NEP-ECM: Econometrics
@repec-nep-ecm.bsky.social
The latest working papers from RePEc. NEP report ECM (Econometrics)
https://nep.repec.org/
https://nep.repec.org/
Fast and Slow Level Shifts in Intraday Stochastic Volatility: Martins, Igor F. B. Martins; Virbickaitè, Audronè; Nguyen, Hoang; Hedibert, Freitas Lopes
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November 18, 2025 at 1:45 PM
Fast and Slow Level Shifts in Intraday Stochastic Volatility: Martins, Igor F. B. Martins; Virbickaitè, Audronè; Nguyen, Hoang; Hedibert, Freitas Lopes
Multivariate AutoRegressive Smooth Liquidity (MARSLiQ): Hafner, C. M.; Linton, O. B.; Wang, L.
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November 18, 2025 at 12:45 PM
Multivariate AutoRegressive Smooth Liquidity (MARSLiQ): Hafner, C. M.; Linton, O. B.; Wang, L.
Optimally-Transported Generalized Method of Moments: Susanne Schennach; Vincent Starck
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November 18, 2025 at 11:45 AM
Optimally-Transported Generalized Method of Moments: Susanne Schennach; Vincent Starck
Multilevel non-linear interrupted time series analysis: RJ Waken; Fengxian Wang; Sarah A. Eisenstein; Tim McBride; Kim Johnson; Karen Joynt-Maddox
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November 18, 2025 at 10:45 AM
Multilevel non-linear interrupted time series analysis: RJ Waken; Fengxian Wang; Sarah A. Eisenstein; Tim McBride; Kim Johnson; Karen Joynt-Maddox
A sensitivity analysis for the average derivative effect
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November 18, 2025 at 9:45 AM
A sensitivity analysis for the average derivative effect
Boundary Discontinuity Designs: Theory and Practice: Matias D. Cattaneo; Rocio Titiunik; Ruiqi Rae Yu
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November 18, 2025 at 8:45 AM
Boundary Discontinuity Designs: Theory and Practice: Matias D. Cattaneo; Rocio Titiunik; Ruiqi Rae Yu
Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts: Taehyeon Koo; Zijian Guo
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November 18, 2025 at 7:45 AM
Distributionally Robust Synthetic Control: Ensuring Robustness Against Highly Correlated Controls and Weight Shifts: Taehyeon Koo; Zijian Guo
Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects: Ali Mehrabani; Shahnaz Parsaeian
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November 18, 2025 at 6:45 AM
Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects: Ali Mehrabani; Shahnaz Parsaeian
Residual Balancing for Non-Linear Outcome Models in High Dimensions
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November 18, 2025 at 5:45 AM
Residual Balancing for Non-Linear Outcome Models in High Dimensions
Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
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November 18, 2025 at 4:45 AM
Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
The Exact Variance of the Average Treatment Effect Estimator in Cluster RCT: Yue Fang; Geert Ridder
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November 18, 2025 at 3:45 AM
The Exact Variance of the Average Treatment Effect Estimator in Cluster RCT: Yue Fang; Geert Ridder
Cluster-robust inference with a single treated cluster using the t-test: Chun Pong Lau; Xinran Li
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November 18, 2025 at 2:45 AM
Cluster-robust inference with a single treated cluster using the t-test: Chun Pong Lau; Xinran Li
Synthetic Parallel Trends
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November 18, 2025 at 1:45 AM
Synthetic Parallel Trends
Unlocking the Regression Space: Liudas Giraitis; George Kapetanios; Yufei Li; Alexia Ventouri
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November 18, 2025 at 12:45 AM
Unlocking the Regression Space: Liudas Giraitis; George Kapetanios; Yufei Li; Alexia Ventouri
Preference Learning with Response Time: Robust Losses and Guarantees: Ayush Sawarni; Sahasrajit Sarmasarkar; Vasilis Syrgkanis
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November 13, 2025 at 8:45 AM
Preference Learning with Response Time: Robust Losses and Guarantees: Ayush Sawarni; Sahasrajit Sarmasarkar; Vasilis Syrgkanis
Recovering Scheduling Preferences in Dynamic Departure Time Models: André de Palma; Zhenyu Yang; Pietro Giardina; Nikolas Gerolimnis
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November 13, 2025 at 7:45 AM
Recovering Scheduling Preferences in Dynamic Departure Time Models: André de Palma; Zhenyu Yang; Pietro Giardina; Nikolas Gerolimnis
Testing for Grouped Patterns in Panel Data Models: Antonio Raiola; Nazarii Salish
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November 13, 2025 at 6:45 AM
Testing for Grouped Patterns in Panel Data Models: Antonio Raiola; Nazarii Salish
Agentic Economic Modeling: Bohan Zhang; Jiaxuan Li; Ali Horta\c{c}su; Xiaoyang Ye; Victor Chernozhukov; Angelo Ni; Edward Huang
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November 13, 2025 at 5:45 AM
Agentic Economic Modeling: Bohan Zhang; Jiaxuan Li; Ali Horta\c{c}su; Xiaoyang Ye; Victor Chernozhukov; Angelo Ni; Edward Huang
Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective
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November 13, 2025 at 4:45 AM
Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective
Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression
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November 13, 2025 at 3:45 AM
Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression
Truncated inverse-Lévy measure representation of the beta process: Zhang, Junyi; Dassios, Angelos; Zhong, Chong; Yao, Qiufei
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November 13, 2025 at 2:45 AM
Truncated inverse-Lévy measure representation of the beta process: Zhang, Junyi; Dassios, Angelos; Zhong, Chong; Yao, Qiufei
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning: Chiara Amorino; Christian Brownlees; Ankita Ghosh
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November 13, 2025 at 1:45 AM
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning: Chiara Amorino; Christian Brownlees; Ankita Ghosh
Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors: Deborah Gefang; Stephen G Hall; George S. Tavlas
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November 13, 2025 at 12:45 AM
Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors: Deborah Gefang; Stephen G Hall; George S. Tavlas
Control VAR: a counterfactual based approach to inference in macroeconomics
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November 12, 2025 at 11:45 PM
Control VAR: a counterfactual based approach to inference in macroeconomics
Distributionally Robust Dynamic Structural Estimation: Serial Dependence and Sensitivity Analysis
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November 12, 2025 at 10:45 PM
Distributionally Robust Dynamic Structural Estimation: Serial Dependence and Sensitivity Analysis