Report NEP-ECM-2026-07-13

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:

• Junjie Li & Dongyuan Mu, 2026, "Semiparametric Difference-in-Differences Estimation With Missing Not at Random Data: A Shadow Variable Approach," Papers, arXiv.org, number 2606.08474, Jun.
• Gevorg Khandamiryan & Vira Semenova, 2026, "Adaptive Estimation of Aggregated Values of Conditional Linear Programs," Papers, arXiv.org, number 2606.08359, Jun.
• Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula & Zopounidis, Constantin, 2026, "Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/3, Mar.
• Di Mari, Roberto & Kuha, Jouni, 2026, "Estimating the variance-covariance matrix of two-step estimates of latent variable models: a general simulation-based approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138730, Jun.
• Rouven Beiner & Bernd Süssmuth, 2026, "Monotonic Polynomial GARCH Models for Conditional Higher Moments," CESifo Working Paper Series, CESifo, number 12734.
• Joel Persson & M{aa}rten Schultzberg & Sebastian Ankargren, 2026, "Statistical Foundations of LLM-based A/B Testing: A Surrogacy Framework for Human Causal Inference," Papers, arXiv.org, number 2606.17165, Jun, revised Jun 2026.
• Anlong Qin & Zhongjun Qu, 2026, "Regime-Switching Models for Disaggregated Data," Papers, arXiv.org, number 2606.08398, Jun.
• Brian Curran & Bruce D. Meyer & Derek Wu, 2026, "Misleading Estimates from Nonlinear Models with a Binary Outcome," NBER Working Papers, National Bureau of Economic Research, Inc, number 35366, Jun.
• Jos'e Luis Montiel Olea & Ekaterina Zubova, 2026, "Approximate Minimax Estimation of a Bounded Normal Mean via Stochastic Mirror Ascent," Papers, arXiv.org, number 2607.05350, Jul.
• Kasper Sunn Blumensaat, 2026, "Asymptotics of an Explosive Autoregression under Dependence," Papers, arXiv.org, number 2606.09531, Jun.
• Minford, Patrick & Meenagh, David, 2026, "Testing models with fat tails via indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/7, Jun.
• Jaumandreu, Jordi, 2026, "Semiparametric Estimation of Heterogeneous Firm-level Producton Functions," CEPR Discussion Papers, Centre for Economic Policy Research, number 21492, May.
• Peter Ganong & Avik Garg & Maximilian Kasy, 2026, "Literature Review and Evidence Aggregation: A Toolkit for Applied Micro," CESifo Working Paper Series, CESifo, number 12777.
• Bodnar, Taras & Kan, Raymond & Mazur, Stepan, 2026, "Computation of the exact density function of the product of a Wishart matrix and a normal vector," Working Papers, Örebro University, School of Business, number 2026:4, Jun.
• Blazsek, Szabolcs & Dupree, Raven Amina & Escribano, Álvaro, 2026, "Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50313, Jun.
• Bruno Bosco & Paolo Maranzano, 2026, "Drivers of mean reversion bias in the estimation of elasticity of taxable income in an autoregressive framework," Working Papers, University of Milano-Bicocca, Department of Economics, number 578, Jun.