Report NEP-ECM-2026-06-22

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:

• Lei Jia & Shouri Hu & Zhaoxing Gao, 2026, "Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis," Papers, arXiv.org, number 2606.01553, Jun.
• Fatima Kasenally & Ruoxi Guan & Frank Windmeijer, 2026, "Two-Sample IV: Efficient Two-Step Estimation and Tests for Overidentification and Weak-Instruments," Papers, arXiv.org, number 2606.20240, Jun.
• Hyeon-seung Huh & David Kim, 2026, "Exact identification, robust inference, and shock masquerading in sign-restricted SVARs," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2026rwp-293, Jun.
• Marie Corillon & Stephan Smeekes & Ines Wilms, 2026, "Sparse Tree-Based Aggregation for Time Series Regressions," Papers, arXiv.org, number 2606.03665, Jun, revised Jul 2026.
• Naoki Chihara & Tatsushi Oka & Yasuko Matsubara & Yasushi Sakurai & Shota Yasui, 2026, "Modeling Covariate Transition for Efficient Estimation of Longitudinal Treatment Effects in Randomized Experiments," Papers, arXiv.org, number 2605.31443, May.
• Jochmans, Koen & Heller, Valérie, 2026, "Iterated-Bootstrap Inference For Panel-Data Models," TSE Working Papers, Toulouse School of Economics (TSE), number 26-1754, Jun.
• Isaiah Andrews & Simon C. Essig Aberg & Jesse M. Shapiro, 2026, "A Bayesian Critic for Frequentist Procedures," NBER Working Papers, National Bureau of Economic Research, Inc, number 35259, May.
• Takeshi Fukasawa, 2026, "Sequential algorithm for structural estimations with equilibrium constraints," Papers, arXiv.org, number 2606.04356, Jun, revised Jun 2026.
• Shankar, Sriram, 2026, "Flexible Multi-Index Binary Choice Models," MPRA Paper, University Library of Munich, Germany, number 129299, May.
• David Arbour & Eli Ben-Michael & Avi Feller & Apoorva Lal & Lo-Hua Yuan, 2026, "AI-Assisted Variance Reduction in Randomized Experiments," Papers, arXiv.org, number 2606.08853, Jun.
• Zikai Shen & Nathan Kallus & Dimitri Meunier & Houssam Zenati & Arthur Gretton & Aur'elien Bibaut, 2026, "Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions," Papers, arXiv.org, number 2604.24660, Apr, revised May 2026.
• Saakstra, Sake, 2026, "A Time-Varying-Parameter State-Space Approach to Sparse-Event Survival Modelling: Methodological Design, Out-of-Sample Performance, and Application to Hydrogen Project Implementation-Risk," MPRA Paper, University Library of Munich, Germany, number 129308, May.
• C. Angelo Guevara, 2026, "Consistent estimation in logit models using historical choices as practical consideration set," Papers, arXiv.org, number 2606.06638, Jun.
• Enoch Hyunwook Kang, 2026, "A Lecture Note on Offline RL and IRL, Part II: Foundations of Inverse Reinforcement Learning and Dynamic Discrete Choice Models," Papers, arXiv.org, number 2605.30843, May.
• Bond, Steve & Norris Keiller, Agnes & de Paula, Áureo & Van Reenen, John, 2026, "Leveraging subjective expectations for production functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138667, May.
• David Green, 2026, "The THIRD Way in Empirical Economics Research," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 26152, May.
• Ars`ene Brou & Richard Luger, 2026, "A new decomposition approach to modeling financial returns: Conditioning sign on magnitude," Papers, arXiv.org, number 2606.04153, Jun.
• Prince Poudel, 2026, "Regime-Arrival Uncertainty in Generalization Bounds under Distribution Shift," Papers, arXiv.org, number 2606.02657, Jun.
• Han Gao & Michael P. Keane & Kaja Kierulf & Alan Woodland, 2026, "The Human Capital Production Function: New Estimates and Implications for Labor Supply and Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 35238, May.
• Jan Rovirosa & Jesse Schmolze, 2026, "Inspectable Neural Markov Models for Non-Stationary Time Series," Papers, arXiv.org, number 2605.30943, May.
• Valverde-Ambriz, Ismael D., 2026, "Dynamic central bank credibility: a Kalman Filter–Recursive Least Squares approach for emerging markets," MPRA Paper, University Library of Munich, Germany, number 129329, May.
• Yue Wang & František Bartoš & Tom Coupé & Tomas Havranek & Sanghyun Hong & Zuzana Irsova & W. Robert Reed, 2026, "The Power of Science: Statistical Power in Published Research Across Five Disciplines," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 26/04, Jun.
• Serrano Ortega, Diego & García Portugués, Eduardo, 2026, "Out-of-bag prediction balls for random forests in metric spaces," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50276, Jun.