Econometrics

Authors and titles for recent submissions

• Thu, 13 Mar 2025
• Wed, 12 Mar 2025
• Tue, 11 Mar 2025
• Mon, 10 Mar 2025
• Fri, 7 Mar 2025

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Thu, 13 Mar 2025 (showing 1 of 1 entries )

[1] arXiv:2503.09287 [pdf, html, other]

Title: On the Wisdom of Crowds (of Economists)

Francis X. Diebold, Aaron Mora, Minchul Shin

Subjects: Econometrics (econ.EM); Applications (stat.AP)

Wed, 12 Mar 2025 (showing 3 of 3 entries )

[2] arXiv:2503.08364 [pdf, other]

Title: Functional Linear Projection and Impulse Response Analysis

Won-Ki Seo, Dakyung Seong

Subjects: Econometrics (econ.EM)

[3] arXiv:2503.08655 (cross-list from stat.ME) [pdf, html, other]

Title: On a new robust method of inference for general time series models

Zihan Wang, Xinghao Qiao, Dong Li, Howell Tong

Subjects: Methodology (stat.ME); Econometrics (econ.EM)

[4] arXiv:2503.07811 (cross-list from stat.ME) [pdf, html, other]

Title: A primer on optimal transport for causal inference with observational data

Florian F Gunsilius

Comments: 24 pages, 5 figures

Subjects: Methodology (stat.ME); Artificial Intelligence (cs.AI); Econometrics (econ.EM)

Tue, 11 Mar 2025 (showing 5 of 5 entries )

[5] arXiv:2503.07213 [pdf, html, other]

Title: Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach

Kyungsik Nam, Won-Ki Seo

Subjects: Econometrics (econ.EM)

[6] arXiv:2503.06645 [pdf, html, other]

Title: Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models

Jiangtao Duan, Jushan Bai, Xu Han

Subjects: Econometrics (econ.EM)

[7] arXiv:2503.06046 [pdf, html, other]

Title: Bounding the Effect of Persuasion with Monotonicity Assumptions: Reassessing the Impact of TV Debates

Sung Jae Jun, Sokbae Lee

Subjects: Econometrics (econ.EM)

[8] arXiv:2503.06454 (cross-list from stat.ME) [pdf, html, other]

Title: Bayesian Synthetic Control with a Soft Simplex Constraint

Yihong Xu, Quan Zhou

Subjects: Methodology (stat.ME); Econometrics (econ.EM); Applications (stat.AP)

[9] arXiv:2503.05800 (cross-list from cs.LG) [pdf, other]

Title: How Do Consumers Really Choose: Exposing Hidden Preferences with the Mixture of Experts Model

Diego Vallarino

Subjects: Machine Learning (cs.LG); Econometrics (econ.EM)

Mon, 10 Mar 2025 (showing 2 of 2 entries )

[10] arXiv:2503.05125 [pdf, other]

Title: When can we get away with using the two-way fixed effects regression?

Apoorva Lal

Subjects: Econometrics (econ.EM)

[11] arXiv:2503.05340 (cross-list from stat.ME) [pdf, other]

Title: Matrix Time Series Modeling: A Hybrid Framework Combining Autoregression and Common Factors

Zhiyun Fan, Xiaoyu Zhang, Mingyang Chen, Di Wang

Subjects: Methodology (stat.ME); Econometrics (econ.EM)

Fri, 7 Mar 2025 (showing 2 of 2 entries )

[12] arXiv:2503.04300 [pdf, html, other]

Title: Enhancing Poverty Targeting with Spatial Machine Learning: An application to Indonesia

Rolando Gonzales Martinez, Mariza Cooray

Subjects: Econometrics (econ.EM); Machine Learning (stat.ML)

[13] arXiv:2503.03910 [pdf, html, other]

Title: Optimal Policy Choices Under Uncertainty

Sarah Moon

Subjects: Econometrics (econ.EM)