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Report NEP-ECM-2026-09-14
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:
- Gabriela Miyazato Szini, 2026, "A Pairwise Differencing Distribution Regression Approach for Network Models," Papers, arXiv.org, number 2608.04983, Aug.
- Xun Tang & Pei Yu, 2026, "Estimation of Random-Coefficient Dynamic Panel Data Models with a Fixed T," Papers, arXiv.org, number 2608.23988, Aug.
- Joseph Fry, 2026, "Uniformly Valid Inference Under Interactive and High-Dimensional Constraints," Papers, arXiv.org, number 2608.22002, Aug.
- Vladim'ir Hol'y, 2026, "Modeling Trade Durations under Temporal Granularity Effects in Forex Markets," Papers, arXiv.org, number 2609.02660, Sep.
- Yanping Chen, 2026, "Robust Variance Estimation in Linear Regression: A Projection-Geometry Perspective," Papers, arXiv.org, number 2609.01804, Sep.
- Carolina Caetano & Brantly Callaway & Stroud Payne & Hugo Sant'Anna, 2026, "Difference-in-differences with "bad controls"," Papers, arXiv.org, number 2608.03881, Aug, revised Sep 2026.
- Keita Sunada, 2026, "Closed-form estimation and uniform inference in additively separable triangular models with a nonseparable first stage," Papers, arXiv.org, number 2608.22605, Aug.
- Ulrich Hounyo, 2026, "Identification and Information after Nuisance Projection," Papers, arXiv.org, number 2608.03847, Aug.
- Nichole Austin & Sunny R. Karim & Erin Strumpf & Matthew D. Webb, 2026, "Which Policy Works, and Where? Estimation and Inference for State-Level Treatment Effects in Difference-in-Differences," Papers, arXiv.org, number 2609.01467, Sep.
- Dobrislav Dobrev & Ernst Schaumburg, 2026, "High-Frequency Cross-Market Trading: Model-Free Measurement and Testable Implications," Working Papers, The George Washington University, The Center for Economic Research, number 2026-011, Sep.
- Jean-Marie Dufour & Mame Astou Diouf, 2026, "Regularized goodness-of-fit statistics and exact nonparametric confidence bands for distributions with application to household consumption," CIRANO Working Papers, CIRANO, number 2026s-15, Aug.
- Irene Botosaru & James L. Powell, 2026, "Moments of Random Coefficients in Short Panels," Papers, arXiv.org, number 2608.31085, Aug.
- Jean-Marie Dufour & Tianyu He, 2026, "Nonparametric methods for comparing distribution functionals for dependent samples with applications to welfare indices," CIRANO Working Papers, CIRANO, number 2026s-14, Aug.
- Vance Martin & Yoshihiko Nishiyama & John Stachurski & Yiran Xie, 2026, "A New Approach to Goodness of Fit for Ergodic Markov Processes," Papers, arXiv.org, number 2608.03088, Aug.
- Sahil Loomba & Dean Eckles, 2026, "Off-policy causal estimation in networks," Papers, arXiv.org, number 2609.02756, Sep.
- Dawis Kim & Tao Zha, 2026, "Sharpening Economic Interpretation with HARS," NBER Working Papers, National Bureau of Economic Research, Inc, number 35483, Jul.
- Nathan Canen & Ted Enamorado, 2026, "When Predictions Become Regressors: A Split-Sample Correction for Biases in Downstream Inference," Papers, arXiv.org, number 2608.02909, Aug.
- Florian Huber & Aubrey Poon & Dan Zhu, 2026, "Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk," Papers, arXiv.org, number 2608.04664, Aug.
- Alejandro Puerta-Cuartas, 2026, "Identification and Estimation of Intergenerational Income Mobility Measures," Papers, arXiv.org, number 2609.04994, Sep.
- Todd Clark & Florian Huber, 2026, "Clustered Local Projections for Short and Ultra-Short Time Series -- A Hierarchical Bayesian Framework," Papers, arXiv.org, number 2608.04631, Aug, revised Aug 2026.
- Bob Wilson, 2026, "Randomization Inference for Matched Pairs with Binary Outcomes," Papers, arXiv.org, number 2609.03227, Sep.
- Sara Casella & Jesús Fernández-Villaverde & Stephen Hansen & Ryohei Oishi & Minchul Shin, 2026, "Structural Estimation with Unstructured Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35487, Jul.
- Serena Ng & Nikolay Gospodinov, 2026, "Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 35700, Sep.
- Daniyal Ali Hameedi, 2026, "From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models," Papers, arXiv.org, number 2608.22864, Aug.
- Christian Bongiorno & Lorenzo Villassero, 2026, "End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios," Papers, arXiv.org, number 2608.30446, Aug.
- Canavire Bacarreza, Gustavo & Puerta-Cuartas, Alejandro & Rodriguez Castelan, Carlos & Velez-Ospina, Carolina, 2026, "Shelter from the Storm: A Simulation Framework for Vulnerability under Climate Shocks," IZA Discussion Papers, IZA Network @ LISER, number 18893, Sep.
- David Tan, 2026, "Two Kinds of Nothing: What Insignificant Results in Finance Actually Show," Papers, arXiv.org, number 2608.30490, Aug, revised Sep 2026.
- Naveed Javed & James Morley, 2026, "Diminishing Monetary Potency under Fiscal Dominance: A Bayesian Local Projections Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-75, Sep, revised Oct 2026.
- Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2026, "Risks and Uncertainty in Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-061, Sep, DOI: 10.17016/FEDS.2026.061.
- Marcus Buckmann & Galina Potjagailo, 2025, "Infusing economically motivated structure into machine learning methods," Bank of England Staff Working Paper series, Bank of England, number 1144, Sep.