NEP-ECM: Econometrics

Polynomial Log-Marginals and Tweedie's Formula : When Is Bayes Possible?: Jyotishka Datta; Nicholas G. Polson

Beyond GARCH: Bayesian Neural Stochastic Volatility: Guo, Hongfei; Marín Díazaraque, Juan Miguel; Veiga, Helena

Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering: Luan, Qinmeng; Hamp, James

Empirical estimator of diversification quotient: Xia Han; Liyuan Lin; Mengshi Zhao

Modèles de volatilité stochastique à haute dimension: applications à l’incertitude macroéconomique au Québec et au Canada: MD Nazmul Ahsan; Jean-Marie Dufour; Gabriel Rodriguez

P-CRE-DML: A Novel Approach for Causal Inference in Non-Linear Panel Data

On the Identification of Diagnostic Expectations: Econometric Insights from DSGE Models

Bayesian Estimation of DSGE Models: An Update: Pablo A. Guerron-Quintana; James M. Nason

Policy-relevant causal effect estimation using instrumental variables with interference: Didier Nibbering; Matthijs Oosterveen

A Simplified Klein–Spady Estimator for Binary Choice Models: Hjertstrand, Per; Proctor, Andrew; Westerlund, Joakim

Testing parametric additive time-varying GARCH models: Niklas Ahlgren; Alexander Back; Timo Ter\"asvirta

Finite-sample non-parametric bounds with an application to the causal effect of workforce gender diversity on firm performance: Lordan, Grace; Salehzadeh Nobari, Kaveh

Causal Inference for Aggregated Treatment: Carolina Caetano; Gregorio Caetano; Brantly Callaway; Derek Dyal

Treatment Effects of Multi-Valued Treatments in Hyper-Rectangle Model

Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change: Kyungsik Nam; Won-Ki Seo

Bayesian Inference for Confounding Variables and Limited Information: Ellis Scharfenaker; Duncan K. Foley

Estimating Peer Effects Using Partial Network Data: Vincent Boucher; Aristide Houndetoungan

Extrapolation in Regression Discontinuity Design Using Comonotonicity: Ben Deaner; Soonwoo Kwon

Single-Index Quantile Factor Model with Observed Characteristics: Ruofan Xu; Qingliang Fan

Orthogonality conditions for convex regression: Sheng Dai; Timo Kuosmanen; Xun Zhou

A Bayesian Gaussian Process Dynamic Factor Model: Tony Chernis; Niko Hauzenberger; Haroon Mumtaz; Michael Pfarrhofer

Analytic inference with two-way clustering: Laurent Davezies; Xavier D'Haultf{\oe}uille; Yannick Guyonvarch

Out-of-Sample Inference with Annual Benchmark Revisions: Silvia Goncalves; Michael W. McCracken; Yongxu Yao

Optimal Estimation for General Gaussian Processes: Tetsuya Takabatake; Jun Yu; Chen Zhang

Robust Inference with High-Dimensional Instruments: Qu Feng; Sombut Jaidee; Wenjie Wang

Dynamic Local Average Treatment Effects in Time Series: Alessandro Casini; Adam McCloskey; Luca Rolla; Raimondo Pala

An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models

Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls

Design-Based and Network Sampling-Based Uncertainties in Network Experiments: Kensuke Sakamoto; Yuya Shimizu

Efficient two-sample instrumental variable estimators with change points and near-weak identification: Antoine, Bertille; Boldea, Otilia; Zaccaria, Niccolo