Econometrics

Authors and titles for recent submissions

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

[1] arXiv:2005.09951 [pdf, ps, other]: Title: Uniform Rates for Kernel Estimators of Weakly Dependent Data

Authors: Juan Carlos Escanciano

Subjects: Econometrics (econ.EM)
[2] arXiv:2005.09717 [pdf, other]: Title: Treatment recommendation with distributional targets

Authors: Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev

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

Authors: Sergio Alvares Maffra, John Armstrong, Teemu Pennanen

Subjects: Risk Management (q-fin.RM); Econometrics (econ.EM); Optimization and Control (math.OC)

[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

Authors: Brantly Callaway, Tong Li

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

Authors: Felix Elwert, Elan Segarra

Subjects: Econometrics (econ.EM); Methodology (stat.ME)
[6] arXiv:2005.09166 [pdf, other]: Title: A Flexible Stochastic Conditional Duration Model

Authors: Samuel Gingras, William J. McCausland

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

Authors: Marc Henry, Romuald Meango, Ismael Mourifie

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

Authors: Shuxi Zeng, Fan Li, Peng Ding

Comments: 32 pages, 8 figures

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

[9] arXiv:2005.08611 [pdf, ps, other]: Title: Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity

Authors: Juan Carlos Escanciano

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

Authors: Yang Feng, Qingfeng Liu

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

Authors: Gianluca Zeni, Matteo Fontana, Simone Vantini

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

[12] arXiv:2005.07430 (cross-list from stat.ME) [pdf, ps, other]: Title: Fast and Accurate Variational Inference for Models with Many Latent Variables

Authors: Rubén Loaiza-Maya, Michael Stanley Smith, David J. Nott, Peter J. Danaher

Comments: 39 pages,8 figures

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

[13] arXiv:2005.06851 [pdf, other]: Title: Dynamic shrinkage in time-varying parameter stochastic volatility in mean models

Authors: Florian Huber, Michael Pfarrhofer

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 ]