Printed from https://ideas.repec.org/n/nep-ecm/2026-09-28.html
Report NEP-ECM-2026-09-28
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:
- Ruei-Chi Lee, 2026, "Average Treatment Effect Localization: Projection Methods in Synthetic Control," Papers, arXiv.org, number 2609.10617, Sep.
- Kirill O. Morozov, 2026, "Poisson Regression under Multivariate Sample Selection," Papers, arXiv.org, number 2609.21056, Sep.
- Huan Gong & Feiyu Jiang, 2026, "Tensor-BEKK: Conditional Covariance Modeling and Inference for Tensor-Valued Time Series," Papers, arXiv.org, number 2609.18157, Sep.
- Xuqing Lin & Xiaojun Song, 2026, "Uniform Inference for Parameters Identified by Conditional Quantile Restrictions," Papers, arXiv.org, number 2609.23303, Sep, revised Oct 2026.
- Paritosh Shankarrao Junare, 2026, "Identification and Inference in proxy-SVARs with non-Gaussian shocks," Papers, arXiv.org, number 2609.14398, Sep, revised Oct 2026.
- Hua Jin & Tian Xie, 2026, "Conditional-Moment Estimation and Inference in the BLP Model," Papers, arXiv.org, number 2609.15736, Sep, revised Sep 2026.
- Hong, Y. & Lin, Z. & Linton, O. B. & Newey, W. K. & Sun, J., 2026, "Affine-Equivariant Adjusted-Range Self-Normalization," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2678, Sep.
- Anish Agarwal & Munther Dahleh & Devavrat Shah & Dennis Shen, 2026, "Synthetic Nearest Neighbors: Extending Synthetic Controls for Matrix Completion with Missing Not at Random Data," Papers, arXiv.org, number 2609.13586, Sep.
- Zhentong Lu & Myung Hwan Seo & Youngki Shin & Qichen Zhang, 2026, "A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation," Papers, arXiv.org, number 2609.23998, Sep.
- Danil Fedchenko, 2026, "Summary Indices in Treatment Effect Estimation," Papers, arXiv.org, number 2609.21393, Sep.
- Shakeeb Khan & Elie Tamer, 2026, "Identification in Linear Quantile Panel Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 1116, Aug.
- Lennard Ma{ss}mann & Jens Klenke, 2026, "Shrinkage Bayesian Causal Forest with Instrumental Variable," Papers, arXiv.org, number 2609.18903, Sep.
- Pengfei Tian & Jizhou Liu & Lei Shi & Peng Ding, 2026, "Causal inference in two-sided randomization designs: factorial regression, two-way clustering, and covariate adjustment," Papers, arXiv.org, number 2609.22761, Sep.
- Juejue Wang & Pedro H. C. Sant'Anna & Victor Chernozhukov & Carlos Cinelli, 2026, "Omitted Variable Bias in Difference-in-Differences Designs," Papers, arXiv.org, number 2609.19386, Sep.
- Eduardo Fonseca Mendes, 2026, "Consistent Order Selection under Non-Identifiability and Dependence," Papers, arXiv.org, number 2609.23220, Sep.
- Blagov, Boris & Krause, Clara, 2026, "Does it add up? Reconciling forecasts and impulse responses for hierarchical macroeconomic data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1224, DOI: 10.4419/96973409.
- Ma, Tianyi & Verchand, Kabir A. & Berrett, Thomas B. & Wang, Tengyao & Samworth, Richard J., 2026, "Estimation beyond missing (completely) at random," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138134, Aug.
- Fangzhou Yu, 2026, "Two Margins in Difference-in-Differences with a Continuous Treatment," Papers, arXiv.org, number 2609.09488, Sep, revised Sep 2026.
- Item repec:ash:wpaper:170 is not listed on IDEAS anymore
- Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2026, "Simultaneous Clustered Orthogonalization," Papers, arXiv.org, number 2609.12280, Sep.
- Antonio Mosca & Piero Mazzarisi, 2026, "Penalized Maximum Likelihood Inference of Core-Periphery Networks," Papers, arXiv.org, number 2609.15796, Sep.
- Won-Ki Seo & Kyungsik Nam, 2026, "Anthropogenic Forcing, Climate Change, and the Shape of Warming: Statistical Inference for Distributional Cointegration," Papers, arXiv.org, number 2609.16509, Sep.
- Xu, Yongdeng, 2026, "Learn the measure, estimate the moment: machine-learned drivers in dynamic conditional correlation models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/12, Sep.
- Mertens, Elmar & Clark, Todd E., 2026, "Entropic tilting of forecasts to SPF histograms: analytics & applications," Working Paper Series, European Central Bank, number 3284, Sep.
- Ali Moghaddasi Kelishomi & Daniel Sgroi, 2026, "What Does Structural Noise Measure? Revealed-Preference Inconsistency and Model Misspecification," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1629.
- Thomas Leavitt, 2026, "Beyond Pretrends: A Discordance-Based Sensitivity Analysis for Difference-in-Differences," Papers, arXiv.org, number 2609.19081, Sep.
- Mikkel Bennedsen & Kim Christensen & Peter Korsbakke Christensen & Jun Yu & Chen Zhang, 2026, "The "Rough" HAR Model," Papers, arXiv.org, number 2609.21587, Sep.
- Gabriel Nova & Stephane Hess & Sander Van Cranenburgh, 2026, "Multitask Reinforcement Learning for Assisting Choice Model Specification," Papers, arXiv.org, number 2609.18441, Sep.