Report NEP-ECM-2025-02-10

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:

• Paul L. E. Grieco & Charles Murry & Joris Pinkse & Stephan Sagl, 2025. "Optimal Estimation of Discrete Choice Demand Models with Consumer and Product Data," NBER Working Papers 33397, National Bureau of Economic Research, Inc.
• Bernard M. S. van Praag & J. Peter Hop & William H. Greene, 2025. "Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach," Papers 2501.10726, arXiv.org.
• Emily Breza & Arun G. Chandrasekhar & Davide Viviano, 2025. "Generalizability with ignorance in mind: learning what we do (not) know for archetypes discovery," Papers 2501.13355, arXiv.org.
• Matias D. Cattaneo & Gregory Fletcher Cox & Michael Jansson & Kenichi Nagasawa, 2025. "Continuity of the Distribution Function of the argmax of a Gaussian Process," Papers 2501.13265, arXiv.org.
• Clément de Chaisemartin & Xavier D’Haultfoeuille, 2025. "Under the null of valid specification, pre-tests cannot make post-test inference liberal," Working Papers 2025-03, Center for Research in Economics and Statistics.
• Christian Bayer & Luis Calderon & Moritz Kuhn, 2025. "Distributional Dynamics," CRC TR 224 Discussion Paper Series crctr224_2025_625, University of Bonn and University of Mannheim, Germany.
• Nikolaishvili, Giorgi, 2025. "Measuring Dynamic Transmission Using Pass-Through Impulse Response Functions," Working Papers 121, Wake Forest University, Economics Department.
• Byunghoon Kang & Seojeong Lee & Juha Song, 2025. "Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification," Papers 2501.09540, arXiv.org.
• Rainey, Carlisle, 2025. "Power Rules: Practical Statistical Power Calculations," OSF Preprints 5am9q, Center for Open Science.
• Patrick Osatohanmwen, 2025. "A new two-component hybrid model for highly right-skewed data: estimation algorithm and application to finance and rainfall data," BEMPS - Bozen Economics & Management Paper Series BEMPS108, Faculty of Economics and Management at the Free University of Bozen.
• Mathias Silva & Michel Lubrano, 2024. "Bayesian inference for income inequality using a Pareto II tail with an uncertain threshold: Combining EU-SILC and WID data," AMSE Working Papers 2429, Aix-Marseille School of Economics, France.
• Avner Seror, 2025. "A Non-Parametric Approach to Heterogeneity Analysis," Papers 2501.13721, arXiv.org, revised Feb 2025.
• Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu, 2025. "Behavioral Impulse Responses," Swiss Finance Institute Research Paper Series 25-04, Swiss Finance Institute.
• Philippe Goulet Coulombe & Karin Klieber, 2025. "An Adaptive Moving Average for Macroeconomic Monitoring," Papers 2501.13222, arXiv.org.
• Yoosoon Chang & Soyoung Kim & Joon Y. Park, 2025. "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAMA Working Papers 2025-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.