Report NEP-ECM-2025-02-24

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:

• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025. "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive 25-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Hiroaki Kaido & Yi Zhang, 2025. "Universal Inference for Incomplete Discrete Choice Models," Papers 2501.17973, arXiv.org.
• Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2025. "Panel Data Estimation and Inference: Homogeneity versus Heterogeneity," Papers 2502.03019, arXiv.org.
• Man Fung Leung & Kin Wai Chan & Xiaofeng Shao, 2025. "Online Generalized Method of Moments for Time Series," Papers 2502.00751, arXiv.org.
• Chun Pong Lau, 2025. "Combining Clusters for the Approximate Randomization Test," Papers 2502.03865, arXiv.org.
• Toshiki Tsuda & Yanchun Jin & Ryo Okui, 2025. "Uniform Confidence Band for Marginal Treatment Effect Function," Papers 2501.17455, arXiv.org.
• Martin Bruns & Helmut Lütkepohl, 2025. "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin 2108, DIW Berlin, German Institute for Economic Research.
• Sadegh Shirani & Yuwei Luo & William Overman & Ruoxuan Xiong & Mohsen Bayati, 2025. "Can We Validate Counterfactual Estimations in the Presence of General Network Interference?," Papers 2502.01106, arXiv.org.
• Wu, Guojun & Song, Ge & Lv, Xiaoxiang & Luo, Shikai & Shi, Chengchun & Zhu, Hongtu, 2023. "DNet: distributional network for distributional individualized treatment effects," LSE Research Online Documents on Economics 122895, London School of Economics and Political Science, LSE Library.
• Sho Miyaji, 2025. "Triple Instrumented Difference-in-Differences," Papers 2501.14405, arXiv.org.
• Cantone, Giulio Giacomo & Tomaselli, Venera, 2023. "Multiversal Methods and Applications," MetaArXiv ukvw7_v1, Center for Open Science.
• Zhouyu Shen & Dacheng Xiu, 2025. "Can Machines Learn Weak Signals?," NBER Working Papers 33421, National Bureau of Economic Research, Inc.
• Oliver De Jonghe & Daniel Lewis, 2025. "Identifying heterogeneous supply and demand shocks in European credit markets," CeMMAP working papers 08/25, Institute for Fiscal Studies.
• Matteo Mogliani & Florens Odendahl, 2025. "Density forecast transformations," Working Papers 2511, Banco de España.