Report NEP-ECM-2026-08-17

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:

• D. Chiang, Harold & Matsushita, Yukitoshi & Otsu, Taisuke, 2026, "Regression adjustment in completely randomized experiments with many covariates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 140302, Sep.
• Paritosh Shankarrao Junare, 2026, "Two Gaussians, Too Many: A bootstrap-based approach to assess identifiability in non-Gaussian structural Vector Autoregressions," Papers, arXiv.org, number 2607.17275, Jul.
• Rücker, M. & Vogt, M. & Linton, O. B., 2026, "High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2665, Aug.
• Gabriel Rodriguez Rondon & Jean-Marie Dufour, 2026, "Monte Carlo Likelihood-Ratio Tests for Markov Switching Models," Staff Working Papers, Bank of Canada, number 26-23, Jul, DOI: 10.34989/swp-2026-23.
• Gabriel Rodriguez Rondon & Jean-Marie Dufour & Md. Nazmul Ahsan, 2026, "Estimation and Inference for Stochastic Volatility Models with Heavy-Tailed Distributions," Staff Working Papers, Bank of Canada, number 26-8, Mar, DOI: 10.34989/swp-2026-8.
• Yingxing Li & Ã ureo de Paula & Weining Wang, 2026, "Estimating Network Spillovers Under Dense Measurement Error," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 26/841, 01.
• Bae, W. & Linton, O. B. & Whang, Y-J, 2026, "Uniform Inference for Almost Stochastic Dominance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2654, Jul.
• Carro, Jesús M. & Von Lampe, Gregor, 2026, "Big Bias from Small Treatment Heterogeneity: When Controlling for Selection Backfires," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50593, Aug.
• Yechan Park, 2026, "A Design-Based Approach to Testing and Inference in (Quasi-)Experiments with Spillovers," Papers, arXiv.org, number 2607.08640, Jul, revised Aug 2026.
• Harry Aytug, 2026, "A Fixed-Effects Causal Forest for Staggered Adoption, with an Application to Medicaid Expansion," Papers, arXiv.org, number 2607.19644, Jul.
• Yousef Kaddoura, 2026, "Estimating and Testing Kinks in Panel Data Models," Papers, arXiv.org, number 2608.07162, Aug, revised Aug 2026.
• Christopoulos, Dimitris & McAdam, Peter & Tzavalis, Elias, 2026, "Threshold endogeneity in vector autoregressions: reassessing monetary state dependence," Working Paper Series, European Central Bank, number 3263, Jul.
• Takahiro Hoshino & Makoto Nakakita, 2026, "Shared-Donor Inference for Heterogeneity in Many-Group Synthetic Difference-in-Differences," Papers, arXiv.org, number 2607.08324, Jul, revised Aug 2026.
• Ackerberg, Daniel & De Loecker, Jan, 2024, "Production Function Identification Under Imperfect Competition," CEPR Discussion Papers, Centre for Economic Policy Research, number 19640, Nov.
• Jaumandreu, Jordi, 2024, "Robust Production Function Estimation when there is Market Power," CEPR Discussion Papers, Centre for Economic Policy Research, number 19677, Nov.
• Kirill Borusyak & Peter Hull & Evan Munro, 2026, "Robust signal maximization in spillover experiments," CeMMAP working papers, Institute for Fiscal Studies, number 13/26, Aug, DOI: 10.47004/wp.cem.2026.1326.
• Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50561, Jul.
• Bayer, Christian & Kuhn, Moritz & Calderon, Luis, 2025, "Distributional Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 19829, Jan.
• Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo, 2024, "Identifying Non-Gaussian Structural Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 19813, Dec.
• Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey & Wu, Ping, 2024, "Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2024-11, Sep.