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

Predicting Stock Market Crash with Bayesian Generalised Pareto Regression

The Statistical Fairness-Accuracy Frontier: Alireza Fallah; Michael I. Jordan; Annie Ulichney

On the role of the design phase in a linear regression

Neural L\'evy SDE for State--Dependent Risk and Density Forecasting: Ziyao Wang; Svetlozar T Rachev

Posterior inference of attitude-behaviour relationships using latent class choice models: Akshay Vij; Stephane Hess

Robust Parameter Estimation for Financial Data Simulation

Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation: Ho Ming Lee; Katrien Antonio; Benjamin Avanzi; Lorenzo Marchi; Rui Zhou

Reasonable uncertainty: Confidence intervals in empirical Bayes discrimination detection: Jiaying Gu; Nikolaos Ignatiadis; Azeem M. Shaikh

Corrigendum to Maximum likelihood estimation of the multivariate normal mixture model: Boldea, Otilia; Magnus, Jan R.

Statistical and Methodological Advances in Spatial Economics: A Comprehensive Review of Models, Empirical Strategies, and Policy Evaluation

Statistical and Methodological Advances in Spatial Economics: A Comprehensive Review of Models, Empirical Strategies, and Policy Evaluation

Data driven modeling of multiple interest rates with generalized Vasicek-type models: Pauliina Ilmonen; Milla Laurikkala; Kostiantyn Ralchenko; Tommi Sottinen; Lauri Viitasaari

A note on simulation methods for the Dirichlet-Laplace prior: Luis Gruber; Gregor Kastner; Anirban Bhattacharya; Debdeep Pati; Natesh Pillai; David Dunson

A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python

An Improved Inference for IV Regressions: Liyu Dou; Pengjin Min; Wenjie Wang; Yichong Zhang

Finite-Sample Non-Parametric Bounds with an Application to the Causal Effect of Workforce Gender Diversity on Firm Performance: Grace Lordan; Kaveh Salehzadeh Nobari

The purpose of an estimator is what it does: Misspecification, estimands, and over-identification: Isaiah Andrew; Jiafeng Chen; Otavio Tecchio

Handling Sparse Non-negative Data in Finance: Agostino Capponi; Zhaonan Qu

Bias Correction in Factor-Augmented Regression Models with Weak Factors: Peiyun Jiang; Yoshimasa Uematsu; Takashi Yamagata

A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors: Todd Clark; Florian Huber; Gary Koop

Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study: Harrison Katz; Robert E. Weiss

The exact distribution of the conditional likelihood-ratio test in instrumental variables regression

Anytime-Valid Inference in Adaptive Experiments: Covariate Adjustment and Balanced Power: Daniel Molitor; Samantha Gold

Inference on Partially Identified Parameters with Separable Nuisance Parameters: a Two-Stage Method

Doubly robust estimation of causal effects for random object outcomes with continuous treatments: Satarupa Bhattacharjee; Bing Li; Xiao Wu; Lingzhou Xue

Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition: Alain Guay; Dalibor Stevanovic

Partial Identification of Causal Effects for Endogenous Continuous Treatments: Abhinandan Dalal; Eric J. Tchetgen Tchetgen

Uniform Quasi ML based inference for the panel AR(1) model

Bayesian Double Machine Learning for Causal Inference: Francis J. DiTraglia; Laura Liu

Estimation in linear models with clustered data: Anna Mikusheva; Mikkel S{\o}lvsten; Baiyun Jing

Efficient Difference-in-Differences and Event Study Estimators: Xiaohong Chen; Pedro H. C. Sant'Anna; Haitian Xie

Refining the Notion of No Anticipation in Difference-in-Differences Studies: Marco Piccininni; Eric J. Tchetgen Tchetgen; Mats J. Stensrud

Opening the black box of local projections: Klieber, Karin; Coulombe, Philippe Goulet

Multiple Testing for Distributional Differences with Non-iid Data: Xin Liu; David M. Kaplan

Treatment effects at the margin: Everyone is marginal

NA-DiD: Extending Difference-in-Differences with Capabilities