Report NEP-ECM-2026-07-20

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:

• Brice Romuald Gueyap Kounga, 2026, "Semiparametric Dynamic Logit Model with Endogenous Networks," Papers, arXiv.org, number 2606.16230, Jun, revised Jul 2026.
• Mikihito Nishi & Ryo Okui, 2026, "Inference methods for unit-specific coefficients in panel data models with latent group structure," Papers, arXiv.org, number 2606.22035, Jun.
• Duong Trinh & Santiago Montoya-Bland'on, 2026, "Heterogeneous Peer Effects with Endogenous Network Formation," Papers, arXiv.org, number 2606.24850, Jun.
• Ayush Jha, 2026, "Distributional Granger Causality: Identification, Sequential Inference, and Adaptive Testing," Papers, arXiv.org, number 2606.22230, Jun.
• Zecharias Anteneh, 2026, "Beyond Parallel Trends in Staggered Difference-in-Differences: Identification under Higher-Order Parallelism," Papers, arXiv.org, number 2606.17977, Jun, revised Jul 2026.
• Oliver Kojo Ayensu & Yuanhua Feng & Dominik Schulz, 2026, "Well-known and recent long-memory GARCH models and their semiparametric extensions," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 175, Jun.
• Gokul Gopalan Ramachandran, 2026, "Granular Instrumental Variables in Large Panels: Identification and Inference Across Strong, Nearly Weak, and Weak GIV," Papers, arXiv.org, number 2607.02095, Jul.
• Abhimanyu Gupta & Xi Qu & Jiajun Zhang, 2026, "Semi-nonparametric estimation of spatial dynamic panel data models with nonparametric spatial weights," Papers, arXiv.org, number 2606.24266, Jun.
• Satarupa Bhattacharjee & Bing Li & Lingzhou Xue, 2026, "A Test for Treatment Heterogeneity under a Distributional Difference-in-Difference Framework," Papers, arXiv.org, number 2606.21840, Jun.
• Sebastian Jensen & Siem Jan Koopman, 2026, "Neural networks for nonlinear regression with serially correlated disturbances: Evidence from cloud cover," Papers, arXiv.org, number 2606.22483, Jun.
• Jiawei Fu & Cyrus Samii & Ye Wang, 2026, "Inference for Group Interaction Experiments," Papers, arXiv.org, number 2607.02385, Jul.
• Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2026, "The projection solution to the incidental parameter problem," CeMMAP working papers, Institute for Fiscal Studies, number 11/26, Jul, DOI: 10.47004/wp.cem.2026.1126.
• Sangmyung Ha, 2026, "Determining the Structure of Dynamic Factor Models," Papers, arXiv.org, number 2606.26142, Jun.
• Mattia Stival & Stefano F. Tonellato, 2026, "Bayesian Contiguous Gaussian and Generalized Linear Dynamic Models on Graphs: Theory, Computation, and Simulation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2026: 21.
• Ramon F. A. de Punder & Mathijs R. G. Dijkstra & Cees G. H. Diks, 2026, "Barron-Loss Adaptive Estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-023/III, May, revised 05 Jun 2026.
• Florian Gunsilius, 2026, "A condition for the identification of multivariate models with binary instruments -- with Corrigendum and Addendum," Papers, arXiv.org, number 2607.01429, Jul.
• Jordi Llorens-Terrazas & Mika Meitz, 2026, "Generative Predictive Distributions for Time Series," Papers, arXiv.org, number 2606.16773, Jun.
• Luis Orea & Alan Wall & Roberto Balado-Naves, 2026, "Recent developments in spatial stochastic frontier models," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2026/02.
• Denise R. Osborn & Jing Tian & Jan P.A.M. Jacobs, 2026, "Seasonality in Univariate Unobserved Component Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-57, Jul.
• Borusyak, Kirill & Hull, Peter, 2026, "Optimal Formula Instruments," CEPR Discussion Papers, Centre for Economic Policy Research, number 21281, Mar.
• Ramon de Punder, 2026, "Proper and Robust Autoregressive Derivative Adaptive Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-022/II, May.
• Sizhong Sun, 2026, "Estimating Demand for a New Product," Papers, arXiv.org, number 2606.15748, Jun.
• H. Peter Boswijk & Roger J. A. Laeven & Niels Marijnen & Evgenii Vladimirov, 2026, "Characteristic Function-Based Factor Modeling of Affine Jump-Diffusions using Options," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-026/III, May.
• Xu, Yongdeng & Lyu, Juyi & Lu, Wenna, 2026, "Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/4, Mar.
• Eric Auerbach & Jonathan Auerbach & Sidonia McKenzie, 2026, "Post-Selection Inference for Network Structure," Papers, arXiv.org, number 2607.00312, Jul, revised Jul 2026.
• Joan Alegre Canton, 2026, "Choosing What to Calibrate and What to Estimate in Structural Models," Papers, arXiv.org, number 2606.25688, Jun.
• Jie Jian & Aaron Schein, 2026, "Bayesian Poisson-Randomized Gamma Tensor Factorization with Application to International Trade Flows," Papers, arXiv.org, number 2606.17267, Jun.
• Shujie Li & Yuanhua Feng, 2026, "Dual-trend and dual long-memory time series modelling," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 174, Mar.
• Nizam, Ahmed Mehedi, 2026, "A structural VAR (SVAR) based approach to calculating the marginal propensity to consume (MPC) across income groups," MPRA Paper, University Library of Munich, Germany, number 128019, Feb.
• Valentin Haddad & Zhiguo He & Paul Huebner & Péter Kondor & Erik Loualiche, 2026, "Causal Inference for Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 35413, Jul.
• Yuan Christopher Qiang & Fabio Sigrist, 2026, "A Censored Transformed Model for Proportional Outcomes with Boundary Mass and an Application to Loss Given Default Modeling," Papers, arXiv.org, number 2606.21515, Jun.

Report NEP-ECM-2026-07-20

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: