NEP-ECM: Econometrics

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

Recovering Counterfactual Distributions via Wasserstein GANs: Xinran Liu

Nonlinear Dynamic Factor Analysis With a Transformer Network: Oliver Snellman

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

A Robust Similarity Estimator: Ilya Archakov

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

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

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

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

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

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

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

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

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

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

Teaching Economics to the Machines: Ke Tang

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

Systemic Risk Surveillance: Yannick Hoga

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

Structural seasonality: Sergey Ivashchenko

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

Difference-in-Differences with Interval Data: Taisuke Otsu

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

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

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

Seasonal ARIMA models with a random period: Rabehi, Nadia

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

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

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

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