Report NEP-ECM-2026-09-07

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:

• Supriya Tiwari & Pallavi Basu, 2026, "Randomization tests for model specification in causal inference under network interference," Papers, arXiv.org, number 2608.22890, Aug.
• Patrick Kline, 2026, "Repairing Locally Misspecified GMM: An Empirical Bayes Approach," Papers, arXiv.org, number 2608.23925, Aug, revised Sep 2026.
• Lisa Leimenstoll & Melanie Schienle, 2026, "Identification and Inference for Causal Effects in Extremes under General Conditions," Papers, arXiv.org, number 2608.22957, Aug.
• Kyunghoon Ban & Zhengrun Chen & D'esir'e K'edagni, 2026, "Difference-in-Differences Models in the Presence of Time-Varying Mediators," Papers, arXiv.org, number 2608.18375, Aug.
• Margherita Comola & Camila Comunello & Abhimanyu Gupta, 2026, "A Nonparametric Test for Cross-Unit Spillovers," Papers, arXiv.org, number 2608.00136, Jul.
• Justus Holman & Yicong Lin & Andre Lucas & Anne Opschoor, 2026, "Joint Eigenvector and Eigenvalue Dynamics with an Application to Time-Varying Covariance Matrices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-060/III, Aug.
• Justus Holman & Andre Lucas & Anne Opschoor, 2026, "Composite Univariate Modeling of Realized Covariance Matrix Dynamics and Volatility-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-061/III, Aug.
• Simon He{ss} & Patrick W. Schmidt, 2026, "Don't Drop the Singletons: Efficient Inference for Pairwise Experiments with Independent Attrition," Papers, arXiv.org, number 2608.18973, Aug.
• Jieun Lee, 2026, "Double/Debiased Machine Learning for Functional-Form-Robust Spatial Autoregression," Papers, arXiv.org, number 2608.22706, Aug.
• Zequn Jin & Gaoqian Xu & Zixin Yang & Zhengyu Zhang, 2026, "Uniform Inference on Quantile Effects under Network Interference," Papers, arXiv.org, number 2608.22286, Aug.
• Yicong Lin, 2026, "Confidence Sets for the Date of a Weak Mean Break in Functional Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-055/III, Aug.
• Guilherme Vianna, 2026, "Bandwidth-Free Inference for Recursive Nonlinear Impulse Response Functions," Papers, arXiv.org, number 2608.02943, Aug.
• Max Cytrynbaum, 2026, "The Limits of Experimental Design: Covariate Balance Beyond Low Dimension," Papers, arXiv.org, number 2608.18057, Aug.
• Junting Duan & Markus Pelger, 2026, "Inference with AI-Generated Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 35481, Jul.
• Grigory Franguridi & Arie Kapteyn, 2026, "Testing selection on observables in parametric models with refreshment samples," Papers, arXiv.org, number 2608.23508, Aug, revised Sep 2026.
• Stanis{l}aw M. S. Halkiewicz, 2026, "Exact Inference in Fixed-Effect Regressions with Concentrated Identifying Variation," Papers, arXiv.org, number 2608.04839, Aug, revised Aug 2026.
• Yann Bramoull'e & Sebastiaan Maes, 2026, "Measurement Error and Peer Effects in Networks," Papers, arXiv.org, number 2608.00336, Jul, revised Sep 2026.
• Niko Hauzenberger & Michael Pfarrhofer, 2026, "Conditional projection methods for large-scale Bayesian VARs," Papers, arXiv.org, number 2607.29215, Jul.
• Savi Virolainen, 2026, "A fully nonlinear structural vector autoregressive model identified via independent innovation analysis," Papers, arXiv.org, number 2608.03486, Aug.
• Michael P. Keane & Timothy Neal & Patrick Vu, 2026, "Instrument Hacking," NBER Working Papers, National Bureau of Economic Research, Inc, number 35633, Aug.
• Masahiro Tanaka, 2026, "Curvature-Calibrated Quasi-Bayesian Updating for Moment-Restricted Models," Papers, arXiv.org, number 2608.19634, Aug.
• Marko Mlikota, 2026, "Parameter Identification and Inference in Discretely Sampled or Temporally Aggregated Autoregressions," Papers, arXiv.org, number 2608.13224, Aug, revised Sep 2026.
• Jushan Bai & Jesse Chieh Chen, 2026, "Fixed-$T$ Dynamic Spatial Panel Model with Common Shocks," Papers, arXiv.org, number 2608.22499, Aug.
• Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2026, "Designing Around Selection: Identification and Inference Under Multi-Dimensional Unobserved Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 35547, Jul.
• Pranjal Rawat & John Rust, 2026, "Dynamic Discrete Choice and Inverse Reinforcement Learning: Inferring Preferences and Beliefs From Human Behavior," Papers, arXiv.org, number 2608.24362, Aug.
• Stanis{l}aw M. S. Halkiewicz, 2026, "Breakdown Reliability for Saturated Fixed-Effect Inference," Papers, arXiv.org, number 2608.06053, Aug, revised Sep 2026.
• Andrew C. Eggers & Zikai Li, 2026, "Classification testing: A new framework for drawing qualitative conclusions from quantitative estimates," Papers, arXiv.org, number 2608.23315, Aug.
• Frederik Bjerg Krabbe, 2026, "Causal Non-causal State Space Models and the Modelling of Financial Bubbles," Papers, arXiv.org, number 2608.28115, Aug.
• Michael Dueker & Inés Kishkill & Martín Sola, 2026, "A Common European Business Cycle: Markov-Switching SUR with Cross-Sectional Weighting," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2026_05, Aug.
• Joshua C. C. Chan, 2026, "Exact Rejection Sampling for Non-Gaussian State Space Models," Papers, arXiv.org, number 2608.21619, Aug.
• Vahid Moghani, 2026, "When Is the Mover-Design Event Study Coefficient a Place-Effect Share?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-056/III, Aug.
• Amadeo Grob & Maurizio Daniele & Johanna Ziegel, 2026, "Sequentially valid inference for probabilistic inflation forecasts," Papers, arXiv.org, number 2608.23064, Aug.
• Melissa Dell & Ashesh Rambachan, 2026, "The Measurement Revolution? Credible Measurement and Inference in the Age of AI," Papers, arXiv.org, number 2608.23524, Aug.
• Haofeng Liao & Xing Wang, 2026, "Testing for Smooth Structural Change in Cointegrated Systems," Papers, arXiv.org, number 2608.03773, Aug.
• Honny, Emmanuel & Chung, Chanjin, 2026, "Beyond Condition Numbers: Diagnosing Collinearity in Heckman Models," 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri, Agricultural and Applied Economics Association, number 404723, DOI: 10.22004/ag.econ.404723.