Report NEP-ECM-2025-03-24

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:

• Yannick Hoga & Christian Schulz, 2025. "Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series," Papers 2502.10065, arXiv.org.
• Julius Schaper, 2025. "Residualised Treatment Intensity and the Estimation of Average Partial Effects," Papers 2502.10301, arXiv.org.
• Jinyuan Chang & Qiao Hu & Zhentao Shi & Jia Zhang, 2025. "Empirical likelihood approach for high-dimensional moment restrictions with dependent data," Papers 2502.18970, arXiv.org, revised Mar 2025.
• Wenqin Du & Bailey K. Fosdick & Wen Zhou, 2025. "Regression Modeling of the Count Relational Data with Exchangeable Dependencies," Papers 2502.11255, arXiv.org.
• Sina Akbari & Negar Kiyavash & AmirEmad Ghassami, 2025. "Semiparametric Triple Difference Estimators," Papers 2502.19788, arXiv.org, revised Mar 2025.
• Ricardo Masini & Marcelo Medeiros, 2025. "Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest," Papers 2502.13438, arXiv.org.
• Riccardo Di Francesco & Giovanni Mellace, 2025. "Causal Inference for Qualitative Outcomes," Papers 2502.11691, arXiv.org.
• Laura Liu & Yulong Wang, 2025. "Binary Outcome Models with Extreme Covariates: Estimation and Prediction," Papers 2502.16041, arXiv.org.
• Annika Camehl & Tomasz Wo'zniak, 2025. "Time-Varying Identification of Structural Vector Autoregressions," Papers 2502.19659, arXiv.org.
• Matias D. Cattaneo & Yihan He & Ruiqi & Yu, 2025. "Robust Inference for the Direct Average Treatment Effect with Treatment Assignment Interference," Papers 2502.13238, arXiv.org.
• Dor Leventer, 2025. "Conditional Triple Difference-in-Differences," Papers 2502.16126, arXiv.org, revised Feb 2025.
• Laura Caron, 2025. "Triple Difference Designs with Heterogeneous Treatment Effects," Papers 2502.19620, arXiv.org.
• Tomohiro Ando & Tadao Hoshino, 2025. "Functional Network Autoregressive Models for Panel Data," Papers 2502.13431, arXiv.org.
• Sihan Tu & Zhaoxing Gao, 2025. "A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting," Papers 2502.15275, arXiv.org.
• Jens Klooster & Bent Nielsen, 2025. "On (in)consistency of M-estimators under contamination," Papers 2502.09145, arXiv.org.
• Enoch H. Kang & Hema Yoganarasimhan & Lalit Jain, 2025. "Gradients can train reward models: An Empirical Risk Minimization Approach for Offline Inverse RL and Dynamic Discrete Choice Model," Papers 2502.14131, arXiv.org, revised Mar 2025.
• Chen Wang & Shichao Han & Shan Huang, 2025. "Enhancing External Validity of Experiments with Ongoing Sampling," Papers 2502.18253, arXiv.org.
• Cheng Yu & Zhoufan Zhu & Ke Zhu, 2025. "Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"," Papers 2502.13461, arXiv.org.
• Lei Bill Wang & Zhenbang Jiao & Fangyi Wang, 2025. "Modifying Final Splits of Classification Tree for Fine-tuning Subpopulation Target in Policy Making," Papers 2502.15072, arXiv.org.
• Zichuan Guo & Mihai Cucuringu & Alexander Y. Shestopaloff, 2025. "Generalized Factor Neural Network Model for High-dimensional Regression," Papers 2502.11310, arXiv.org, revised Mar 2025.
• Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025. "Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets," Papers 2502.15458, arXiv.org.
• Leite, Walter & Zhang, Huibin & collier, zachary & Chawla, Kamal & , l.kong@ufl.edu & Lee, Yongseok & Quan, Jia & Soyoye, Olushola, 2024. "Machine Learning for Propensity Score Estimation: A Systematic Review and Reporting Guidelines," OSF Preprints gmrk7_v1, Center for Open Science.