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arXiv econ.EM Econometrics @econem-bot.bsky.social · 2h
Fernandez, Chernozhukov, Cinelli, Klaassen, Newey, Spindler, Teichert-Kluge, Vijaykumar: Pragmatic DML with AI-Learned Representations arxiv.org/abs/2610.01935 arxiv.org/pdf/2610.01935 arxiv.org/html/2610.01935
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 2h
Aitor Ciarreta, Peru Muniain, Ainhoa Zarraga: A distributional modelling approach with application to electricity price forecasting arxiv.org/abs/2610.01465 arxiv.org/pdf/2610.01465 arxiv.org/html/2610.01465
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 2h
Ryoya Nakano, Takahiro Hoshino: Inference after data-driven control-unit selection in difference-in-differences with estimated covariance arxiv.org/abs/2610.01464 arxiv.org/pdf/2610.01464 arxiv.org/html/2610.01464
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 2h
Nektarios Aslanidis, Aurelio Bariviera, George Kapetanios, Vasilis Sarafidis, Alexia Ventouri: The Anatomy of Commodity Risk: Micro, Market, and Economy-Wide Sources arxiv.org/abs/2610.00581 arxiv.org/pdf/2610.00581 arxiv.org/html/2610.00581
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 2h
[2026-10-02 Fri (UTC), 4 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 01/10/2026
Bruno N. Costa, Florian F. Gunsilius: Partial identification with entropy regularized optimal transport arxiv.org/abs/2609.40156 arxiv.org/pdf/2609.40156 arxiv.org/html/2609.40156
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 01/10/2026
Kai Feng, Han Hong, Jessie Li, Wenshi Wei: Optimal Allocation and Volume under Surface arxiv.org/abs/2609.38875 arxiv.org/pdf/2609.38875 arxiv.org/html/2609.38875
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 01/10/2026
[2026-10-01 Thu (UTC), 2 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 30/09/2026
Yaroslav Korobka, Vira Semenova: Debiased Inference for Bounding Wage Inequality with Many Controls arxiv.org/abs/2609.37412 arxiv.org/pdf/2609.37412 arxiv.org/html/2609.37412
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 30/09/2026
Michael Pfarrhofer, Anna Stelzer: Are there asymmetries in euro area monetary policy transmission? arxiv.org/abs/2609.37168 arxiv.org/pdf/2609.37168 arxiv.org/html/2609.37168
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 30/09/2026
Hiroyuki Kasahara, Hirokazu Matsuyama, Katsumi Shimotsu, Shota Takeishi: Testing for Unobserved Heterogeneity in Censored Duration Models: EM Approach arxiv.org/abs/2609.36824 arxiv.org/pdf/2609.36824 arxiv.org/html/2609.36824
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 30/09/2026
Marcelo J. Moreira, Whitney K. Newey, Mahrad Sharifvaghefi: Continuously Updating GMM in Linear IV Models: A Polynomial Approach arxiv.org/abs/2609.36445 arxiv.org/pdf/2609.36445 arxiv.org/html/2609.36445
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 30/09/2026
Feras A. Saad, Todd B. Walker: Probabilistic Seasonality arxiv.org/abs/2609.36280 arxiv.org/pdf/2609.36280 arxiv.org/html/2609.36280
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 30/09/2026
[2026-09-30 Wed (UTC), 5 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 29/09/2026
Davit Gondauri: A One-Saddle 1/5 Approximation Algorithm for Common-Kernel Bimatrix Games: Recognition, Exact Segment Optimization, Sharp Selector Bounds, and Certified Robustness arxiv.org/abs/2609.33471 arxiv.org/pdf/2609.33471 arxiv.org/html/2609.33471
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 29/09/2026
Irene Aldridge: Evolution of Market Microstructure in the Age of AI arxiv.org/abs/2609.33058 arxiv.org/pdf/2609.33058 arxiv.org/html/2609.33058
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 29/09/2026
Joachim Freyberger, Julius Kappenberg: Minimax Choice of Projection Geometry under Linear Inequality Constraints arxiv.org/abs/2609.32725 arxiv.org/pdf/2609.32725 arxiv.org/html/2609.32725
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 29/09/2026
Irene Botosaru, Isaac Loh, Chris Muris: An Adversarial Approach to Identification, Computation, and Inference in Models with a Linear-in-Measures Representation arxiv.org/abs/2609.32076 arxiv.org/pdf/2609.32076 arxiv.org/html/2609.32076
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 29/09/2026
[2026-09-29 Tue (UTC), 4 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 28/09/2026
St\'ephane Bonhomme, Koen Jochmans, Martin Weidner: Orthogonal Moments in Likelihood Models arxiv.org/abs/2609.31561 arxiv.org/pdf/2609.31561 arxiv.org/html/2609.31561
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 28/09/2026
Arturas Juodis, Ovidijus Stauskas, Sander Tromp: Improved Bootstrap Inference for Dynamic Panel Data models with Interactive Effects arxiv.org/abs/2609.31442 arxiv.org/pdf/2609.31442 arxiv.org/html/2609.31442
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 28/09/2026
Jarrod Burgh, Emerson Melo: Risk-Averse Welfare Maximization via Marginal Treatment Effects arxiv.org/abs/2609.30617 arxiv.org/pdf/2609.30617 arxiv.org/html/2609.30617
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 28/09/2026
Aidan Wardak (University of Florida), Sayar Karmakar (University of Florida): A Characterization of the $M$-tests Under Nearly Integrated Nearly White Noise arxiv.org/abs/2609.30504 arxiv.org/pdf/2609.30504 arxiv.org/html/2609.30504
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 28/09/2026
Mehrzad Khosravi, Hema Yoganarasimhan: Do Third-Party Web Traffic Estimates Preserve Causal Variation? arxiv.org/abs/2609.30481 arxiv.org/pdf/2609.30481 arxiv.org/html/2609.30481
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 28/09/2026
[2026-09-28 Mon (UTC), 5 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
Agnes Norris Keiller: First as Tragedy? Second as What? Estimating Dynamic Effects of Recurrent Events arxiv.org/abs/2609.30007 arxiv.org/pdf/2609.30007 arxiv.org/html/2609.30007
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
Irene Aldridge: Multi-Dimensional Matching arxiv.org/abs/2609.29958 arxiv.org/pdf/2609.29958 arxiv.org/html/2609.29958
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
Xinyu Song: Network Realized GARCH--It\^o Models: Volatility Spillovers with High-Frequency Identification arxiv.org/abs/2609.29515 arxiv.org/pdf/2609.29515 arxiv.org/html/2609.29515
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
Karolina Gliszczy\'nska-Schroeder: Kernel Balancing in Tree-based Methods arxiv.org/abs/2609.29440 arxiv.org/pdf/2609.29440 arxiv.org/html/2609.29440
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
Jun Ma, Yuya Sasaki, Zhengfei Yu: Generic Covariate Adjustment for Regression Discontinuity Designs arxiv.org/abs/2609.29249 arxiv.org/pdf/2609.29249 arxiv.org/html/2609.29249
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
Carl Bonander: Heterogeneous Policy Effects in Comparative Case Studies with Treated-Unit Microdata arxiv.org/abs/2609.28678 arxiv.org/pdf/2609.28678 arxiv.org/html/2609.28678
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 25/09/2026
[2026-09-25 Fri (UTC), 6 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 24/09/2026
Ulrich Hounyo: Distributional Difference-in-Differences: Aggregation Before or After Quantile Inversion? arxiv.org/abs/2609.27944 arxiv.org/pdf/2609.27944 arxiv.org/html/2609.27944
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 24/09/2026
Xiaojun Song, Haojiao Zhao: Testing for Heterogeneous Treatment Effects in Regression Discontinuity Designs arxiv.org/abs/2609.27691 arxiv.org/pdf/2609.27691 arxiv.org/html/2609.27691
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 24/09/2026
Haroon Mumtaz, Sofia Velasco: Nonlinear Drivers of Macroeconomic Tail Risk: A Threshold Stochastic Volatility-in-Mean VAR with Regime-Dependent Leverage arxiv.org/abs/2609.26994 arxiv.org/pdf/2609.26994 arxiv.org/html/2609.26994
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 24/09/2026
Joris Pinkse: Positive weight Hermite and Legendre quadrature rules arxiv.org/abs/2609.26840 arxiv.org/pdf/2609.26840 arxiv.org/html/2609.26840
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 24/09/2026
[2026-09-24 Thu (UTC), 4 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 23/09/2026
Masoud Soleimani: Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target arxiv.org/abs/2609.26303 arxiv.org/pdf/2609.26303 arxiv.org/html/2609.26303
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 23/09/2026
T. D. Stanley, Petr Cala, Hristos Doucouliagos, Zuzana Irsova, Tomas Havranek: Do methods matter in the meta-analysis of partial correlation coefficients? arxiv.org/abs/2609.26192 arxiv.org/pdf/2609.26192 arxiv.org/html/2609.26192
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 23/09/2026
[2026-09-23 Wed (UTC), 2 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 22/09/2026
Zhentong Lu, Myung Hwan Seo, Youngki Shin, Qichen Zhang: A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation arxiv.org/abs/2609.23998 arxiv.org/pdf/2609.23998 arxiv.org/html/2609.23998
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 22/09/2026
Xuqing Lin, Xiaojun Song: Uniform Inference for Parameters Identified by Conditional Quantile Restrictions arxiv.org/abs/2609.23303 arxiv.org/pdf/2609.23303 arxiv.org/html/2609.23303
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 22/09/2026
Pengfei Tian, Jizhou Liu, Lei Shi, Peng Ding: Causal inference in two-sided randomization designs: factorial regression, two-way clustering, and covariate adjustment arxiv.org/abs/2609.22761 arxiv.org/pdf/2609.22761 arxiv.org/html/2609.22761
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 22/09/2026
[2026-09-22 Tue (UTC), 3 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 21/09/2026
Gergely Csurilla, L\'aszl\'o Csat\'o: Match forecasts in UEFA club competitions: Elo ratings versus Transfermarkt valuations arxiv.org/abs/2609.21674 arxiv.org/pdf/2609.21674 arxiv.org/html/2609.21674
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 21/09/2026
Mikkel Bennedsen, Kim Christensen, Peter Korsbakke Christensen, Jun Yu, Chen Zhang: The "Rough" HAR Model arxiv.org/abs/2609.21587 arxiv.org/pdf/2609.21587 arxiv.org/html/2609.21587
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 21/09/2026
Danil Fedchenko: Summary Indices in Treatment Effect Estimation arxiv.org/abs/2609.21393 arxiv.org/pdf/2609.21393 arxiv.org/html/2609.21393
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 21/09/2026
Kirill O. Morozov: Poisson Regression under Multivariate Sample Selection arxiv.org/abs/2609.21056 arxiv.org/pdf/2609.21056 arxiv.org/html/2609.21056
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 21/09/2026
[2026-09-21 Mon (UTC), 4 new articles found for econEM Econometrics]
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arXiv econ.EM Econometrics @econem-bot.bsky.social · 18/09/2026
Lorenzo Mu\~noz, Stephane Hess, Thomas O. Hancock, Georges Sfeir: Using machine learning metrics to provide deeper insights into the performance of choice models arxiv.org/abs/2609.20655 arxiv.org/pdf/2609.20655 arxiv.org/html/2609.20655
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