Econometrics Papers

Demographic Transition and the Dynamics of Income Distribution in Japan: A Bayesian State-Space Approach Kazuhiko Kakamu arxiv.org/abs/2605.18138 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Comment on Scientific production in the era of large language models Thomas Renault, Antonin Bergeaud, Clément Bosquet arxiv.org/abs/2605.17979 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Nonparametric Bayesian Policy Learning Haonan Ye arxiv.org/abs/2605.17068 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects Denis Chetverikov, Jesper R. -V. Sørensen, Bo Honoré arxiv.org/abs/2605.17052 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Designing Persuasive Experiments Karun Adusumilli, Abhi Vemulapati arxiv.org/abs/2605.16703 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices Masahiro Tanaka arxiv.org/abs/2605.15966 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙴]

Tweedie's Formula, Variance Functions, and Score-Driven Updating Peter Reinhard Hansen, Chen Tong arxiv.org/abs/2605.15902 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙴]

Double Descent and Benign Overfitting in Macroeconomic Forecasting Andrea Carriero, Florian Huber, Davide Pettenuzzo arxiv.org/abs/2605.15358 [𝚎𝚌𝚘𝚗.𝙴𝙼]

EnergyAgentBench: Benchmarking LLM Agents on Live Energy Infrastructure Data Eliseo Curcio arxiv.org/abs/2605.15230 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Identification and Estimation of Staggered Difference-in-Differences with Network Spillovers Hayato Tagawa arxiv.org/abs/2605.15119 [𝚎𝚌𝚘𝚗.𝙴𝙼]

A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects Tymon Słoczyński, Liyang Sun, S. Derya Uysal arxiv.org/abs/2605.15115 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙴]

Monetary Policy in the Media Spotlight: Sentiments, Signals, and Economic Impact Firmin Ayivodji, Etienne Briand, Kevin Moran, Dalibor Stevanovic arxiv.org/abs/2605.15092 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Partial Identification of the Valuation Distribution in Sequential English Auctions Dongwoo Kim, Kyoo il Kim, Pallavi Pal arxiv.org/abs/2605.14400 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization Irene Aldridge arxiv.org/abs/2605.14019 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚌𝚜.𝙻𝙶 𝚖𝚊𝚝𝚑.𝚂𝚃 𝚜𝚝𝚊𝚝.𝙲𝙾]

Analyzing the Impact of Release Season and Production Budget on Movie Revenue and Profitability Mohammad Jalili Torkamani, Pedro Gomes, Amirmohammad Sadeghnejad, Jason Le arxiv.org/abs/2605.12551 [𝚎𝚌𝚘𝚗.𝙴𝙼]

The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support Kyriakos Christodoulides arxiv.org/abs/2605.12547 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚌𝚜.𝙻𝙶 𝚚-𝚏𝚒𝚗.𝚂𝚃 𝚜𝚝𝚊𝚝.𝙰𝙿]

A Grid-Rate Condition for Valid Uniform Inference Emmanuel Selorm Tsyawo arxiv.org/abs/2605.12284 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Higher-Order Neyman Orthogonality in Moment-Condition Models Stéphane Bonhomme, Koen Jochmans, Whitney K. Newey, Martin Weidner arxiv.org/abs/2605.10842 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚖𝚊𝚝𝚑.𝚂𝚃]

LGB+: A Macroeconomic Forecasting Road Test Philippe Goulet Coulombe arxiv.org/abs/2605.09740 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙴 𝚜𝚝𝚊𝚝.𝙼𝙻]

Quantifying the Risk-Return Tradeoff in Forecasting Philippe Goulet Coulombe arxiv.org/abs/2605.09712 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚚-𝚏𝚒𝚗.𝙿𝙼 𝚜𝚝𝚊𝚝.𝙼𝙻]