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Report NEP-ECM-2026-10-12
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:
- Irene Botosaru & Isaac Loh & Chris Muris, 2026, "An Adversarial Approach to Identification, Computation, and Inference in Models with a Linear-in-Measures Representation," Papers, arXiv.org, number 2609.32076, Sep.
- 本田, 敏雄 & HONDA, Toshio & ホンダ, トシオ, 2026, "Doubly Robust Confidence Intervals for Treatment Effects Based on Structured Nonparametric Regression Models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2026-03, Oct.
- Hiroyuki Kasahara & Hirokazu Matsuyama & Katsumi Shimotsu & Shota Takeishi, 2026, "Testing for Unobserved Heterogeneity in Censored Duration Models: EM Approach," Papers, arXiv.org, number 2609.36824, Sep.
- Charisios Grivas & Zacharias Psradakis & Marian Vavra, 2026, "Bootstrap-Assisted Tests for Skewness, Kurtosis, and Normality Under Unknown Dependence," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 10/2026, Sep.
- Mikihito Nishi & Takashi Yamagata, 2026, "Two-Point Dependent Wild Bootstrap for Weakly Dependent Estimating Equations," Papers, arXiv.org, number 2609.32369, Sep, revised Oct 2026.
- Graetz, Georg & Nordin, Mattias, 2026, "A double-differences approach to inference in regression discontinuity designs with a discrete running variable," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2026:19, Sep.
- Jinyuan Chang & Jing He & Weiming Li & Chen Lin, 2026, "An adaptive $L_2$-type test for high-dimensional white noise," Papers, arXiv.org, number 2609.33418, Sep.
- Fernando Roders & Siem Jan Koopman & Karim Moussa, 2026, "Representation over Rents: Stochastic Volatility Models with Stable Disturbances: Estimation via Linearization," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-082/III, Oct.
- Yaroslav Korobka & Vira Semenova, 2026, "Debiased Inference for Bounding Wage Inequality with Many Controls," Papers, arXiv.org, number 2609.37412, Sep.
- Tomoki Toyabe & Takahiro Hoshino & Taisuke Otsu, 2026, "Positive-Unlabelled Survival Analysis," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-021, Sep.
- Anna B. Schmidt, 2026, "Bayesian Machine Learning Methods For Large Scale Demand Estimation," Papers, arXiv.org, number 2610.08409, Oct.
- Joachim Freyberger & Julius Kappenberg, 2026, "Minimax Choice of Projection Geometry under Linear Inequality Constraints," Papers, arXiv.org, number 2609.32725, Sep.
- Ulrich Hounyo, 2026, "Distributional Difference-in-Differences: Aggregation Before or After Quantile Inversion?," Papers, arXiv.org, number 2609.27944, Aug.
- Karolina Gliszczy'nska-Schroeder, 2026, "Estimating Heterogeneous Causal Effects with Tree-Based Methods under Imperfect Compliance," Papers, arXiv.org, number 2609.31769, Sep.
- Black, Nicole & Ma, Bernice & Mai, D Tung & Skeels, Christopher & Staub, Kevin, 2026, "Instrumental-Variable Estimation of Fixed-Effects Fractional-Outcome Panel Data Models, with an Application to a Major Disability Support Policy Reform," IZA Discussion Papers, IZA Network @ LISER, number 18969, Oct.
- Bernard Herskovic & Gill Segal, 2026, "Network General Equilibrium as a Threat to Identification: The Failure of Time Fixed Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 35807, Sep.
- Marcelo J. Moreira & Whitney K. Newey & Mahrad Sharifvaghefi, 2026, "An Algebraic Approach to Continuously Updating GMM: Estimation and Inference," Papers, arXiv.org, number 2609.36445, Sep, revised Nov 2026.
- Julien Monardo, 2026, "Scalable Nonparametric Demand Estimation in Differentiated Product Markets," Papers, arXiv.org, number 2610.08467, Oct.
- Michael Pfarrhofer & Anna Stelzer, 2026, "Are there asymmetries in euro area monetary policy transmission?," Papers, arXiv.org, number 2609.37168, Sep.
- Justin Whitehouse & William Betz & Yan Zhang & Peter Coles & Ramesh Johari & Vasilis Syrgkanis, 2026, "Measuring Gift Card Program Incrementality via Causal Data Fusion," Papers, arXiv.org, number 2610.08558, Oct.
- Feras A. Saad & Todd B. Walker, 2026, "Probabilistic Seasonality," Papers, arXiv.org, number 2609.36280, Sep.
- Shunsuke Imai & Koshi Nishida & Yuta Okamoto, 2026, "Evaluating Threshold Policies in Randomized Threshold Designs: A Cautionary Tale for Regression Discontinuity Designs," Papers, arXiv.org, number 2610.02938, Oct.
- Virginie Terraza & Aslı Boru İpek, 2026, "Regime-Dependent Dependence: Cryptocurrencies and Traditional Assets Under Structural Breaks," Post-Print, HAL, number hal-05752791, Sep, DOI: 10.3390/math14183340.