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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Reevaluating Causal Estimation Methods with Data from a Product Release: Eleanor Wiske Dillon

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Recovering Counterfactual Distributions via Wasserstein GANs: Xinran Liu

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Nonlinear Dynamic Factor Analysis With a Transformer Network: Oliver Snellman

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test: Frank Windmeijer

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression: Jean-Marc Robin

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Nested Pseudo-GMM Estimation of Demand for Differentiated Products: Yao Luo

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance: Pedro Picchetti

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Three's a crowd: Identification challenges in the triple difference model with spillover effects: Mario Mazzocchi

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 18/02/2026

Distributional Instruments: Identification and Estimation with Quantile Least Squares: Guy Tchuente

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 17/02/2026

The Proximal Surrogate Index: Long-Term Treatment Effects under Unobserved Confounding: Yu-Chang Chen

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 17/02/2026

Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models: Akihiko Noda

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 08/02/2026

A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters: Riccardo Lucchetti

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 08/02/2026

Spectral Dynamics and Regularization for High-Dimensional Copulas: Andre Lucas

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 08/02/2026

Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter: Esther Ruiz

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Sector-Specific Supply and Demand Shocks: Joint Identification: Sergey Ivashchenko

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Stochastic Deep Learning: A Probabilistic Framework for Modeling Uncertainty in Structured Temporal Data: James Rice

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Nonlinear Regression Modeling via Machine Learning Techniques with Applications in Business and Economics: Sunil K Sapra

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data: Jan Rosenzweig

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Estimating Duration Dependence in Job Search: the Within-Estimation Duration Bias: Jeremy Zuchuat

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Riesz Representer Fitting under Bregman Divergence: A Unified Framework for Debiased Machine Learning: Masahiro Kato

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

On the falsification of instrumental variable models for heterogeneous treatment effects: Ricardo E. Miranda

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

When and Why State-Dependent Local Projections Work: Valentin Winkler

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Two-Way Clustering with Non-Exchangeable Data: Jochmans, Koen

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Bayesian Computation for High-dimensional Gaussian Graphical Models with Spike-and-Slab Priors: David Rossell

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Detecting and Mitigating Treatment Leakage in Text-Based Causal Inference: Distillation and Sensitivity Analysis: Connor T. Jerzak

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data: Ekaterina Seregina

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Likelihood-Based Ergodicity Transformations in Time Series Analysis: Anthony Britto

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Uncovering Sparse Financial Networks with Information Criteria: Wenying Yao

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation: Craig S Wright

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention: Harrison Katz

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Making Event Study Plots Honest: A Functional Data Approach to Causal Inference: Dominik Liebl

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 07/02/2026

Long-Term Causal Inference with Many Noisy Proxies: Peter Hull

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Beyond Validity: SVAR Identification Through the Proxy Zoo: Luca Neri

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Estimating Treatment Effects in Panel Data Without Parallel Trends: Shoya Ishimaru

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

A Smoothed GMM for Dynamic Quantile Preferences Estimation: Antonio F. Galvao

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment: Mark Podolskij

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models: Serena Ng

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Partial Identification under Stratified Randomization: Vitor Possebom

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Bias-Reduced Estimation of Finite Mixtures: An Application to Latent Group Structures in Panel Data: Rapha\"el Langevin

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Estimation and Inference based on Summary Statistics for State Space Models: Jiti Gao

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 06/02/2026

Time-Varying Generalized Network Autoregressions: Deshui Yu

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NEP-ECM: Econometrics @repec-nep-ecm.bsky.social · 03/02/2026

The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process: Erick Trevi\~no Aguilar

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