Report NEP-ECM-2026-04-13

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Zongwu Cai & Wei Long, 2026, "Robust Inference for Time Series Quantile Regression: A Dependent Wild Bootstrap-Based Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202612, Apr, revised Apr 2026.
• Gustavo Schlemper & Marcelo J. Moreira, 2026, "Confidence Sets under Weak Identification: Theory and Practice," Papers, arXiv.org, number 2604.04279, Apr.
• Yu-Min Yen, 2026, "Quantifying Omitted Variable Bias in Nonlinear Instrumental Variable Estimators," Papers, arXiv.org, number 2604.03544, Apr.
• Diego Vallarino, 2026, "Identification and Inference in Nonlinear Dynamic Network Models," Papers, arXiv.org, number 2604.04961, Apr.
• Sebastian Kripfganz & Mehdi Hosseinkouchack & Matei Demetrescu, 2026, "Serial-correlation testing in error component models with moderately small T," Discussion Papers, University of Exeter, Department of Economics, number 2603, Apr.
• Jiale Yang & Zongwu Cai & Qixian Zhong, 2026, "Partially Conditional Average Treatment Effect on Treated for Difference-in-Differences," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202611, Apr, revised Apr 2026.
• Ge Sun & Weisheng Zhang, 2026, "Flexible Imputation of Incomplete Network Data," Papers, arXiv.org, number 2604.03171, Apr.
• Zizhong Yan & Zhengyu Zhang & Mingli Chen & Jingrong Li & Iv'an Fern'andez-Val, 2026, "Robust Priors in Nonlinear Panel Models with Individual and Time Effects," Papers, arXiv.org, number 2604.03663, Apr.
• Chun Pang Chow & Hiroyuki Kasahara, 2026, "Representativeness and Efficiency in Overidentified IV," Papers, arXiv.org, number 2604.07131, Apr.
• Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2026, "Assessing Sensitivity to IV Exclusion and Exogeneity without First Stage Monotonicity," Papers, arXiv.org, number 2604.07604, Apr.
• Rentaro Utamaru, 2026, "Nonparametric Identification and Estimation of Production Functions Invariant to Productivity Dynamics," Papers, arXiv.org, number 2604.04458, Apr, revised Apr 2026.
• Giulia Carallo & Roberto Casarin & Antonio Peruzzi, 2026, "Generalized Poisson Dynamic Network Models," Papers, arXiv.org, number 2604.05838, Apr, revised Apr 2026.
• Tom'as del Barrio Castro & Alain Hecq & Sean Telg, 2026, "Seasonality in Mixed Causal-Noncausal Processes," Papers, arXiv.org, number 2604.07040, Apr.
• Wayne Yuan Gao & Yi Niu, 2026, "Identification in Dynamic Dyadic Network Formation Models with Fixed Effects," Papers, arXiv.org, number 2604.07488, Apr.
• Daichi Hiraki & Yasuhiro Omori, 2026, "Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models," Papers, arXiv.org, number 2604.04517, Apr.
• Daichi Hiraki & Siddhartha Chib & Yasuhiro Omori, 2026, "Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels," Papers, arXiv.org, number 2604.04529, Apr.
• Marc Burri & Daniel Kaufmann, 2026, "Multiple monetary policy shocks from daily data: A heteroskedasticity IV approach," IRENE Working Papers, IRENE Institute of Economic Research, number 26-06, Apr.
• James A. Duffy & Sophocles Mavroeidis, 2026, "Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think," Papers, arXiv.org, number 2604.07718, Apr.
• Yoshitsugu Kitazawa, 2026, "Linear estimations of dynamic fixed effects logit models only with time effects," Discussion Papers, Kyushu Sangyo University, Faculty of Economics, number 87, Mar.
• Yu-Chin Hsu & Tong Li & Chu-An Liu & Hidenori Takahashi, 2026, "Testing for Monotone Equilibrium Strategies in Games of Incomplete Information," Papers, arXiv.org, number 2604.06643, Apr.
• Karun Adusumilli, 2026, "You've Got to be Efficient: Ambiguity, Misspecification and Variational Preferences," Papers, arXiv.org, number 2604.05327, Apr.
• van Loon, Austin & Kanopka, Klint, 2026, "Using large language models as a source of human behavioral data in social science experiments," SocArXiv, Center for Open Science, number y74mu_v1, Apr, DOI: 10.31219/osf.io/y74mu_v1.
• Alexandre Alouadi & Gr'egoire Loeper & C'elian Marsala & Othmane Mazhar & Huy^en Pham, 2026, "SBBTS: A Unified Schr\"odinger-Bass Framework for Synthetic Financial Time Series," Papers, arXiv.org, number 2604.07159, Apr.
• Manuel Arellano & Orazio Attanasio & Margherita Borella & Mariacristina De Nardi & Gonzalo Paz-Pardo, 2026, "Subjective Earnings and Employment Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 35027, Apr.
• Marina Palaisti, 2026, "Climate-Aware Copula Models for Sovereign Rating Migration Risk," Papers, arXiv.org, number 2604.07567, Apr.
• Haroon Mumtaz & Sofia Velasco, 2026, "A Dynamic Factor Model for Level and Volatility," Papers, arXiv.org, number 2604.03681, Apr.
• Alfred Galichon & Marc Henry, 2026, "An econometrician's guide to optimal transport," Papers, arXiv.org, number 2604.04227, Apr.
• Federico Echenique & Gerelt Tserenjigmid, 2026, "Robust Testing Of the Allais Paradox By Paired Choices vs. Paired Valuations," Papers, arXiv.org, number 2604.06050, Apr, revised Apr 2026.
• Cristian Espinal Maya, 2026, "Measuring What Cannot Be Surveyed: LLMs as Instruments for Latent Cognitive Variables in Labor Economics," Papers, arXiv.org, number 2604.02403, Apr.

Report NEP-ECM-2026-04-13

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: