Report NEP-ECM-2026-09-21

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:

• Aditya Ghosh & Guido Imbens & Stefan Wager, 2026, "PLRD: Partially Linear Regression Discontinuity Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 35699, Sep.
• Kaicheng Chen & Antonio F. Galvao & Seunghwa Rho & Timothy J. Vogelsang & Jungmo Yoon, 2026, "Fixed-smoothing Uniform Inference for Quantile Regression," Papers, arXiv.org, number 2609.05883, Sep, revised Nov 2026.
• Elie Tamer & Christopher D. Walker, 2026, "Nonparametric Bayesian Inference for Partially Identified Discrete Response Models," Papers, arXiv.org, number 2608.25814, Aug.
• Duong Trinh, 2026, "Endogenous Selection and Spillovers: Bayesian Inference for Policy-Relevant Causal Effects," Papers, arXiv.org, number 2608.25720, Aug.
• Lennard Ma{ss}mann & Karolina Gliszczy'nska-Schroeder, 2026, "Median-based Splitting Rules for Causal Trees and Forests," Papers, arXiv.org, number 2609.07888, Sep.
• Dou, Baojun & He, Jing & Tiwari, Sudhir & Yao, Qiwei, 2026, "Spatio-temporal autoregressions for high dimensional matrix-valued time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 140645, Nov.
• Florian Huber & Gary Koop & Christian Matthes, 2026, "Beyond Aggregate VARs: A Bayesian Benchmark for HANK Models," Papers, arXiv.org, number 2609.06827, Sep.
• Shiyao Liu & Junni L. Zhang, 2026, "Analyzing Within-Subject Experiments: Identification, Testing, and Sensitivity," Papers, arXiv.org, number 2608.26606, Aug.
• Alex Bernstein & Lisa R. Goldberg & Nicholas Gunther & Alec N. Kercheval & Tian Lan & Yian Lin & Dayi Yao, 2026, "Principal component error in high-dimensional factor models," Papers, arXiv.org, number 2609.20550, Sep, revised Oct 2026.
• Frédérqiue Bec & Heino Bohn Nielsen, 2026, "Nonlinear Forecast Error Variance Decompositions: Shapley Shares, Generalized Shapley Shares, and the Role of Structural Interactions," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2026-09.
• Federico A. Bugni & Federico Crippa & Daniel Restrepo, 2026, "Manipulation Testing in Boundary Discontinuity Designs," Papers, arXiv.org, number 2609.00350, Aug.
• Luca A. Pennacchio, 2026, "Filtering And Inference," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2607, Aug.
• Marcelo Fernandes & Vitor Henriques & Eduardo Fonseca Mendes, 2026, "Estimation risk in conditional expectiles," Papers, arXiv.org, number 2609.02673, Sep.
• Michael Stanley Smith & Lin Deng, 2026, "Vector Vine Copula Models for Multivariate Longitudinal Data," Papers, arXiv.org, number 2609.19547, Sep.
• Yujie Hou & Xinbing Kong & Yalin Wang & Bin Wu, 2026, "Expected Shortfall Factor Models: Common Tail Losses and Expected Returns," Papers, arXiv.org, number 2609.10587, Sep.
• Shoki Okubo, 2026, "Optimal Covariate Adjustment beyond the Average Treatment Effect: Treated-Population and Overlap-Weighted Estimands," Papers, arXiv.org, number 2609.11222, Sep, revised Sep 2026.
• Masahiro Kato, 2026, "Counterexamples and Sufficient Conditions: Comments on "Optimally-Transported Generalized Method of Moments"," Papers, arXiv.org, number 2609.20260, Aug.
• Yukun Ma & Manu Navjeevan & Bogdan Salahub, 2026, "Choosing the Dictionary and Penalty for IV-LASSO," Papers, arXiv.org, number 2609.07033, Sep, revised Oct 2026.
• Ayla Jungbluth & Johannes Lederer & Simon Trimborn, 2026, "Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-070/III, Sep.
• Simon Donker van Heel & Neil Shephard, 2026, "Filtering without Recursion and Some of Its Uses in Financial Economics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-068/III, Sep.
• Stuart, Bryan & Taylor, Evan, 2026, "A Unified Framework for Transparent Quasi-Experimental Research," IZA Discussion Papers, IZA Network @ LISER, number 18903, Aug.
• Gerton Rongen & Peter Lanjouw & Chris Elbers, 2026, "A Bayesian-Inspired Approach to Improving the Precision of Synthetic Panel Estimates of Poverty Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-066/V, Sep.
• Mojtaba Eslami, 2026, "Risk-Set Transported Synthetic Control with Difference-in-Differences Adjustment under Staggered Treatment Adoption," Papers, arXiv.org, number 2609.20264, Jul.
• Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2026, "Scalable Clustered Network Connectedness with Control Variables: Theory and Application to Global Banking," Papers, arXiv.org, number 2609.05792, Sep.
• Jihwan Woo, 2026, "Output-Only Identification and Spectral Monitoring of Coupled Feedback Networks with Known Time-Varying Actuation," Papers, arXiv.org, number 2608.25844, Aug, revised Sep 2026.
• Manuel Naviglio & Fabrizio Lillo, 2026, "Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models," Papers, arXiv.org, number 2609.06085, Sep.
• Kennedy Titus Kayaki & Kyungsub Lee, 2026, "Asymmetric Long-Memory GARCH: Sign-Dependent Kernel Injection in a Two-Dimensional Markov Chain," Papers, arXiv.org, number 2609.06422, Sep.

Report NEP-ECM-2026-09-21

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: