Econometrics

Authors and titles for econ.EM in Mar 2024

[1]  arXiv:2403.00347 [pdf, other]

Title: Set-Valued Control Functions

Authors: Sukjin Han, Hiroaki Kaido

Subjects: Econometrics (econ.EM)

[2]  arXiv:2403.00422 [pdf, other]

Title: Inference for Interval-Identified Parameters Selected from an Estimated Set

Authors: Sukjin Han, Adam McCloskey

Subjects: Econometrics (econ.EM)

[3]  arXiv:2403.00458 [pdf, ps, other]

Title: Prices and preferences in the electric vehicle market

Authors: Chung Yi See, Vasco Rato Santos, Lucas Woodley, Megan Yeo, Daniel Palmer, Shuheng Zhang, and Ashley Nunes

Comments: Main paper: 5 tables, 2 figures

Subjects: Econometrics (econ.EM)

[4]  arXiv:2403.01585 [pdf, ps, other]

Title: Calibrating doubly-robust estimators with unbalanced treatment assignment

Authors: Daniele Ballinari

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

[5]  arXiv:2403.02144 [pdf, other]

Title: Improved Tests for Mediation

Authors: Grant Hillier, Kees Jan van Garderen, Noud van Giersbergen

Comments: This is a revised version of the paper by Grant Hillier, Kees Jan van Garderen, Noud van Giersbergen (2022): Improved tests for mediation, cemmap working paper, No. CWP01/22, Centre for Microdata Methods and Practice (cemmap), London, this https URL

Subjects: Econometrics (econ.EM)

[6]  arXiv:2403.02467 [pdf, ps, other]

Title: Applied Causal Inference Powered by ML and AI

Authors: Victor Chernozhukov, Christian Hansen, Nathan Kallus, Martin Spindler, Vasilis Syrgkanis

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

[7]  arXiv:2403.02591 [pdf, ps, other]

Title: Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector

Authors: Sung Hoon Choi, Donggyu Kim

Subjects: Econometrics (econ.EM)

[8]  arXiv:2403.04354 [pdf, ps, other]

Title: A Logarithmic Mean Divisia Index Decomposition of CO$_2$ Emissions from Energy Use in Romania

Authors: Mariana Carmelia Balanica-Dragomir, Gabriel Murariu, Lucian Puiu Georgescu

Subjects: Econometrics (econ.EM)

[9]  arXiv:2403.04766 [pdf, other]

Title: Nonparametric Regression under Cluster Sampling

Authors: Yuya Shimizu

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

[10]  arXiv:2403.05704 [pdf, other]

Title: Non-robustness of diffusion estimates on networks with measurement error

Authors: Arun G. Chandrasekhar, Paul Goldsmith-Pinkham, Tyler H. McCormick, Samuel Thau, Jerry Wei

Subjects: Econometrics (econ.EM); Social and Information Networks (cs.SI); Applications (stat.AP); Methodology (stat.ME)

[11]  arXiv:2403.05803 [pdf, other]

Title: Semiparametric Inference for Regression-Discontinuity Designs

Authors: Rong J.B. Zhu, Weiwei Jiang

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

[12]  arXiv:2403.05850 [pdf, other]

Title: Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments

Authors: Victor Chernozhukov, Iván Fernández-Val, Sukjin Han, Kaspar Wüthrich

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

[13]  arXiv:2403.05999 [pdf, other]

Title: Locally Regular and Efficient Tests in Non-Regular Semiparametric Models

Authors: Adam Lee

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

[14]  arXiv:2403.06246 [pdf, other]

Title: Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data

Authors: Degui Li, Oliver Linton, Haoxuan Zhang

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

[15]  arXiv:2403.06657 [pdf, other]

Title: Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions

Authors: Anders Bredahl Kock, Rasmus Søndergaard Pedersen, Jesper Riis-Vestergaard Sørensen

Comments: 54 pages, 2 figures

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

[16]  arXiv:2403.06879 [pdf, other]

Title: Partially identified heteroskedastic SVARs

Authors: Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa, Elisabetta Mirto

Subjects: Econometrics (econ.EM)

[17]  arXiv:2403.07236 [pdf, other]

Title: Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model

Authors: Sarah Moon

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

[18]  arXiv:2403.08130 [pdf, other]

Title: Imputation of Counterfactual Outcomes when the Errors are Predictable

Authors: Silvia Goncalves, Serena Ng

Subjects: Econometrics (econ.EM)

[19]  arXiv:2403.08183 [pdf, ps, other]

Title: Causal Interpretation of Estimands Defined by Exposure Mappings

Authors: Michael P. Leung

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

[20]  arXiv:2403.08753 [pdf, other]

Title: Invalid proxies and volatility changes

Authors: Giovanni Angelini, Luca Fanelli, Luca Neri

Subjects: Econometrics (econ.EM)

[21]  arXiv:2403.10352 [pdf, ps, other]

Title: Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection

Authors: Cui Rui, Li Yuhao

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

[22]  arXiv:2403.10907 [pdf, other]

Title: Macroeconomic Spillovers of Weather Shocks across U.S. States

Authors: Emanuele Bacchiocchi, Andrea Bastianin, Graziano Moramarco

Subjects: Econometrics (econ.EM)

[23]  arXiv:2403.11016 [pdf, ps, other]

Title: Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory

Authors: Jeff Dominitz, Charles F. Manski

Subjects: Econometrics (econ.EM)

[24]  arXiv:2403.11309 [pdf, ps, other]

Title: Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

Authors: Kirill S. Evdokimov, Andrei Zeleneev

Subjects: Econometrics (econ.EM)

[25]  arXiv:2403.12456 [pdf, ps, other]

Title: Inflation Target at Risk: A Time-varying Parameter Distributional Regression

Authors: Yunyun Wang, Tatsushi Oka, Dan Zhu

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