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Econometrics

Statistical methods for economic data, causal inference, and forecasting.

econ.EM · 119 papers

Nonparametric Identification and Estimation of Causal Effects on Latent Outcomes

This paper introduces a nonparametric framework for identifying and estimating causal effects on latent outcomes, addressing comparability issues.

2604.08681Apr 9, 2026Jiawei Fu, Donald P. Green

The Condition-Number Principle for Prototype Clustering

A new geometric framework and condition number link objective accuracy to structural recovery in prototype clustering, providing robust recovery guarantees.

2604.07744Apr 9, 2026Romano Li, Jianfei Cao

Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think

This paper demonstrates that identifying endogenously nonlinear SVARs is as straightforward as linear SVARs, simplifying their application.

2604.07718Apr 9, 2026James A. Duffy, Sophocles Mavroeidis

Assessing Sensitivity to IV Exclusion and Exogeneity without First Stage Monotonicity

This paper introduces new sensitivity analyses for instrumental variable assumptions, accommodating heterogeneity and relaxing first-stage monotonicity.

2604.07604Apr 8, 2026Paul Diegert, Matthew A. Masten, Alexandre Poirier

Identification in Dynamic Dyadic Network Formation Models with Fixed Effects

This paper establishes identification results for dynamic dyadic network formation models, incorporating fixed effects, time-varying covariates, and local network statistics.

2604.07488Apr 8, 2026Wayne Yuan Gao, Yi Niu

Better Measurement or Larger Samples? Data Collection for Policy Learning with Unobserved Heterogeneity

This paper explores how to optimize data collection for policy learning, balancing measurement precision of latent traits with sample size to maximize welfare.

2604.07181Apr 8, 2026Giacomo Opocher

Representativeness and Efficiency in Overidentified IV

This paper introduces the Representative Targeting (RT) estimator to address efficiency and interpretability issues in GMM for overidentified IV models.

2604.07131Apr 8, 2026Chun Pang Chow, Hiroyuki Kasahara

Seasonality in Mixed Causal-Noncausal Processes

This paper shows seasonal roots in Mixed Causal-Noncausal Autoregressive (MAR) models can be isolated, preventing new joint seasonal effects.

2604.07040Apr 8, 2026Tomás del Barrio Castro, Alain Hecq, Sean Telg

Testing for Monotone Equilibrium Strategies in Games of Incomplete Information

A new statistical framework tests for monotone Bayesian Nash equilibrium strategies in incomplete information games, enabling detection of cartels in auctions.

2604.06643Apr 8, 2026Yu-Chin Hsu, Tong Li, Chu-An Liu +1

A Large-Scale Empirical Comparison of Meta-Learners and Causal Forests for Heterogeneous Treatment Effect Estimation in Marketing Uplift Modeling

This paper benchmarks CATE estimators on a large marketing dataset, finding S-Learner performs best and identifying key HTE drivers.

2604.06123Apr 7, 2026Aman Singh

Sequential Audit Sampling with Statistical Guarantees

This paper presents a sequential audit sampling framework with statistical guarantees for finite populations, controlling decision error probabilities ex ante.

2604.06116Apr 7, 2026Masahiro Kato, Kei Nakagawa

Generalized Poisson Dynamic Network Models

Introduces Generalized Poisson dynamic network models to accurately capture under- and overdispersion in count-weighted temporal networks.

2604.05838Apr 7, 2026Giulia Carallo, Roberto Casarin, Antonio Peruzzi

You've Got to be Efficient: Ambiguity, Misspecification and Variational Preferences

A new framework for robust statistical decisions under ambiguity and misspecification shows optimal choices often align with correct specification.

2604.05327Apr 7, 2026Karun Adusumilli

Estimating Long Run Welfare Outcome in Rotating Panel with Grouped Fixed Effects: Application to Poverty Dynamics in Peru

This paper applies Grouped Fixed Effects to rotating panel data to accurately estimate long-run poverty dynamics and mobility, outperforming existing methods.

2604.05286Apr 7, 2026Hongdi Zhao, Seungmin Lee

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels

This paper introduces a Dynamic Factor Stochastic Volatility-in-Mean VAR model, improving macroeconomic forecasting, especially during crises.

2604.04529Apr 6, 2026Daichi Hiraki, Siddhartha Chib, Yasuhiro Omori

Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models

A unified mixture sampler (UMS) offers a universal, efficient framework for nonlinear state-space models, outperforming conventional methods.

2604.04517Apr 6, 2026Daichi Hiraki, Yasuhiro Omori

Nonparametric Identification and Estimation of Production Functions Invariant to Productivity Dynamics

This paper introduces a new nonparametric method for estimating production functions that avoids bias from productivity dynamics, yielding more accurate markups and policy impact assessments.

2604.04458Apr 6, 2026Rentaro Utamaru

Confidence Sets under Weak Identification: Theory and Practice

This paper introduces new, reliable, and efficient methods for constructing confidence sets in linear IV models, robust to weak identification.

2604.04279Apr 5, 2026Gustavo Schlemper, Marcelo J. Moreira

UK Income Inequality and Taxation, 2000--2023: A $κ$-generalised Distribution Analysis

This paper analyzes UK income inequality (2000-2023), finding income redistribution with the top 1% gaining and the tax base driven by non-top earners.

2604.03025Apr 3, 2026Samuel Forbes
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