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Articles about Econometrics

Rethinking Distributional IVs: KAN-Powered D-IV-LATE & Model Choice

5 days ago by Charles Shaw

Impulse Response Analysis of Structural Nonlinear Time Series Models

5 days ago by Giovanni Ballarin

Fast Learning of Optimal Policy Trees

5 days ago by James Cussens and others

Quantile Treatment Effects in High Dimensional Panel Data

5 days ago by Yihong Xu and Li Zheng

Methodology, Econometrics

On the relationship between prediction intervals, tests of sharp nulls and inference on realized treatment effects in settings with few treated units

5 days ago by Luis Alvarez and Bruno Ferman

biastest: Testing parameter equality across different models in Stata

5 days ago by Hasraddin Guliyev

Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis

6 days ago by Cui Rui and Li Yuhao at

Xi'an Jiaotong-Liverpool University

Econometrics, Statistics Theory

Identification of dynamic treatment effects when treatment histories are partially observed

6 days ago by Akanksha Negi and Didier Nibbering

Heterogeneous economic growth vulnerability across Euro Area countries under stressed scenarios

6 days ago by Claudio Lissona and Esther Ruiz

Revealed Information

6 days ago by Laura Doval and others

Theoretical Economics, Econometrics

Difference-in-Differences Designs: A Practitioner's Guide

6 days ago by Andrew Baker and others at

Baylor University

Econometrics, Methodology

A break from the norm? Parametric representations of preference heterogeneity for discrete choice models in health

6 days ago by John Buckell and others

Machine Learning-Based Estimation of Monthly GDP

6 days ago by Yonggeun Jung

Constructing an Instrument as a Function of Covariates

6 days ago by Moses Stewart

Causal Mediation Analysis with Multiple Mediators: A Simulation Approach

6 days ago by Jesse Zhou and Geoffrey Wodtke

Methodology, Econometrics

New possibilities in identification of binary choice models with fixed effects

1

6 days ago by Yinchu Zhu at

Brandeis University

Econometrics, Statistics Theory

High-Dimensional Spatial-Plus-Vertical Price Relationships and Price Transmission: A Machine Learning Approach

6 days ago by Mindy Mallory and others

Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances

7 days ago by Michael Balzer

Econometrics, Machine Learning

Fixed-Population Causal Inference for Models of Equilibrium

7 days ago by Konrad Menzel

Identification of Impulse Response Functions for Nonlinear Dynamic Models

7 days ago by Christian Gouriéroux and Quinlan Lee

Production Function Estimation without Invertibility: Imperfectly Competitive Environments and Demand Shocks

7 days ago by Ulrich Doraszelski and Lixiong Li

Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models

7 days ago by David Kohns and Tibor Szendrei

Methodology, Econometrics

Semiparametric Bayesian Difference-in-Differences

7 days ago by Christoph Breunig and others

Econometrics, Machine Learning

Quantile Peer Effect Models

15 June 2025 by Aristide Houndetoungan

How much is too much? Measuring divergence from Benford's Law with the Equivalent Contamination Proportion (ECP)

15 June 2025 by Manuel Cano-Rodriguez

Dynamic allocation: extremes, tail dependence, and regime Shifts

14 June 2025 by Yin Luo and others

Econometrics, Portfolio Management

Moment Restrictions for Nonlinear Panel Data Models with Feedback

14 June 2025 by Stéphane Bonhomme and others

Econometrics, Methodology

Difference-in-Differences with a Continuous Treatment

14 June 2025 by Brantly Callaway and others at

University of Georgia

Inference for an Algorithmic Fairness-Accuracy Frontier

13 June 2025 by Yiqi Liu and Francesca Molinari at

Cornell University

Econometrics, Machine Learning

Optimal treatment assignment rules under capacity constraints

13 June 2025 by Keita Sunada and Kohei Izumi

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