Advertisement · 728 × 90

Posts by arXiv econ.EM Econometrics

Samuele Centorrino, Christopher F. Parmeter: Recent Advances in Causal Analysis of the Stochastic Frontier Model https://arxiv.org/abs/2604.19693 https://arxiv.org/pdf/2604.19693 https://arxiv.org/html/2604.19693

23 hours ago 1 0 0 0

Ana Maria Herrera, Elena Pesavento, Alessia Scudiero: Clustered Local Projections for Time-Varying Models https://arxiv.org/abs/2604.18778 https://arxiv.org/pdf/2604.18778 https://arxiv.org/html/2604.18778

23 hours ago 0 0 0 0

[2026-04-22 Wed (UTC), 2 new articles found for econEM Econometrics]

23 hours ago 0 0 0 0

Art\=uras Juodis, Martin Weidner: Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects https://arxiv.org/abs/2604.18078 https://arxiv.org/pdf/2604.18078 https://arxiv.org/html/2604.18078

1 day ago 0 0 0 0

Maximilian Kasy, Elizabeth Linos, Sanaz Mobasseri: Causal inference for social network formation https://arxiv.org/abs/2604.17952 https://arxiv.org/pdf/2604.17952 https://arxiv.org/html/2604.17952

1 day ago 0 0 0 0

Reca Sarfati, Vod Vilfort: Integrating Diagnostic Checks into Estimation https://arxiv.org/abs/2604.16690 https://arxiv.org/pdf/2604.16690 https://arxiv.org/html/2604.16690

1 day ago 0 0 0 0

[2026-04-21 Tue (UTC), 3 new articles found for econEM Econometrics]

1 day ago 0 0 0 0

Jos\'e Francisco Perles-Ribes: Path-Explosive Behaviour in Economic Time Series: A Realization-Centred Exploratory Framework https://arxiv.org/abs/2604.16186 https://arxiv.org/pdf/2604.16186 https://arxiv.org/html/2604.16186

2 days ago 0 0 0 0

Pierre-Andre Chiappori, Dam Linh Nguyen, Bernard Salanie: The Econometrics of Matching with Transferable Utility: A Progress Report https://arxiv.org/abs/2604.16127 https://arxiv.org/pdf/2604.16127 https://arxiv.org/html/2604.16127

2 days ago 0 0 0 0
Advertisement

Kim Christensen, Wenjing Liu, Zhi Liu, Yoann Potiron: The realized copula of volatility https://arxiv.org/abs/2604.15811 https://arxiv.org/pdf/2604.15811 https://arxiv.org/html/2604.15811

2 days ago 0 0 0 0

Jieun Lee, Esfandiar Maasoumi: Informativeness under Model Uncertainty: Shadow Prices and Ridge Penalties https://arxiv.org/abs/2604.15571 https://arxiv.org/pdf/2604.15571 https://arxiv.org/html/2604.15571

2 days ago 0 0 0 0

Tareq Alsaleh, Bilal Farooq, Zachary Patterson: Mobility Behaviour of Immigrants in Canada: Analyzing Mode Choice Using GPS Panel Data and Mixed Logit Models https://arxiv.org/abs/2604.15564 https://arxiv.org/pdf/2604.15564 https://arxiv.org/html/2604.15564

2 days ago 0 1 0 0

Isaiah Andrews, Harvey Barnhard, Jacob Carlson: True and Pseudo-True Parameters https://arxiv.org/abs/2604.15563 https://arxiv.org/pdf/2604.15563 https://arxiv.org/html/2604.15563

2 days ago 0 0 0 0

Federico Crudu, Giovanni Mellace, Zsolt S\'andor: Jackknife Instrumental Variable Inference https://arxiv.org/abs/2604.15437 https://arxiv.org/pdf/2604.15437 https://arxiv.org/html/2604.15437

2 days ago 1 0 0 0

[2026-04-20 Mon (UTC), 7 new articles found for econEM Econometrics]

2 days ago 0 0 0 0

Dalibor Stevanovic: Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure https://arxiv.org/abs/2604.14467 https://arxiv.org/pdf/2604.14467 https://arxiv.org/html/2604.14467

5 days ago 0 0 0 0
Advertisement

Anna Bykhovskaya, Nour Meddahi: Generalized Autoregressive Multivariate Models: From Binary to Poisson https://arxiv.org/abs/2604.14394 https://arxiv.org/pdf/2604.14394 https://arxiv.org/html/2604.14394

5 days ago 0 0 0 0

[2026-04-17 Fri (UTC), 2 new articles found for econEM Econometrics]

5 days ago 0 0 0 0

Hilde C. Bjornland, Nicolas Hardy, Dimitris Korobilis: Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach https://arxiv.org/abs/2604.12927 https://arxiv.org/pdf/2604.12927 https://arxiv.org/html/2604.12927

1 week ago 0 0 0 0

Michael C. Knaus, Henri Pfleiderer: Causal Graphs for Conditional Parallel Trends https://arxiv.org/abs/2604.12818 https://arxiv.org/pdf/2604.12818 https://arxiv.org/html/2604.12818

1 week ago 0 0 0 0

Rami V. Tabri: Distributional Change in Ordinal Data with Missing Observations: Minimal Mobility and Partial Identification https://arxiv.org/abs/2604.12611 https://arxiv.org/pdf/2604.12611 https://arxiv.org/html/2604.12611

1 week ago 0 0 0 0

Davit Gondauri: A Diagnostics-First Composite Index for Macro-Financial Resilience to Socioeconomic Challenges: The Gondauri Index with Benchmarking and Scenario Evidence https://arxiv.org/abs/2604.12368 https://arxiv.org/pdf/2604.12368 https://arxiv.org/html/2604.12368

1 week ago 0 0 0 0

Gabriel de Macedo Santos: Shock, Communication, and Yield Curve Repricing: A Two-Step Empirical Framework for Copom Events in Brazil https://arxiv.org/abs/2604.11926 https://arxiv.org/pdf/2604.11926 https://arxiv.org/html/2604.11926

1 week ago 0 0 0 0

[2026-04-15 Wed (UTC), 5 new articles found for econEM Econometrics]

1 week ago 0 0 0 0

Lucas Girard, Elia Lapenta: Average Marginal Effects in One-Step Partially Linear Instrumental Regressions https://arxiv.org/abs/2604.11393 https://arxiv.org/pdf/2604.11393 https://arxiv.org/html/2604.11393

1 week ago 0 0 0 0

Shuide Wen, Beier Ku: Knowledge Compounding: An Empirical Economic Analysis of Self-Evolving Knowledge Wikis under the Agentic ROI Framework https://arxiv.org/abs/2604.11243 https://arxiv.org/pdf/2604.11243 https://arxiv.org/html/2604.11243

1 week ago 0 0 0 0
Advertisement

Lixiong Li: Econometric Inference with Machine-Learned Proxies: Partial Identification via Data Combination https://arxiv.org/abs/2604.10770 https://arxiv.org/pdf/2604.10770 https://arxiv.org/html/2604.10770

1 week ago 0 0 0 0

Harold D. Chiang, Ahnaf Rafi: Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence https://arxiv.org/abs/2604.10232 https://arxiv.org/pdf/2604.10232 https://arxiv.org/html/2604.10232

1 week ago 0 0 0 0

Max Cytrynbaum, Fredrik S\"avje: Coupling Designs for Randomized Experiments with Complex Treatments https://arxiv.org/abs/2604.09858 https://arxiv.org/pdf/2604.09858 https://arxiv.org/html/2604.09858

1 week ago 0 0 0 0

Oleg Roshka: Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels https://arxiv.org/abs/2604.09821 https://arxiv.org/pdf/2604.09821 https://arxiv.org/html/2604.09821

1 week ago 0 0 0 0