Report NEP-ECM-2025-03-03

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:

• Matteo Barigozzi & Luca Trapin, 2025. "Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm," Papers 2502.04112, arXiv.org.
• Jean-Yves Pitarakis, 2025. "Serial-Dependence and Persistence Robust Inference in Predictive Regressions," Papers 2502.00475, arXiv.org.
• Chen, Jia & Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," MPRA Paper 123497, University Library of Munich, Germany.
• Masahiro Kato & Fumiaki Kozai & Ryo Inokuchi, 2025. "PUATE: Semiparametric Efficient Average Treatment Effect Estimation from Treated (Positive) and Unlabeled Units," Papers 2501.19345, arXiv.org.
• Higgins, Ayden & Jochmans, Koen, 2025. "Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap," TSE Working Papers 25-1620, Toulouse School of Economics (TSE).
• Eoghan O'Neill, 2025. "Type 2 Tobit Sample Selection Models with Bayesian Additive Regression Trees," Papers 2502.03600, arXiv.org.
• David M. Kaplan & Xin Liu, 2025. "Confidence intervals for intentionally biased estimators," Papers 2502.00450, arXiv.org.
• Abhimanyu Gupta & Xi Qu & Sorawoot Srisuma & Jiajun Zhang, 2025. "Inference on varying coefficients in spatial autoregressions," Papers 2502.03084, arXiv.org.
• Zhipeng Liao & Bin Wang & Wenyu Zhou, 2025. "Testing for the Minimum Mean-Variance Spanning Set," Papers 2501.19213, arXiv.org, revised Mar 2025.
• Ertian Chen, 2025. "Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces," Papers 2501.18746, arXiv.org.
• Blazsek, Szabolcs & Ayala, Astrid, 2025. "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics 45978, Universidad Carlos III de Madrid. Departamento de Economía.
• Konrad Menzel, 2025. "Fixed-Population Causal Inference for Models of Equilibrium," Papers 2501.19394, arXiv.org, revised Mar 2025.
• Cilliers,Jacobus & Nour Elashmawy & David McKenzie, 2024. "Using Post-Double Selection Lasso in Field Experiments," Policy Research Working Paper Series 10931, The World Bank.
• Angelo Mele, 2025. "Estimating Network Models using Neural Networks," Papers 2502.01810, arXiv.org.
• John A. List, 2025. "The Experimentalist Looks Within: Toward an Understanding of Within-Subject Experimental Designs," NBER Working Papers 33456, National Bureau of Economic Research, Inc.
• Timoth'ee Fabre & Ioane Muni Toke, 2025. "High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process," Papers 2502.04027, arXiv.org.
• Peralta,Isabel Molina, 2024. "Frontiers in Small Area Estimation Research: Application to Welfare Indicators," Policy Research Working Paper Series 10828, The World Bank.
• Huber, Johannes & Meyer-Gohde, Alexander, 2025. "Iterative refinement of the QZ decomposition for solving linear DSGE models," IMFS Working Paper Series 217, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Peter H. Egger & Yulong Wang, 2025. "Estimating Export-productivity Cutoff Contours with Profit Data: A Novel Threshold Estimation Approach," Papers 2502.03406, arXiv.org.
• Haruki Kono, 2025. "Untestability of Average Slutsky Symmetry," Papers 2501.18923, arXiv.org.