NEP-ECM: Econometrics

Exact Mixed-Frequency Data Sampling (eMIDAS)

Unpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices: Li, Mengheng; Mendieta-Munoz, Ivan

Quantile Peer Effect Models

Identification in Models for Matched Worker-Firm Data with Two-Sided Random Effects

Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey: Heng Chen; John Tsang

Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks: Ulrich Doraszelski; Lixiong Li

Practical Testing for Normal Mixtures

IVX Tests for Return Predictability and the Initial Condition: Astill, Sam; Magdalinos, Tassos; Taylor, AM Robert

Density-valued ARMA models by spline mixtures: Yasumasa Matsuda; Rei Iwafuchi

Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances

Identification of Impulse Response Functions for Nonlinear Dynamic Models: Christian Gourieroux; Quinlan Lee

Plausible GMM: a quasi-bayesian approach: Victor Chernozhukov; Christian Hansen; Lingwei Kong; Weining Wang

Proportional Treatment Effects in Staggered Settings: An Approach for Poisson Pseudo-Maximum Likelihood

The Experimental Selection Correction Estimator: Using Experiments to Remove Biases in Observational Estimates: Susan Athey; Raj Chetty; Guido Imbens

Testing for the Mixture Hypothesis of Poisson Regression Models

Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity: Doko Tchatoka, Firmin; Wang, Wenjie

Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models: David Kohns; Tibor Szendrei

Rethinking Distributional IVs: KAN-Powered D-IV-LATE & Model Choice

Dissecting Monetary Policy Shocks in Sign†Restricted SVAR Models: Hyeon-seung Huh; David Kim

On Selection of Cross-Section Averages in Non-stationary Environments: Jan Ditzen; Ovidijus Stauskas

Let the Tree Decide: FABART A Non-Parametric Factor Model

Causal Mediation Analysis with Multiple Mediators: A Simulation Approach: Jesse Zhou; Geoffrey T. Wodtke

An empirical assessment of the influence of informative rotation prior in the sign-identified SVAR model: Hyeon-seung Huh; David Kim

Inference on the value of a linear program: Leonard Goff; Eric Mbakop

A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data: Zhentao Shi; Jin Xi; Haitian Xie

Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs

Team Networks with Partially Observed Links

Structural Characterizations of Marginal Policy Effects: Zhixin Wang; Yu Zhang; Zhengyu Zhang

Identification and Inference of Partial Effects in Sharp Regression Kink Designs: Zhixin Wang; Zhengyu Zhang

Fragility in Average Treatment Effect on the Treated under Limited Covariate Support