Report NEP-ECM-2026-08-24

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:

• Lingwei Kong & Maximilian Osterhaus & Michael Pen, 2026, "From dense grids to valid inference: Accounting for regularization bias in nonparametric random coefficient models," Papers, arXiv.org, number 2607.25416, Jul.
• Fangzhou Yu, 2026, "A Variance-Based Test for Heterogeneous Treatment Effects," Papers, arXiv.org, number 2607.17451, Jul.
• A. Monta~n'es & E. Ruiz, 2026, "Robust estimation of the autocorrelation function via forward ratios," Papers, arXiv.org, number 2607.23744, Jul.
• Deborah Kim, 2026, "Testing Sign Agreement," Papers, arXiv.org, number 2608.10294, Aug.
• Viviana Celli & Augusto Cerqua & Guido Pellegrini, 2026, "Identifying Treatment and Spillover Effects with Control-Based and Forecast-Based Counterfactuals," Papers, arXiv.org, number 2607.20156, Jul.
• Charisios Grivas & George Kapetanios & Zacharias Psaradakis & Vasilis Sarafidis & Marian Vavra & Alexia Ventouri, 2026, "Nonlinear Boosting with Multiple Testing in High-Dimensional Generalised Linear Models with Binary Responses," Papers, arXiv.org, number 2607.22440, Jul.
• Yuhao Li & Haokun Lu & Xiaojun Song, 2026, "Kernel Minimum Distance Estimation and Testing with Conditional Moment Restrictions: A Unified Framework," Papers, arXiv.org, number 2607.16605, Jul.
• Juan Estrada & Kim Huynh & David Jacho-Chavez & Leonardo Sanchez-Aragon, 2026, "Regression with Observational Multilayered Network Data," Papers, arXiv.org, number 2608.01421, Aug.
• Binzhi Chen & Annalivia Polselli & Paul S. Clarke, 2026, "Double Machine Learning with High-dimensional Interactive Fixed Effects," Papers, arXiv.org, number 2608.01137, Aug.
• Gregor Steiner & Mark Steel, 2026, "Inference on counterfactual distributions using martingale posteriors," Papers, arXiv.org, number 2607.24143, Jul.
• Qiao, Xinghao & Wang, Zihan & Yao, Qiwei & Zhang, Bo, 2026, "Weight-calibrated estimation for factor models of high-dimensional time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138585, Jul.
• Cl'ement de Chaisemartin, 2026, "Using Pre-Trends for Inference in Difference-in-Differences," Papers, arXiv.org, number 2607.21312, Jul.
• Jos'e Luis Montiel Olea & Ryan Strong & Amilcar Velez & Zhuoheng Xu & Haomin Yu, 2026, "A Simple Approximation to the Distribution of the Ridge Regression Estimator," Papers, arXiv.org, number 2608.02539, Aug.
• Marine Carrasco & Cheikh Nokho, 2026, "Hansen-Jagannathan distance with many assets," CIRANO Working Papers, CIRANO, number 2026s-13, Aug.
• Harsh Parikh & Gabriel Levin-Konigsberg & Nilesh Tripuraneni & Dhruv Madeka & Michael I. Jordan & Dean Foster & Dominique Perrault-Joncas & Alexander Volfovsky, 2026, "Towards Optimal Estimators for Randomized Control Trials," Papers, arXiv.org, number 2607.23254, Jul.
• Xiyu Jiao, 2026, "A Simple Robust Procedure in Instrumental Variables Regression," Papers, arXiv.org, number 2607.26960, Jul.
• Junjie Li & Yukitoshi Matsushita, 2026, "Efficient difference-in-differences estimation under partial interference with incremental propensity score policies," Papers, arXiv.org, number 2607.19925, Jul.
• Cash Looi & Ruben Loaiza-Maya & Didier Nibbering, 2026, "A Multinomial Probit Model for Asymmetric Choice Responses," Papers, arXiv.org, number 2608.10336, Aug.
• Qihui Chen & Ka Yan Cheng & Zheng Fang, 2026, "Debiased Machine Learning: Identification, Estimation, and Shape Constraints," Papers, arXiv.org, number 2607.24472, Jul, revised Jul 2026.
• Wu, Tianyi & Wang, Tengyao & Samworth, Richard J., 2026, "Deep learning with missing data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 139005, Jul.
• Jinglong Zhao, 2026, "Optimal Control Variates for Survey Sampling and Causal Inference," Papers, arXiv.org, number 2608.15333, Aug, revised Aug 2026.
• Yuya Shimizu, 2026, "Econometrics with Pre-Trained Embeddings for Unstructured Data," Papers, arXiv.org, number 2607.17378, Jul.
• Fangzhou Yu, 2026, "Identification and Inference with Machine-Learned Instruments," Papers, arXiv.org, number 2607.17478, Jul.
• Richard Grigorian, 2026, "Uniformly Consistent Semi-nonparametric Demand Estimation with Micro-Data," Papers, arXiv.org, number 2607.21323, Jul, revised Jul 2026.
• Rametta, Jack T. & Fuller, Sam, 2026, "Are Random Forests Still ‘Good Enough’? Tabular Prior-Data Fitted Networks for Predictive and Causal Tasks," SocArXiv, Center for Open Science, number g29xc_v1, Jul, DOI: 10.31235/osf.io/g29xc_v1.
• Nuerxiati Abudurexiti, 2026, "Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions," Papers, arXiv.org, number 2607.18813, Jul.
• Jaeger, David, 2026, "Robustness? Range Tests for Equality and Equivalence Across Specifications," IZA Discussion Papers, IZA Network @ LISER, number 18851, Aug.
• Junchi Shen & Helin Zhao, 2026, "Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls," Papers, arXiv.org, number 2607.19218, Jul.
• Alexandre Alouadi & Charles-Albert Lehalle, 2026, "The Fundamental Structure of Risk: From Characteristics to Covariance," Papers, arXiv.org, number 2607.24410, Jul.
• Behrooz Moosavi Ramezanzadeh & Arie Beresteanu, 2026, "Partial Identification with Auxiliary Moment Restrictions," Papers, arXiv.org, number 2607.21807, Jul.
• Jose, Jibin & Moschini, GianCarlo, 2026, "Conflicting Markup Estimates and Cost Minimization," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404719, DOI: 10.22004/ag.econ.404719.
• Dalia Ghanem & Felix Pretis & Daniel Schuurman, 2026, "To what extent can long-differencing capture climate adaptation?," Papers, arXiv.org, number 2607.22028, Jul.
• Aureo de Paula & Elie Tamer, 2026, "Stochastic Potential Choices and Outcomes," Papers, arXiv.org, number 2607.21413, Jul, revised Aug 2026.