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Report NEP-ECM-2026-08-31
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:
- Angelos Alexopoulos, 2026, "Bias-robust causal inference for panel data," Papers, arXiv.org, number 2608.09837, Aug.
- David T. Frazier & Ruben Loaiza-Maya & Didier Nibbering, 2026, "Scalable likelihood-based inference for limited dependent variable models," Papers, arXiv.org, number 2608.13851, Aug.
- Shakeeb Khan & Elie Tamer, 2026, "Stationary Errors and Quantile Regression in Short Panels," Papers, arXiv.org, number 2608.08750, Aug.
- Ying Zeng, 2026, "Estimation and Inference for Peer Effects under Conditional Random Assignment," Papers, arXiv.org, number 2608.16468, Aug.
- Peter Hull, 2026, "Optimal Experimental Design and Estimation when Potential Outcomes are Bounded," Papers, arXiv.org, number 2608.09812, Aug, revised Aug 2026.
- Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2026, "Bootstrap inference in autoregressive duration models," Papers, arXiv.org, number 2607.28294, Jul.
- Timothy Sudijono & Edgar Dobriban & Eric Tchetgen Tchetgen, 2026, "Sharp Minimax Theory for Randomized Experiments," Papers, arXiv.org, number 2608.13822, Aug.
- Laura Liu & Mikkel Plagborg-M{o}ller & Nelson Matthew P. Tan, 2026, "Limited-Information Estimation of Heterogeneous Agent Models," Papers, arXiv.org, number 2608.13953, Aug.
- Shengbin Wei, 2026, "Learning about Treatment Effects in Panels under Unknown Interference," Papers, arXiv.org, number 2608.13466, Aug.
- Avishek Bhandari, 2026, "Measuring the Arrow of Time: Identification, Estimation, and Inference for Directional Structure in Multivariate Time Series," Papers, arXiv.org, number 2608.13431, Aug.
- Ignacio Moreira Lara & Jan Pruser & Christoph Hanck, 2026, "A Structural Matrix Autoregression Framework for International Spillovers," Papers, arXiv.org, number 2608.00262, Jul.
- Ulrich Hounyo & Zhendong Li, 2026, "Supervised Mixed-Frequency Learning for Macro-Financial Forecasting When Factors are Weak," Papers, arXiv.org, number 2608.12589, Aug.
- Peter Korsbakke Christensen & Anders Norlyk, 2026, "Microstructural Foundations of Rough Noise," Papers, arXiv.org, number 2607.29442, Jul, revised Aug 2026.
- Ed Manuel & Christian K. Wolf, 2026, "Identifying Policy Causal Effects from Rule Changes," NBER Working Papers, National Bureau of Economic Research, Inc, number 35615, Aug.
- Anders Bredahl Kock & David Preinerstorfer, 2026, "Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination," Papers, arXiv.org, number 2607.29532, Jul.
- Jos'e Luis Montiel Olea & Chen Qiu & J{o}rg Stoye, 2026, "Local Asymptotics for Treatment Choice with Partial Identification," Papers, arXiv.org, number 2608.09027, Aug, revised Aug 2026.
- Fernando Delbianco & Fernando Tohm'e, 2026, "Local conformal prediction for individual causal effects," Papers, arXiv.org, number 2608.09612, Aug.
- Mariia Artemova & Dick van Dijk & Evgenii Vladimirov, 2026, "An Extended Score-Driven Dynamic Factor Model: Constructing Composite Indices in Turbulent Times," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-040/III, Jun.
- Onil Boussim, 2026, "Compositional Synthetic Controls," Papers, arXiv.org, number 2607.16991, Jul, revised Sep 2026.
- Lison Christiaens & Julien Hambuckers & Alain Hecq, 2026, "Nonfundamentalness or missing information ? Evidence from causal-noncausal VARs in macro-finance," Papers, arXiv.org, number 2607.28131, Jul.
- Ghanem, Dalia & Pretis, Felix & Schuurman, Daniel, 2026, "To what extent can long-differencing capture adaptation?," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404721, DOI: 10.22004/ag.econ.404721.
- Masahiro Kato & Taka Kato, 2026, "Vector Search As Nearest Neighbor Matching: RAG-based Policy Learning in Causal Inference," Papers, arXiv.org, number 2607.18225, Jul.
- Kyungsub Lee & Kennedy Titus Kayaki, 2026, "Long-memory GARCH via a two-dimensional Markov chain," Papers, arXiv.org, number 2607.25189, Jul.
- Yucheng Yang & Tao Zha, 2026, "Algorithm-Driven SVARs: Navigating the Wilderness of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35604, Aug.
- Brodeur, Abel & Bruns, Stephan B. & Herwartz, Helmut & Islam, Chris-Gabriel, 2026, "How did empirical economic research improve over the last decades: Recent trends and prospects," I4R Discussion Paper Series, The Institute for Replication (I4R), number 315.