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Report NEP-ECM-2026-06-29
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:
- Dominik Wied, 2026, "A Synthetic Control Approach to Conditional Distributional Treatment Effects," Papers, arXiv.org, number 2606.09625, Jun.
- Yingying Dong & Phillip Heiler, 2026, "Sharp Bounds and Inference in Sample Selection Models with Treatment Endogeneity," Papers, arXiv.org, number 2606.09223, Jun.
- Degui Li & Yuying Sun & Boyao Wu, 2026, "Time-Varying Model Averaging of Multi-layer Network Vector Autoregressions," Working Papers, University of Macau, Faculty of Business Administration, number 202640, Jun.
- Jinyuan Chang & Guanglin Huang & Qiwei Yao & Long Yu, 2026, "CP-factorization for high dimensional tensor time series and double projection iterations," Papers, arXiv.org, number 2606.08560, Jun.
- Arnstein Vestre, 2026, "Inference on the TSLS Estimand with Weak Instruments and Treatment Effect Heterogeneity," Papers, arXiv.org, number 2606.07871, Jun.
- Li, Mengxue & von Sachs, Rainer & Pircalabelu, Eugen, 2026, "Learning shared and individual structure in dynamic networks with degree heterogeneity," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026012, Apr.
- Dennis Shen, 2026, "Causal Forecasting in Panel Data: A Two-Way Synthetic Forecasting Approach," Papers, arXiv.org, number 2606.18512, Jun.
- Bertille Antoine & Pascal Lavergne, 2026, "Pivotal and identification-robust nonparametric inference in linear IV models," Papers, arXiv.org, number 2606.12185, Jun.
- Lescart, Mirco & Kiriliouk, Anna & Naveau, Philippe, 2026, "A sub-asymptotic model for bivariate threshold exceedances," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026011, Apr.
- Jinyong Hahn & Niu He & Zhipeng Liao & Wenyu Zhou, 2026, "Granular Instrumental Variables: Estimation and Inference," Papers, arXiv.org, number 2606.14057, Jun.
- Daniel Brunner & Florian Heiss & Anna B. Schmidt, 2026, "Dynamic Consumer Demand at Large Scale," Papers, arXiv.org, number 2605.23703, May.
- Nick Huntington-Klein, 2026, "Partial Identification of Causal Effects that Vary by Setting," Papers, arXiv.org, number 2605.25483, May.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2026, "Threshold Regression for Fixed-T Panel Data with Interactive Fixed Effects," Papers, arXiv.org, number 2606.12184, Jun.
- Steven E. Pav, 2026, "Post Selection Estimation of Sharpe Ratios," Papers, arXiv.org, number 2606.01650, Jun, revised Jun 2026.
- Mathis Fourreau & Matthieu Garcin, 2026, "Composite likelihood inference of fractional Gaussian processes with sequentially optimal subset selection," Papers, arXiv.org, number 2606.11962, Jun, revised Jul 2026.
- Roberto Baviera & Pietro Manzoni & Michele Domenico Massaria, 2026, "Modeling dependence in sparse time series of Insurance Claims," Papers, arXiv.org, number 2605.25559, May.
- Amedeo Andriollo, 2026, "Causality versus Serial Correlation: an Asymmetric Portmanteau Test," Papers, arXiv.org, number 2606.07715, Jun.
- Harvey Barnhard, 2026, "Assumption-Lean Shrinkage and Model Averaging for Spatial Parameters," Papers, arXiv.org, number 2606.12324, Jun, revised Jun 2026.
- Ilya Archakov & Peter Reinhard Hansen, 2026, "The Generalized Fisher Transformation: Finite-Sample Properties and Inference," Papers, arXiv.org, number 2606.13864, Jun.
- Andrew S. Rosenberg, 2026, "Reliable Panel Regression: A Default Workflow for Slow-Moving, Mismeasured Variables," Papers, arXiv.org, number 2606.14009, Jun.
- Ollech, Daniel, 2026, "Selecting seasonal filters in X-13-ARIMA via cross-validation," Discussion Papers, Deutsche Bundesbank, number 16/2026, DOI: 10.71734/DP-2026-16.
- Sarah Moon & Whitney K. Newey, 2026, "Panel Data Estimation of Individual Demand in Markets with Many Consumers," Papers, arXiv.org, number 2606.11047, Jun.
- Alex Bell, 2026, "Pricing Job Amenities: A Practitioner's Manual," CESifo Working Paper Series, CESifo, number 12726.
- Yechan Park & Yuya Sasaki, 2026, "Choosing A Headline Estimand from Matching, DID, and Hybrid Designs: A Minimax-Regret Approach," Papers, arXiv.org, number 2606.20435, Jun.
- Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2026, "A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns," Papers, arXiv.org, number 2606.08141, Jun.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Veiga, Helena, 2026, "Asymmetric Correlation Propagationin Factor Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 50310, Jun.
- Tyazhelnikov, Vladimir & Shi, Xuetao & Zhou, Xinbei, 2026, "PPML, Gravity, and Heterogeneous Trade Elasticities," MPRA Paper, University Library of Munich, Germany, number 128379, Feb.
- Santiago Acerenza & Nestor Gandelman, 2026, "The Markup falsification Adaptative Set," Papers, arXiv.org, number 2605.30493, May, revised Jun 2026.
- Yi Ding & Songze Shi, 2026, "A Fine Lens on Common Trading Flows," Working Papers, University of Macau, Faculty of Business Administration, number 202641, Jun.
- Sphiwe B. Skhosana & Abeeb O. Olaniran & Najmeh Nakhaei Rad & Rangan Gupta, 2026, "Economic Complexity and Environmental Impact using a Neural-Network Embedded Semiparametric Mixture of Experts Model," Working Papers, University of Pretoria, Department of Economics, number 202618, Jun.
- Yiyan Huang & Cheuk Hang Leung & Qi Wu & Zhiheng Zhang, 2026, "Wasserstein Policy Learning for Distributional Outcomes," Papers, arXiv.org, number 2606.19117, Jun.
- Takaaki Koike & Marius Hofert & Haruki Tsunekawa, 2026, "Measuring multivariate maximal tail dependence," Papers, arXiv.org, number 2605.25766, May.