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Authors and titles for recent submissions

[ total of 15 entries: 1-15 ]
[ showing up to 25 entries per page: fewer | more ]

Thu, 22 Aug 2019

[1]  arXiv:1908.07821 [pdf, ps, other]
Title: A Doubly Corrected Robust Variance Estimator for Linear GMM
Subjects: Econometrics (econ.EM)
[2]  arXiv:1908.07798 (cross-list from stat.CO) [pdf, other]
Title: Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility
Subjects: Computation (stat.CO); Econometrics (econ.EM); Methodology (stat.ME)
[3]  arXiv:1908.07561 (cross-list from econ.TH) [pdf, ps, other]
Title: New developments in revealed preference theory: decisions under risk, uncertainty, and intertemporal choice
Subjects: Theoretical Economics (econ.TH); Computer Science and Game Theory (cs.GT); Econometrics (econ.EM)

Tue, 20 Aug 2019

[4]  arXiv:1908.06325 [pdf, other]
Title: Measuring international uncertainty using global vector autoregressions with drifting parameters
Comments: JEL: C11, C55, E32, E66, G15; Keywords: Bayesian global vector autoregressive model, state space modeling, hierarchical priors, factor stochastic volatility, stochastic volatility in mean
Subjects: Econometrics (econ.EM); Applications (stat.AP)
[5]  arXiv:1908.06133 [pdf, ps, other]
Title: A model of discrete choice based on reinforcement learning under short-term memory
Comments: 26 pages, 5 figures
Subjects: Econometrics (econ.EM)
[6]  arXiv:1908.06438 (cross-list from stat.ME) [pdf, other]
Title: Spectral inference for large Stochastic Blockmodels with nodal covariates
Subjects: Methodology (stat.ME); Econometrics (econ.EM); Computation (stat.CO); Machine Learning (stat.ML)

Mon, 19 Aug 2019

[7]  arXiv:1908.05894 [pdf, other]
Title: Forward-Selected Panel Data Approach for Program Evaluation
Subjects: Econometrics (econ.EM)
[8]  arXiv:1908.05824 [pdf, ps, other]
Title: Testing the Drift-Diffusion Model
Subjects: Econometrics (econ.EM); Theoretical Economics (econ.TH)
[9]  arXiv:1908.05714 [pdf, ps, other]
Title: Injectivity and the Law of Demand
Authors: Roy Allen
Comments: 22 pages
Subjects: Econometrics (econ.EM)
[10]  arXiv:1908.05811 (cross-list from stat.ME) [pdf, other]
Title: Counting Defiers
Authors: Amanda Kowalski
Subjects: Methodology (stat.ME); Econometrics (econ.EM)
[11]  arXiv:1908.05810 (cross-list from stat.ME) [pdf, other]
Title: A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial
Authors: Amanda Kowalski
Subjects: Methodology (stat.ME); Econometrics (econ.EM)
[12]  arXiv:1908.05752 (cross-list from math.ST) [pdf, other]
Title: Isotonic regression discontinuity designs
Subjects: Statistics Theory (math.ST); Econometrics (econ.EM); Applications (stat.AP); Methodology (stat.ME)
[13]  arXiv:1908.03152 (cross-list from math.ST) [pdf, other]
Title: Analysis of Networks via the Sparse $β$-Model
Comments: 38 pages
Subjects: Statistics Theory (math.ST); Econometrics (econ.EM); Methodology (stat.ME)

Fri, 16 Aug 2019

[14]  arXiv:1908.05476 [pdf, other]
Title: Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
Subjects: Econometrics (econ.EM)

Thu, 15 Aug 2019

[15]  arXiv:1908.05255 (cross-list from math.ST) [pdf, other]
Title: On rank estimators in increasing dimensions
Comments: to appear in Journal of Econometrics
Subjects: Statistics Theory (math.ST); Econometrics (econ.EM)
[ total of 15 entries: 1-15 ]
[ showing up to 25 entries per page: fewer | more ]

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