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Econometrics

Authors and titles for recent submissions

[ total of 17 entries: 1-17 ]
[ showing up to 25 entries per page: fewer | more ]

Fri, 1 Mar 2024

[1]  arXiv:2402.19425 [pdf, other]
Title: Testing Information Ordering for Strategic Agents
Subjects: Econometrics (econ.EM)
[2]  arXiv:2402.19399 (cross-list from q-fin.TR) [pdf, ps, other]
Title: An Empirical Analysis of Scam Token on Ethereum Blockchain: Counterfeit tokens on Uniswap
Subjects: Trading and Market Microstructure (q-fin.TR); Econometrics (econ.EM)
[3]  arXiv:2402.19268 (cross-list from math.ST) [pdf, ps, other]
Title: Extremal quantiles of intermediate orders under two-way clustering
Subjects: Statistics Theory (math.ST); Econometrics (econ.EM)

Thu, 29 Feb 2024

[4]  arXiv:2402.18392 (cross-list from cs.LG) [pdf, other]
Title: Unveiling the Potential of Robustness in Evaluating Causal Inference Models
Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Econometrics (econ.EM); Machine Learning (stat.ML)

Wed, 28 Feb 2024

[5]  arXiv:2402.17374 [pdf, other]
Title: Quasi-Bayesian Estimation and Inference with Control Functions
Subjects: Econometrics (econ.EM); Methodology (stat.ME)
[6]  arXiv:2402.17103 [pdf, other]
Title: Causal Orthogonalization: Multicollinearity, Economic Interpretability, and the Gram-Schmidt Process
Subjects: Econometrics (econ.EM)
[7]  arXiv:2402.17042 (cross-list from stat.ME) [pdf, ps, other]
Title: Towards Generalizing Inferences from Trials to Target Populations
Subjects: Methodology (stat.ME); Artificial Intelligence (cs.AI); Machine Learning (cs.LG); Econometrics (econ.EM)

Tue, 27 Feb 2024

[8]  arXiv:2402.16693 [pdf, ps, other]
Title: Fast Algorithms for Quantile Regression with Selection
Subjects: Econometrics (econ.EM)
[9]  arXiv:2402.16322 [pdf, ps, other]
Title: Estimating Stochastic Block Models in the Presence of Covariates
Subjects: Econometrics (econ.EM)
[10]  arXiv:2402.15585 [pdf, other]
Title: Inference for Regression with Variables Generated from Unstructured Data
Subjects: Econometrics (econ.EM); Machine Learning (stat.ML)
[11]  arXiv:2402.16580 (cross-list from stat.ME) [pdf, other]
Title: Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso
Comments: 63 pages, 9 figures
Subjects: Methodology (stat.ME); Econometrics (econ.EM)

Fri, 23 Feb 2024

[12]  arXiv:2402.14763 [pdf, other]
Title: Functional Spatial Autoregressive Models
Authors: Tadao Hoshino
Subjects: Econometrics (econ.EM)
[13]  arXiv:2402.14506 [pdf, other]
Title: Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation
Subjects: Econometrics (econ.EM)
[14]  arXiv:2402.14206 [pdf, ps, other]
Title: The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method
Subjects: Econometrics (econ.EM); Pricing of Securities (q-fin.PR)
[15]  arXiv:2402.14764 (cross-list from math.ST) [pdf, other]
Title: A Combinatorial Central Limit Theorem for Stratified Randomization
Comments: 26 pages
Subjects: Statistics Theory (math.ST); Econometrics (econ.EM)
[16]  arXiv:2402.14538 (cross-list from stat.AP) [pdf, other]
Title: Interference Produces False-Positive Pricing Experiments
Subjects: Applications (stat.AP); Econometrics (econ.EM)
[17]  arXiv:2402.14264 (cross-list from stat.ML) [pdf, ps, other]
Title: Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
Comments: 30 pages
Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Econometrics (econ.EM); Statistics Theory (math.ST); Methodology (stat.ME)
[ total of 17 entries: 1-17 ]
[ showing up to 25 entries per page: fewer | more ]

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