papers, arXiv.org, number 2603.23294, Mar.
• Bulat Gafarov & Takuya Ura, 2026, "Refined Cluster Robust Inference," Papers, arXiv.org, number 2603.24786, Mar.
• Martin Bruns & Helmut Lütkepohl, 2026, "Review of Proxy Vector and Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2026-01, Mar.
• Vadim Ustyuzhanin, 2026, "Covariate-Balanced Weighted Stacked Difference-in-Differences," Papers, arXiv.org, number 2604.02293, Apr.
• Demetrio Lacava, 2026, "Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach," Papers, arXiv.org, number 2603.25217, Mar.
• Wayne Gao, 2026, "When "Normalization Without Loss of Generality" Loses Generality," Papers, arXiv.org, number 2603.27762, Mar, revised Apr 2026.
• Anton Malandii & Stan Uryasev, 2026, "Biased Mean Quadrangle and Applications," Papers, arXiv.org, number 2603.26901, Mar.
• Emanuele Lopetuso & Massimiliano Caporin, 2026, "The Cointegrated Matrix Autoregressive Model," Papers, arXiv.org, number 2604.00723, Apr.
• Valli, Roberto, 2026, "Difference-in-Differences Estimates under Selective Migration," SocArXiv, Center for Open Science, number s7pw3_v1, Mar, DOI: 10.31219/osf.io/s7pw3_v1.
• Victor Medina-Olivares & Wangzhen Xia & Stefan Lessmann & Nadja Klein, 2026, "Semi-structured multi-state delinquency model for mortgage default," Papers, arXiv.org, number 2603.26309, Mar.
• Karun Adusumilli & Maximilian Kasy & Ashia Wilson, 2026, "From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators," Papers, arXiv.org, number 2603.20388, Mar.
• David Bruns-Smith, 2026, "Two Approaches to Direct Estimation of Riesz Representers," Papers, arXiv.org, number 2603.20936, Mar.
• Koichiro Kamada, 2026, "A Simple Method for Estimating Multiple Natural Rates Simultaneously: Estimation of Japan's Potential Output and Natural Foreign Exchange Rate," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-005, Mar.
• Manuel Quintero & Advik Shreekumar & William T. Stephenson & Tamara Broderick, 2026, "Do covariates explain why these groups differ? The choice of reference group can reverse conclusions in the Oaxaca-Blinder decomposition," Papers, arXiv.org, number 2603.29972, Mar.
• Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Fiala, Lenka & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & Duncan, Jam, 2026, "Computational Reproducibility and Robustness of Empirical Economics and Political Science Research Between 2022 and 2023," I4R Discussion Paper Series, The Institute for Replication (I4R), number 287.

Report NEP-ECM-2026-04-06

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: