arXiv econ.EM Econometrics

Bingqi Liu, Kangqiang Li, Tianxiao Pang: Bayesian Smoothed Quantile Regression https://arxiv.org/abs/2508.01738 https://arxiv.org/pdf/2508.01738 https://arxiv.org/html/2508.01738

Austin Feng, Francesco Ruggieri: Structural Extrapolation in Regression Discontinuity Designs with an Application to School Expenditure Referenda https://arxiv.org/abs/2508.02658 https://arxiv.org/pdf/2508.02658 https://arxiv.org/html/2508.02658

Henningsen, Low, Wuepper, Dalhaus, Storm, Belay, Hirsch: Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists https://arxiv.org/abs/2508.02310 https://arxiv.org/pdf/2508.02310 https://arxiv.org/html/2508.02310

Junjie Li, Yukitoshi Matsushita: A difference-in-differences estimator by covariate balancing propensity score https://arxiv.org/abs/2508.02097 https://arxiv.org/pdf/2508.02097 https://arxiv.org/html/2508.02097

Chengwang Liao, Zhentao Shi, Yapeng Zheng: A Relaxation Approach to Synthetic Control https://arxiv.org/abs/2508.01793 https://arxiv.org/pdf/2508.01793 https://arxiv.org/html/2508.01793

[2025-08-05 Tue (UTC), 4 new articles found for econEM Econometrics]

Chakattrai Sookkongwaree, Tattep Lakmuang, Chainarong Amornbunchornvej: Multi-Band Variable-Lag Granger Causality: A Unified Framework for Causal Time Series Inference across Frequencies https://arxiv.org/abs/2508.00658 https://arxiv.org/pdf/2508.00658 https://arxiv.org/html/2508.00658

Tobias Adrian, Yuya Sasaki, Yulong Wang: Robust Econometrics for Growth-at-Risk https://arxiv.org/abs/2508.00263 https://arxiv.org/pdf/2508.00263 https://arxiv.org/html/2508.00263

[2025-08-04 Mon (UTC), 1 new article found for econEM Econometrics]

Melody Huang, Cory McCartan: Relative Bias Under Imperfect Identification in Observational Causal Inference https://arxiv.org/abs/2507.23743 https://arxiv.org/pdf/2507.23743 https://arxiv.org/html/2507.23743

[2025-08-01 Fri (UTC), no new articles found for econEM Econometrics]

James A. Duffy, Xiyu Jiao: Inference on Common Trends in a Cointegrated Nonlinear SVAR https://arxiv.org/abs/2507.22869 https://arxiv.org/pdf/2507.22869 https://arxiv.org/html/2507.22869

Andrei Voronin: Generalized Optimal Transport https://arxiv.org/abs/2507.22422 https://arxiv.org/pdf/2507.22422 https://arxiv.org/html/2507.22422

Jianhua Mei, Fu Ouyang, Thomas T. Yang: Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference https://arxiv.org/abs/2507.22312 https://arxiv.org/pdf/2507.22312 https://arxiv.org/html/2507.22312

Otilia Boldea, Alastair R. Hall: Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments https://arxiv.org/abs/2507.22204 https://arxiv.org/pdf/2507.22204 https://arxiv.org/html/2507.22204

Sung Hoon Choi, Donggyu Kim: Low-Rank Structured Nonparametric Prediction of Instantaneous Volatility https://arxiv.org/abs/2507.22173 https://arxiv.org/pdf/2507.22173 https://arxiv.org/html/2507.22173

[2025-07-31 Thu (UTC), 5 new articles found for econEM Econometrics]

Dan Li, Vassili Kitsios, David Newth, Terence John O'Kane: A Bayesian Ensemble Projection of Climate Change and Technological Impacts on Future Crop Yields https://arxiv.org/abs/2507.21559 https://arxiv.org/pdf/2507.21559 https://arxiv.org/html/2507.21559

Leonardo Manr\'iquez-M\'endez: Regional Price Dynamics and Market Integration in the U.S. Beef Industry: An Econometric Analysis https://arxiv.org/abs/2507.21950 https://arxiv.org/pdf/2507.21950 https://arxiv.org/html/2507.21950

Luigi Garzon, Vitor Possebom: Nonlinear Treatment Effects in Shift-Share Designs https://arxiv.org/abs/2507.21915 https://arxiv.org/pdf/2507.21915 https://arxiv.org/html/2507.21915

Georges Sfeir, Gabriel Nova, Stephane Hess, Sander van Cranenburgh: Can large language models assist choice modelling? Insights into prompting strategies and current models capabilities https://arxiv.org/abs/2507.21790 https://arxiv.org/pdf/2507.21790 https://arxiv.org/html/2507.21790

[2025-07-30 Wed (UTC), 3 new articles found for econEM Econometrics]

Zihan Lin, Haojie Liu, Randall R. Rojas: Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints https://arxiv.org/abs/2507.20039 https://arxiv.org/pdf/2507.20039 https://arxiv.org/html/2507.20039

Zequn Jin, Gaoqian Xu, Zheng Xi, Yahong Zhou: Policy Learning under Unobserved Confounding: A Robust and Efficient Approach https://arxiv.org/abs/2507.20550 https://arxiv.org/pdf/2507.20550 https://arxiv.org/html/2507.20550

Clara Augustin, Daniel Gutknecht, Cenchen Liu: Staggered Adoption DiD Designs with Misclassification and Anticipation https://arxiv.org/abs/2507.20415 https://arxiv.org/pdf/2507.20415 https://arxiv.org/html/2507.20415

Yu Hao, Hiroyuki Kasahara, Katsumi Shimotsu: Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models https://arxiv.org/abs/2507.19814 https://arxiv.org/pdf/2507.19814 https://arxiv.org/html/2507.19814

Joel L. Horowitz, Sokbae Lee: Binary Classification with the Maximum Score Model and Linear Programming https://arxiv.org/abs/2507.19654 https://arxiv.org/pdf/2507.19654 https://arxiv.org/html/2507.19654

Sebastian Calonico, Sebastian Galiani: Beyond Bonferroni: Hierarchical Multiple Testing in Empirical Research https://arxiv.org/abs/2507.19610 https://arxiv.org/pdf/2507.19610 https://arxiv.org/html/2507.19610

Giuseppe Cavaliere, Adam McCloskey, Rasmus S. Pedersen, Anders Rahbek: Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems https://arxiv.org/abs/2507.19603 https://arxiv.org/pdf/2507.19603 https://arxiv.org/html/2507.19603

Filippo Palomba: Sequential Decision Problems with Missing Feedback https://arxiv.org/abs/2507.19596 https://arxiv.org/pdf/2507.19596 https://arxiv.org/html/2507.19596