Report NEP-ECM-2026-04-27

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:

• Aknouche, Abdelhakim & Francq, Christian & Goto, Yuichi, 2026, "Mixed difference integer-valued GARCH model for Z-valued time series," MPRA Paper, University Library of Munich, Germany, number 128358, Mar.
• Federico Crudu & Giovanni Mellace & Zsolt S'andor, 2026, "Jackknife Instrumental Variable Inference," Papers, arXiv.org, number 2604.15437, Apr.
• Art=uras Juodis & Martin Weidner, 2026, "Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects," Papers, arXiv.org, number 2604.18078, Apr.
• Reca Sarfati & Vod Vilfort, 2026, "Integrating Diagnostic Checks into Estimation," Papers, arXiv.org, number 2604.16690, Apr.
• Tengyuan Liang, 2026, "Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness," Papers, arXiv.org, number 2604.21548, Apr.
• Hardy, Nicolas & Korobilis, Dimitris, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," MPRA Paper, University Library of Munich, Germany, number 128752, Apr.
• Yukai Yang & Rickard Sandberg, 2026, "Subsample-Based Estimation under Dynamic Contamination," Papers, arXiv.org, number 2604.17676, Apr, revised May 2026.
• Ziming Lin & Fang Han, 2026, "Bootstrap consistency for general double/debiased machine learning estimators," Papers, arXiv.org, number 2604.17239, Apr.
• Kim Christensen & Wenjing Liu & Zhi Liu & Yoann Potiron, 2026, "The realized copula of volatility," Papers, arXiv.org, number 2604.15811, Apr, revised Apr 2026.
• Jieun Lee & Esfandiar Maasoumi, 2026, "Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties," Papers, arXiv.org, number 2604.15571, Apr.
• Olivier De Jonghe & Daniel Lewis, 2026, "Identifying relationship-level effects using convariance restrictions," CeMMAP working papers, Institute for Fiscal Studies, number 06/26, Apr, DOI: 10.47004/wp.cem.2026.0626.
• Ana Maria Herrera & Elena Pesavento & Alessia Scudiero, 2026, "Clustered Local Projections for Time-Varying Models," Papers, arXiv.org, number 2604.18778, Apr, revised Apr 2026.
• Ezinne Nwankwo & Lauri Goldkind & Angela Zhou, 2025, "Batch-Adaptive Causal Annotations," Papers, arXiv.org, number 2502.10605, Feb, revised Apr 2026.
• Jon Frost & Carlos Madeira & Yash Rastogi & Harald Uhlig, 2026, "Quantum Bayesian inference: an exploration," BIS Working Papers, Bank for International Settlements, number 1342, Apr.
• Samuele Centorrino & Christopher F. Parmeter, 2026, "Recent Advances in Causal Analysis of the Stochastic Frontier Model," Papers, arXiv.org, number 2604.19693, Apr.
• Maximilian Kasy & Elizabeth Linos & Sanaz Mobasseri, 2026, "Causal inference for social network formation," Papers, arXiv.org, number 2604.17952, Apr.
• Ge, S. & Li, S. & Linton, O. B. & Su, W., 2026, "Text as Priors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2630, Apr.
• Jos'e Francisco Perles-Ribes, 2026, "Path-Explosive Behaviour in Economic Time Series: A Realization-Centred Exploratory Framework," Papers, arXiv.org, number 2604.16186, Apr.
• Yoshimasa Uematsu & Shinya Tanaka, 2026, "Post-Screening Portfolio Selection," Papers, arXiv.org, number 2604.17593, Apr.
• David Gunawan, 2026, "Flexible Bayesian Models for Time-Varying Income Distributions," Papers, arXiv.org, number 2604.21258, Apr.
• Isaiah Andrews & Harvey Barnhard & Jacob Carlson, 2026, "True and Pseudo-True Parameters," Papers, arXiv.org, number 2604.15563, Apr.
• Jaime Leyva & Tiago Pinheiro, 2026, "Biases in Loan Recovery-Rate Estimation," Working Papers, Banco de Portugal, Economics and Research Department, number w202602.
• Robert Flassig & Emrah Gulay & Daniel Guterding, 2026, "Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability," Papers, arXiv.org, number 2604.19290, Apr.