Mirror operated in collaboration with local support

Econometrics

Authors and titles for recent submissions

[ total of 14 entries: 1-14 ]
[ showing up to 25 entries per page: fewer | more ]

Thu, 21 May 2020

[1]  arXiv:2005.09951 [pdf, ps, other]
Title: Uniform Rates for Kernel Estimators of Weakly Dependent Data
Subjects: Econometrics (econ.EM)
[2]  arXiv:2005.09717 [pdf, other]
Title: Treatment recommendation with distributional targets
Comments: Treatment allocation, best treatment identification, statistical decision theory, pure exploration, nonparametric multi-armed bandits
Subjects: Econometrics (econ.EM); Statistics Theory (math.ST); Machine Learning (stat.ML)
[3]  arXiv:2005.09974 (cross-list from q-fin.RM) [pdf, other]
Title: Stochastic modeling of assets and liabilities with mortality risk
Subjects: Risk Management (q-fin.RM); Econometrics (econ.EM); Optimization and Control (math.OC)

Wed, 20 May 2020

[4]  arXiv:2005.09605 [pdf, other]
Title: Understanding the Effects of Tennessee's Open Covid-19 Testing Policy: Bounding Policy Effects with Nonrandomly Missing Data
Comments: 25 pages, 6 figures
Subjects: Econometrics (econ.EM); General Economics (econ.GN)
[5]  arXiv:2005.09583 [pdf, other]
Title: Instrumental Variables with Treatment-Induced Selection: Exact Bias Results
Subjects: Econometrics (econ.EM); Methodology (stat.ME)
[6]  arXiv:2005.09166 [pdf, other]
Title: A Flexible Stochastic Conditional Duration Model
Subjects: Econometrics (econ.EM); Statistical Finance (q-fin.ST); Methodology (stat.ME)
[7]  arXiv:2005.09095 [pdf, ps, other]
Title: Revealing gender-specific costs of STEM in an extended Roy model of major choice
Subjects: Econometrics (econ.EM)
[8]  arXiv:2005.09130 (cross-list from stat.AP) [pdf, other]
Title: Is being the only child harmful to psychological health?: Evidence from an instrumental variable analysis of China's One-Child Policy
Comments: 32 pages, 8 figures
Subjects: Applications (stat.AP); Econometrics (econ.EM)

Tue, 19 May 2020

[9]  arXiv:2005.08611 [pdf, ps, other]
Title: Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity
Subjects: Econometrics (econ.EM)
[10]  arXiv:2005.08057 (cross-list from stat.ME) [pdf, other]
Title: Nested Model Averaging on Solution Path for High-dimensional Linear Regression
Comments: 17 pages, 3 figures
Subjects: Methodology (stat.ME); Machine Learning (cs.LG); Econometrics (econ.EM); Computation (stat.CO); Machine Learning (stat.ML)
[11]  arXiv:2005.07972 (cross-list from cs.LG) [pdf, other]
Title: Conformal Prediction: a Unified Review of Theory and New Challenges
Subjects: Machine Learning (cs.LG); Econometrics (econ.EM); Methodology (stat.ME); Machine Learning (stat.ML)

Mon, 18 May 2020

[12]  arXiv:2005.07430 (cross-list from stat.ME) [pdf, ps, other]
Title: Fast and Accurate Variational Inference for Models with Many Latent Variables
Comments: 39 pages,8 figures
Subjects: Methodology (stat.ME); Econometrics (econ.EM)

Fri, 15 May 2020

[13]  arXiv:2005.06851 [pdf, other]
Title: Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
Comments: JEL: C11, C32, C53, E31; Keywords: state-space models, inflation forecasting, inflation uncertainty, real time data, replication
Subjects: Econometrics (econ.EM); Applications (stat.AP)
[14]  arXiv:2005.06769 (cross-list from stat.AP) [pdf, ps, other]
Title: Combining Population and Study Data for Inference on Event Rates
Authors: Christoph Rothe
Subjects: Applications (stat.AP); Econometrics (econ.EM)
[ total of 14 entries: 1-14 ]
[ showing up to 25 entries per page: fewer | more ]
Ϸ