Report NEP-ECM-2026-05-11

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:

• Hugo Freeman & Dennis Kristensen, 2026, "Inference on Linear Regressions with Two-Way Unobserved Heterogeneity," Papers, arXiv.org, number 2605.06491, May.
• Krumme, Anna & Westphal, Matthias, 2026, "Testing IV Validity and LATE Interpretation Using Flexible Covariate Specifications," IZA Discussion Papers, IZA Network @ LISER, number 18573, Apr.
• Julius Owusu & Monika Avila M'arquez, 2026, "Causal Identification under Interference: The Role of Treatment Assignment Independence," Papers, arXiv.org, number 2604.22532, Apr.
• Aleksey Kolokolov & Shifan Yu, 2026, "Realized Regularized Regressions," Papers, arXiv.org, number 2604.23023, Apr.
• Andre Lucas & Yicong Lin, 2025, "Testing for the Absence of Score-Driven Parameter Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-063/III, Oct.
• Haoyuan Xu & Wei Miao & Geert Dhaene & Jad Beyhum, 2026, "Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects," Papers, arXiv.org, number 2604.26826, Apr.
• Byunghoon Kang, 2026, "Efficient GMM and Weighting Matrix under Misspecification," Papers, arXiv.org, number 2605.04961, May, revised May 2026.
• Markku Lanne & Jani Luoto & Adam Rybarczyk, 2026, "Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs," Papers, arXiv.org, number 2604.22445, Apr, revised May 2026.
• Sukhbir Kaur & Sukhbir Singh & Kanchan Jain & Pooja Soni, 2026, "Estimation of MIDAS Regressions with Errors-in-the-Variables," Papers, arXiv.org, number 2604.23469, Apr.
• Samuele Centorrino & Fr'ed'erique F`eve & Jean-Pierre Florens, 2026, "Identification and Estimation of Consumers' Preferences from Repeated Observations under Nonlinear Pricing," Papers, arXiv.org, number 2604.25507, Apr.
• Bia, Michela & Menta, Giorgia & Huber, Martin & D'Ambrosio, Conchita, 2026, "Harnessing Genetic Variants for Local Average Treatment Effect Estimation," IZA Discussion Papers, IZA Network @ LISER, number 18595, Apr.
• Ertian Chen & Hiroyuki Kasahara & Katsumi Shimotsu, 2026, "Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity," Papers, arXiv.org, number 2604.26205, Apr.
• Zizhong Yan & Jingrong Li & Yi Zhang, 2026, "Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity," Papers, arXiv.org, number 2605.00771, May.
• Timothy Christensen & Silvia Goncalves & Benoit Perron, 2026, "Bootstrapping with AI/ML-generated labels," Papers, arXiv.org, number 2604.23770, Apr.
• Haonan Miao, 2026, "Subsampling Under Two-way Clustering with Serial Correlation," Papers, arXiv.org, number 2604.27215, Apr.
• Yamato Igarashi, 2026, "MSE-Optimal Difference-in-Differences Estimator," Papers, arXiv.org, number 2605.05056, May.
• Ulrich Hounyo & Jiahao Lin, 2026, "Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects," Papers, arXiv.org, number 2605.00709, May.
• Murilo Cardoso & Bruno Ferman & Marcelo Fernandes, 2026, "Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much?," Papers, arXiv.org, number 2604.27187, Apr.
• Yuehao Bai & Kirill Ponomarev & Andres Santos & Azeem M. Shaikh & Max Tabord-Meehan & Alexander Torgovitsky, 2026, "Inference for Linear Systems with Unknown Coefficients," Papers, arXiv.org, number 2604.24904, Apr, revised Apr 2026.
• Juan Juan Cai & Yicong Lin & Julia Schaumburg & Chenhui Wang, 2026, "Estimation and inference for the persistence of extremely high temperatures," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-002/III, Jan.
• Chaoyi Chen & Elena Pesavento & Balazs Vonnak, 2026, "Estimator Averaging of Local Projection and VAR Impulse Responses," Papers, arXiv.org, number 2605.05456, May, revised Jun 2026.
• Davide Golinelli & Andrea Musolesi & Alexandra Soberon, 2026, "Continuous Endogenous Variables in Partially Linear Regression Models," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 0926, May, revised May 2026.
• Daniel de Abreu Pereira Uhr & Guilherme Valle Moura, 2026, "Doubly robust local projections difference-in-differences," Papers, arXiv.org, number 2604.27035, Apr.
• Jad Beyhum & Geert Dhaene & Cavit Pakel & Martin Weidner, 2026, "Approximate Operator Inversion for Average Effects in Nonlinear Panel Models," Papers, arXiv.org, number 2605.05037, May.
• Joel M. David & Raffaella Giacomini & Xiyu Jiao & Weining Wang, 2026, "Causal State-Dependent Local Projections," Papers, arXiv.org, number 2605.05404, May, revised May 2026.
• Meng Hsuan Hsieh, 2026, "Stacked Triple Differences," Papers, arXiv.org, number 2604.22982, Apr, revised May 2026.
• Tomasz J. Kozubowski & Andrey Sarantsev & James A. Spiker, 2026, "Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law," Papers, arXiv.org, number 2605.00196, Apr.
• Martin Bruns & Helmut Lütkepohl & James McNeil, 2026, "Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2163.
• Isaiah Andrews & Ricky Li & Yucheng Shang, 2026, "Misspecification-Averse Estimation," Papers, arXiv.org, number 2604.23176, Apr.
• Yuhao Deng & Haoyu Wei & Zhongzhe Ouyang, 2026, "Difference-in-differences with a mediator," Papers, arXiv.org, number 2604.24049, Apr.
• Santiago Acerenza & Francisco Rosas, 2026, "Stochastic Frontier meets Breakdown Frontier," Papers, arXiv.org, number 2604.26088, Apr.
• Sicco Kooiker & Janneke van Brummelen & Julia Schaumburg & Marcin Zamojski, 2026, "Self-driving neural networks for term structure modeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-007/III, Feb.
• Haiqiang Chen & Li Chen & Difang Huang & Yuexin Li & Zhengjun Zhang, 2026, "General-Purpose Technology and Speculative Bubble Detection," Papers, arXiv.org, number 2604.25826, Apr, revised May 2026.

Report NEP-ECM-2026-05-11

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: