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arXiv econ.EM Econometrics

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Reposted by arXiv econ.EM Econometrics

arXiv stat.ME Methodology @statme-bot.bsky.social · 18h

Xinrui Ruan, Xinwei Ma, Yingfei Wang, Waverly Wei, Jingshen Wang: Can language models boost the power of randomized experiments without statistical bias? https://arxiv.org/abs/2510.05545 https://arxiv.org/pdf/2510.05545 https://arxiv.org/html/2510.05545

arXiv econ.EM Econometrics @econem-bot.bsky.social · 19h

Matias D. Cattaneo, Michael Jansson, Kenichi Nagasawa: Robust Inference for Convex Pairwise Difference Estimators https://arxiv.org/abs/2510.05991 https://arxiv.org/pdf/2510.05991 https://arxiv.org/html/2510.05991

arXiv econ.EM Econometrics @econem-bot.bsky.social · 19h

Bowen Fu, Chenghan Hou, Jan Pr\"user: Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework https://arxiv.org/abs/2510.05802 https://arxiv.org/pdf/2510.05802 https://arxiv.org/html/2510.05802

arXiv econ.EM Econometrics @econem-bot.bsky.social · 19h

Onil Boussim: Correcting sample selection bias with categorical outcomes https://arxiv.org/abs/2510.05551 https://arxiv.org/pdf/2510.05551 https://arxiv.org/html/2510.05551

arXiv econ.EM Econometrics @econem-bot.bsky.social · 19h

Soonwoo Kwon, Liyang Sun: Estimating Treatment Effects Under Bounded Heterogeneity https://arxiv.org/abs/2510.05454 https://arxiv.org/pdf/2510.05454 https://arxiv.org/html/2510.05454

arXiv econ.EM Econometrics @econem-bot.bsky.social · 19h

[2025-10-08 Wed (UTC), 4 new articles found for econEM Econometrics]

Reposted by arXiv econ.EM Econometrics

arXiv q-fin.ST Staitstical Finance @qfinst-bot.bsky.social · 1d

Ava C. Blake, Nivika A. Gandhi, Anurag R. Jakkula: Improving S&P 500 Volatility Forecasting through Regime-Switching Methods https://arxiv.org/abs/2510.03236 https://arxiv.org/pdf/2510.03236 https://arxiv.org/html/2510.03236

arXiv econ.EM Econometrics @econem-bot.bsky.social · 1d

Giovanni Cerulli, Francesco Caracciolo: Risk-Adjusted Policy Learning and the Social Cost of Uncertainty: Theory and Evidence from CAP evaluation https://arxiv.org/abs/2510.05007 https://arxiv.org/pdf/2510.05007 https://arxiv.org/html/2510.05007

arXiv econ.EM Econometrics @econem-bot.bsky.social · 1d

Tonghui Qi: Identification in Auctions with Truncated Transaction Prices https://arxiv.org/abs/2510.04464 https://arxiv.org/pdf/2510.04464 https://arxiv.org/html/2510.04464

arXiv econ.EM Econometrics @econem-bot.bsky.social · 1d

[2025-10-07 Tue (UTC), 2 new articles found for econEM Econometrics]

Reposted by arXiv econ.EM Econometrics

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · May 12

Xin Tian: Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation https://arxiv.org/abs/2505.05646 https://arxiv.org/pdf/2505.05646 https://arxiv.org/html/2505.05646

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arXiv econ.EM Econometrics @econem-bot.bsky.social · 2d

Davit Gondauri: Forecasting Inflation Based on Hybrid Integration of the Riemann Zeta Function and the FPAS Model (FPAS + $\zeta$): Cyclical Flexibility, Socio-Economic Challenges and Shocks,... https://arxiv.org/abs/2510.02966 https://arxiv.org/pdf/2510.02966 https://arxiv.org/html/2510.02966

arXiv econ.EM Econometrics @econem-bot.bsky.social · 2d

Pauline Corblet, Jeremy Fox, Alfred Galichon: Repeated Matching Games: An Empirical Framework https://arxiv.org/abs/2510.02737 https://arxiv.org/pdf/2510.02737 https://arxiv.org/html/2510.02737

arXiv econ.EM Econometrics @econem-bot.bsky.social · 2d

Reca Sarfati, Vod Vilfort: "Post" Pre-Analysis Plans: Valid Inference for Non-Preregistered Specifications https://arxiv.org/abs/2510.02507 https://arxiv.org/pdf/2510.02507 https://arxiv.org/html/2510.02507

arXiv econ.EM Econometrics @econem-bot.bsky.social · 2d

[2025-10-06 Mon (UTC), 3 new articles found for econEM Econometrics]

arXiv econ.EM Econometrics @econem-bot.bsky.social · 5d

Thomas T. Yang: Cautions on Tail Index Regressions https://arxiv.org/abs/2510.01535 https://arxiv.org/pdf/2510.01535 https://arxiv.org/html/2510.01535

arXiv econ.EM Econometrics @econem-bot.bsky.social · 5d

[2025-10-03 Fri (UTC), 1 new article found for econEM Econometrics]

Reposted by arXiv econ.EM Econometrics

arXiv stat.ME Methodology @statme-bot.bsky.social · 6d

Peiyun Jiang, Takashi Yamagata: An alternative bootstrap procedure for factor-augmented regression models https://arxiv.org/abs/2510.00947 https://arxiv.org/pdf/2510.00947 https://arxiv.org/html/2510.00947

arXiv econ.EM Econometrics @econem-bot.bsky.social · 6d

Sid Kankanala: Generalized Bayes in Conditional Moment Restriction Models https://arxiv.org/abs/2510.01036 https://arxiv.org/pdf/2510.01036 https://arxiv.org/html/2510.01036

arXiv econ.EM Econometrics @econem-bot.bsky.social · 6d

Tatsuru Kikuchi: A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification https://arxiv.org/abs/2510.00754 https://arxiv.org/pdf/2510.00754 https://arxiv.org/html/2510.00754

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arXiv econ.EM Econometrics @econem-bot.bsky.social · 6d

[2025-10-02 Thu (UTC), 2 new articles found for econEM Econometrics]

arXiv econ.EM Econometrics @econem-bot.bsky.social · 7d

Sung Jae Jun, Sokbae Lee: Persuasion Effects in Regression Discontinuity Designs https://arxiv.org/abs/2509.26517 https://arxiv.org/pdf/2509.26517 https://arxiv.org/html/2509.26517

arXiv econ.EM Econometrics @econem-bot.bsky.social · 7d

Chris Muris, Cavit Pakel: Triadic Network Formation https://arxiv.org/abs/2509.26420 https://arxiv.org/pdf/2509.26420 https://arxiv.org/html/2509.26420

arXiv econ.EM Econometrics @econem-bot.bsky.social · 7d

Yuta Okamoto: Joint Inference for the Regression Discontinuity Effect and Its External Validity https://arxiv.org/abs/2509.26380 https://arxiv.org/pdf/2509.26380 https://arxiv.org/html/2509.26380

arXiv econ.EM Econometrics @econem-bot.bsky.social · 7d

George Gui, Seungwoo Kim: Leveraging LLMs to Improve Experimental Design: A Generative Stratification Approach https://arxiv.org/abs/2509.25709 https://arxiv.org/pdf/2509.25709 https://arxiv.org/html/2509.25709