Econometrics

Authors and titles for econ.EM in Oct 2022

[1]  arXiv:2210.00463 [pdf, other]

Title: Large-Scale Allocation of Personalized Incentives

Authors: Lucas Javaudin, Andrea Araldo, André de Palma

Journal-ref: IEEE ITSC 2022

Subjects: Econometrics (econ.EM)

[2]  arXiv:2210.00624 [pdf, ps, other]

Title: Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests

Authors: Miguel A. Delgado, Julius Vainora

Subjects: Econometrics (econ.EM); Statistics Theory (math.ST)

[3]  arXiv:2210.01938 [pdf, other]

Title: Probability of Causation with Sample Selection: A Reanalysis of the Impacts of Jóvenes en Acción on Formality

Authors: Vitor Possebom, Flavio Riva

Comments: We added a section discussing inferential methods and included confidence intervals in our main empirical results

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

[4]  arXiv:2210.02504 [pdf, other]

Title: Bikeability and the induced demand for cycling

Authors: Mogens Fosgerau, Miroslawa Lukawska, Mads Paulsen, Thomas Kjær Rasmussen

Subjects: Econometrics (econ.EM)

[5]  arXiv:2210.02599 [pdf, other]

Title: The Local to Unity Dynamic Tobit Model

Authors: Anna Bykhovskaya, James A. Duffy

Comments: 42 pages, 7 figures; author accepted manuscript

Journal-ref: Journal of Econometrics (2024), 241(2), 105764

Subjects: Econometrics (econ.EM); Statistics Theory (math.ST)

[6]  arXiv:2210.02824 [pdf, ps, other]

Title: Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data

Authors: Yu Hao, Hiroyuki Kasahara

Subjects: Econometrics (econ.EM)

[7]  arXiv:2210.03547 [pdf, other]

Title: Order Statistics Approaches to Unobserved Heterogeneity in Auctions

Authors: Yao Luo, Peijun Sang, Ruli Xiao

Subjects: Econometrics (econ.EM)

[8]  arXiv:2210.04523 [pdf, other]

Title: An identification and testing strategy for proxy-SVARs with weak proxies

Authors: Giovanni Angelini, Giuseppe Cavaliere, Luca Fanelli

Subjects: Econometrics (econ.EM)

[9]  arXiv:2210.04703 [pdf, other]

Title: Policy Learning with New Treatments

Authors: Samuel Higbee

Subjects: Econometrics (econ.EM)

[10]  arXiv:2210.05026 [pdf, other]

Title: Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption

Authors: Matias D. Cattaneo, Yingjie Feng, Filippo Palomba, Rocio Titiunik

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

[11]  arXiv:2210.05115 [pdf, other]

Title: Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data

Authors: Kazuhiko Kakamu

Subjects: Econometrics (econ.EM)

[12]  arXiv:2210.05358 [pdf, ps, other]

Title: On estimating Armington elasticities for Japan's meat imports

Authors: Satoshi Nakano, Kazuhiko Nishimura

Journal-ref: Journal of Agricultural Economics 2025

Subjects: Econometrics (econ.EM)

[13]  arXiv:2210.06217 [pdf, other]

Title: Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation

Authors: H. Peter Boswijk, Roger J. A. Laeven, Evgenii Vladimirov

Subjects: Econometrics (econ.EM)

[14]  arXiv:2210.06639 [pdf, other]

Title: Robust Estimation and Inference in Panels with Interactive Fixed Effects

Authors: Timothy B. Armstrong, Martin Weidner, Andrei Zeleneev

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

[15]  arXiv:2210.07154 [pdf, other]

Title: Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference

Authors: Ramis Khabibullin, Sergei Seleznev

Comments: 31 pages, 7 figures

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

[16]  arXiv:2210.07680 [pdf, other]

Title: Conditional Likelihood Ratio Test with Many Weak Instruments

Authors: Sreevidya Ayyar, Yukitoshi Matsushita, Taisuke Otsu

Subjects: Econometrics (econ.EM); Statistics Theory (math.ST)

[17]  arXiv:2210.08147 [pdf, other]

Title: A New Method for Generating Random Correlation Matrices

Authors: Ilya Archakov, Peter Reinhard Hansen, Yiyao Luo

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

[18]  arXiv:2210.08524 [pdf, other]

Title: Inference on Extreme Quantiles of Unobserved Individual Heterogeneity

Authors: Vladislav Morozov

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

[19]  arXiv:2210.08892 [pdf, ps, other]

Title: Modified Wilcoxon-Mann-Whitney tests of stochastic dominance

Authors: Brendan K. Beare, Jackson D. Clarke

Comments: 45 pages, 2 tables, 5 figures

Subjects: Econometrics (econ.EM)

[20]  arXiv:2210.09426 [pdf, other]

Title: Party On: The Labor Market Returns to Social Networks in Adolescence

Authors: Adriana Lleras-Muney, Matthew Miller, Shuyang Sheng, Veronica Sovero

Subjects: Econometrics (econ.EM)

[21]  arXiv:2210.09828 [pdf, ps, other]

Title: Modelling Large Dimensional Datasets with Markov Switching Factor Models

Authors: Matteo Barigozzi, Daniele Massacci

Subjects: Econometrics (econ.EM)

[22]  arXiv:2210.10024 [pdf, other]

Title: Linear Regression with Centrality Measures

Authors: Yong Cai

Subjects: Econometrics (econ.EM)

[23]  arXiv:2210.11003 [pdf, other]

Title: Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime

Authors: Anish Agarwal, Vasilis Syrgkanis

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

[24]  arXiv:2210.11010 [pdf, other]

Title: Efficient variational approximations for state space models

Authors: Rubén Loaiza-Maya, Didier Nibbering

Comments: New multivariate Skellam model application added to the paper

Subjects: Econometrics (econ.EM); Computation (stat.CO)

[25]  arXiv:2210.11062 [pdf, other]

Title: Low-rank Panel Quantile Regression: Estimation and Inference

Authors: Yiren Wang, Liangjun Su, Yichong Zhang

Comments: 35 pages for the main text. 99 pages for the supplement

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