Carolina Caetano, Brantly Callaway, Stroud Payne, Hugo Sant'Anna: Difference-in-differences with "bad controls" https://arxiv.org/abs/2608.03881 https://arxiv.org/pdf/2608.03881 https://arxiv.org/html/2608.03881

Ulrich Hounyo: Identification and Information after Nuisance Projection https://arxiv.org/abs/2608.03847 https://arxiv.org/pdf/2608.03847 https://arxiv.org/html/2608.03847

Haofeng Liao, Xing Wang: Testing for Smooth Structural Change in Cointegrated Systems https://arxiv.org/abs/2608.03773 https://arxiv.org/pdf/2608.03773 https://arxiv.org/html/2608.03773

Savi Virolainen: A fully nonlinear structural vector autoregressive model identified via independent innovation analysis https://arxiv.org/abs/2608.03486 https://arxiv.org/pdf/2608.03486 https://arxiv.org/html/2608.03486

Guilherme Vianna: Bandwidth-Free Inference for Recursive Nonlinear Impulse Response Functions https://arxiv.org/abs/2608.02943 https://arxiv.org/pdf/2608.02943 https://arxiv.org/html/2608.02943

Nathan Canen, Ted Enamorado: When Predictions Become Regressors: A Split-Sample Correction for Biases in Downstream Inference https://arxiv.org/abs/2608.02909 https://arxiv.org/pdf/2608.02909 https://arxiv.org/html/2608.02909

[2026-08-05 Wed (UTC), 6 new articles found for econEM Econometrics]

Jos\'e Luis Montiel Olea, Ryan Strong, Amilcar Velez, Zhuoheng Xu, Haomin Yu: A Simple Approximation to the Distribution of the Ridge Regression Estimator https://arxiv.org/abs/2608.02539 https://arxiv.org/pdf/2608.02539 https://arxiv.org/html/2608.02539

Irene Aldridge, Steve Krawciw: AI Governance for Institutional Readiness in Finance https://arxiv.org/abs/2608.02311 https://arxiv.org/pdf/2608.02311 https://arxiv.org/html/2608.02311

Maximilian Ruecker, Michael Vogt, Oliver Linton: High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case https://arxiv.org/abs/2608.02055 https://arxiv.org/pdf/2608.02055 https://arxiv.org/html/2608.02055

Fabian Slonimczyk, Danila Karapsin: Measuring Product Quality Using Images: The CLIP Q-Score and an Application to Real Estate https://arxiv.org/abs/2608.01544 https://arxiv.org/pdf/2608.01544 https://arxiv.org/html/2608.01544

Juan Estrada, Kim Huynh, David Jacho-Chavez, Leonardo Sanchez-Aragon: Regression with Observational Multilayered Network Data https://arxiv.org/abs/2608.01421 https://arxiv.org/pdf/2608.01421 https://arxiv.org/html/2608.01421

Weihua An, Pablo Estrada, Juan Estrada, David Jacho-Chavez: Estimating Peer Influence in Multilayer Networks https://arxiv.org/abs/2608.01415 https://arxiv.org/pdf/2608.01415 https://arxiv.org/html/2608.01415

TszKin Julian Chan, Juan Estrada, Kim Huynh, David Jacho-Chavez, Chungsang Tom Lam, Leonardo Sanchez-Aragon: Estimating Social Effects with Randomized and Observational Network Data https://arxiv.org/abs/2608.01405 https://arxiv.org/pdf/2608.01405 https://arxiv.org/html/2608.01405

Binzhi Chen, Annalivia Polselli, Paul S. Clarke: Double Machine Learning with High-dimensional Interactive Fixed Effects https://arxiv.org/abs/2608.01137 https://arxiv.org/pdf/2608.01137 https://arxiv.org/html/2608.01137

Daisuke Kurisu, Yuta Okamoto, Taisuke Otsu: Monotone Response for Random Objects https://arxiv.org/abs/2608.00772 https://arxiv.org/pdf/2608.00772 https://arxiv.org/html/2608.00772

Yann Bramoull\'e, Sebastiaan Maes: Measurement Error and Peer Effects in Networks https://arxiv.org/abs/2608.00336 https://arxiv.org/pdf/2608.00336 https://arxiv.org/html/2608.00336

Ignacio Moreira Lara, Jan Pr\"user, Christoph Hanck: A Structural Matrix Autoregression Framework for International Spillovers https://arxiv.org/abs/2608.00262 https://arxiv.org/pdf/2608.00262 https://arxiv.org/html/2608.00262

Margherita Comola, Camila Comunello, Abhimanyu Gupta: A Nonparametric Test for Cross-Unit Spillovers https://arxiv.org/abs/2608.00136 https://arxiv.org/pdf/2608.00136 https://arxiv.org/html/2608.00136

[2026-08-04 Tue (UTC), 12 new articles found for econEM Econometrics]

Anders Bredahl Kock, David Preinerstorfer: Robust Instrumental Variables: Sharp Rates and Inference under Adversarial Contamination https://arxiv.org/abs/2607.29532 https://arxiv.org/pdf/2607.29532 https://arxiv.org/html/2607.29532

Peter Korsbakke Christensen, Anders Midtgaard Norlyk: Microstructural Foundations of Rough Noise https://arxiv.org/abs/2607.29442 https://arxiv.org/pdf/2607.29442 https://arxiv.org/html/2607.29442

Giacomo Opocher: Producing Policy Recommendations: from Statistical Decision Theory to Empirical Practice https://arxiv.org/abs/2607.29281 https://arxiv.org/pdf/2607.29281 https://arxiv.org/html/2607.29281

Niko Hauzenberger, Michael Pfarrhofer: Conditional projection methods for large-scale Bayesian VARs https://arxiv.org/abs/2607.29215 https://arxiv.org/pdf/2607.29215 https://arxiv.org/html/2607.29215

[2026-08-03 Mon (UTC), 4 new articles found for econEM Econometrics]

Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek, Frederik Vilandt: Bootstrap inference in autoregressive duration models https://arxiv.org/abs/2607.28294 https://arxiv.org/pdf/2607.28294 https://arxiv.org/html/2607.28294

Victor Chernozhukov, Ben Deaner, Ying Gao, Jerry Hausman, Whitney K. Newey: Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data https://arxiv.org/abs/2607.28291 https://arxiv.org/pdf/2607.28291 https://arxiv.org/html/2607.28291

Lison Christiaens, Julien Hambuckers, Alain Hecq: Nonfundamentalness or missing information ? Evidence from causal-noncausal VARs in macro-finance https://arxiv.org/abs/2607.28131 https://arxiv.org/pdf/2607.28131 https://arxiv.org/html/2607.28131

Wayne Yuan Gao, Ming Li: Single-Network Finite-Sample Inference in Strategic Network Formation Models https://arxiv.org/abs/2607.27505 https://arxiv.org/pdf/2607.27505 https://arxiv.org/html/2607.27505

Haibo Wang, Lutfu Sua, Jaime Ortiz, Jun Huang, Bahram Alidaee: Energy Market and Carbon Emission Spillovers in Critical Minerals Investment: A Dynamic Connectedness Approach https://arxiv.org/abs/2607.27485 https://arxiv.org/pdf/2607.27485 https://arxiv.org/html/2607.27485