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/
Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 9:45 AM
Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
Beyond the single binary choice format for eliciting willingness to accept: Evidence from a field study on onshore wind farms: Fanghella, Valeria; Fezzi, Carlo; Schleich, Joachim; Sebi, Carine
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 8:45 AM
Beyond the single binary choice format for eliciting willingness to accept: Evidence from a field study on onshore wind farms: Fanghella, Valeria; Fezzi, Carlo; Schleich, Joachim; Sebi, Carine
The Quantum Network of Assets: A Non-Classical Framework for Market Correlation and Structural Risk: Hui Gong; Akash Sedai; Francesca Medda
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 7:52 AM
The Quantum Network of Assets: A Non-Classical Framework for Market Correlation and Structural Risk: Hui Gong; Akash Sedai; Francesca Medda
Misaligned by Design: Incentive Failures in Machine Learning: David Autor; Andrew Caplin; Daniel J. Martin; Philip Marx
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 6:45 AM
Misaligned by Design: Incentive Failures in Machine Learning: David Autor; Andrew Caplin; Daniel J. Martin; Philip Marx
Efficiency Bound for Social Interaction Models with Network Structures
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 5:48 AM
Efficiency Bound for Social Interaction Models with Network Structures
Understanding IV Versus OLS Estimates of Treatment Effects and the Coefficient Difference Check
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 4:49 AM
Understanding IV Versus OLS Estimates of Treatment Effects and the Coefficient Difference Check
Long memory in the marginalized time series of a VAR revisited: del Barrio Castro, Tomas; Sanso Rossello, Andreu; Sibbertsen, Philipp
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 3:45 AM
Long memory in the marginalized time series of a VAR revisited: del Barrio Castro, Tomas; Sanso Rossello, Andreu; Sibbertsen, Philipp
On Evolution-Based Models for Experimentation Under Interference: Sadegh Shirani; Mohsen Bayati
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 2:47 AM
On Evolution-Based Models for Experimentation Under Interference: Sadegh Shirani; Mohsen Bayati
Empirical Likelihood for Random Forests and Ensembles: Harold D. Chiang; Yukitoshi Matsushita; Taisuke Otsu
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 1:46 AM
Empirical Likelihood for Random Forests and Ensembles: Harold D. Chiang; Yukitoshi Matsushita; Taisuke Otsu
Moderate Time-Varying Parameter VARs: Celani, Alessandro; Pedini, Luca
NEP/RePEc link
to paper
d.repec.org
December 17, 2025 at 12:45 AM
Moderate Time-Varying Parameter VARs: Celani, Alessandro; Pedini, Luca
Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials: Andriy Norets; Marco Stenborg Petterson
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 11:48 PM
Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials: Andriy Norets; Marco Stenborg Petterson
Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 10:56 PM
Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods
U.S. Economy and Global Stock Markets: Insights from a Distributional Approach: Ping Wu; Dan Zhu
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 10:45 AM
U.S. Economy and Global Stock Markets: Insights from a Distributional Approach: Ping Wu; Dan Zhu
Estimating the Missing Intercept: Christian Matthes; Naoya Nagasaka
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 9:45 AM
Estimating the Missing Intercept: Christian Matthes; Naoya Nagasaka
Random sets from the perspective of metric statistics: Daisuke Kurisu; Yuta Okamoto; Taisuke Otsu
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 8:45 AM
Random sets from the perspective of metric statistics: Daisuke Kurisu; Yuta Okamoto; Taisuke Otsu
Decomposing Inequalities using Machine Learning and Overcoming Common Support Issues: Emmanuel Flachaire; Bertille Picard
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 7:45 AM
Decomposing Inequalities using Machine Learning and Overcoming Common Support Issues: Emmanuel Flachaire; Bertille Picard
Volume-driven time-of-day effects in intraday volatility models: Ferreira Batista Martins, Igor; Virbickaitè, Audronè; Nguyen, Hoang; Freitas Lopes, Hedibert
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 6:45 AM
Volume-driven time-of-day effects in intraday volatility models: Ferreira Batista Martins, Igor; Virbickaitè, Audronè; Nguyen, Hoang; Freitas Lopes, Hedibert
Multiscale Comparison of Nonparametric Trending Coefficients: Marina Khismatullina; Bernhard van der Sluis
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 5:45 AM
Multiscale Comparison of Nonparametric Trending Coefficients: Marina Khismatullina; Bernhard van der Sluis
Identifying the Shocks also Identifies the Constants: Implications for VAR analysis
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 4:45 AM
Identifying the Shocks also Identifies the Constants: Implications for VAR analysis
A Gentle Introduction to Conformal Time Series Forecasting: M. Stocker; W. Ma{\l}gorzewicz; M. Fontana; S. Ben Taieb
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 3:45 AM
A Gentle Introduction to Conformal Time Series Forecasting: M. Stocker; W. Ma{\l}gorzewicz; M. Fontana; S. Ben Taieb
Branching Fixed Effects: A Proposal for Communicating Uncertainty
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 2:45 AM
Branching Fixed Effects: A Proposal for Communicating Uncertainty
Learning bounds for doubly-robust covariate shift adaptation: Jeonghwan Lee; Cong Ma
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 1:45 AM
Learning bounds for doubly-robust covariate shift adaptation: Jeonghwan Lee; Cong Ma
Synthetic Survival Control: Extending Synthetic Controls for "When-If" Decision: Jessy Xinyi Han; Devavrat Shah
NEP/RePEc link
to paper
d.repec.org
December 16, 2025 at 12:44 AM
Synthetic Survival Control: Extending Synthetic Controls for "When-If" Decision: Jessy Xinyi Han; Devavrat Shah
Identification-aware Markov chain Monte Carlo: Toru Kitagawa; Yizhou Kuang
NEP/RePEc link
to paper
d.repec.org
December 15, 2025 at 11:45 PM
Identification-aware Markov chain Monte Carlo: Toru Kitagawa; Yizhou Kuang
Nonparametric Uniform Inference in Binary Classification and Policy Values: Nan Liu; Yanbo Liu; Yuya Sasaki; Yuanyuan Wan
NEP/RePEc link
to paper
d.repec.org
December 15, 2025 at 10:51 PM
Nonparametric Uniform Inference in Binary Classification and Policy Values: Nan Liu; Yanbo Liu; Yuya Sasaki; Yuanyuan Wan