Econometrics

Triple/Double-Debiased Lasso Denis Chetverikov, Jesper R. -V. Sørensen, Aleh Tsyvinski arxiv.org/abs/2603.20134 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚖𝚊𝚝𝚑.𝚂𝚃 𝚜𝚝𝚊𝚝.𝚃𝙷]

Inference in Regression Discontinuity Designs with Clustered Data Claudia Noack, Tomasz Olma, Christoph Rothe arxiv.org/abs/2603.18870 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙴]

An Auditable AI Agent Loop for Empirical Economics: A Case Study in Forecast Combination Minchul Shin arxiv.org/abs/2603.17381 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙻]

Towards Measuring Disruptive Innovation Across Countries Christian Rutzer, Dragan Filimonovic, Jeffrey T. Macher, Rolf Weder arxiv.org/abs/2603.17881 [𝚎𝚌𝚘𝚗.𝙴𝙼]

P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing Davit Gondauri arxiv.org/abs/2603.15652 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚚-𝚏𝚒𝚗.𝙿𝙼]

Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity Fei Shang (Guangdong University of Foreign Studies), Tomasz Woźniak (University of Melbourne) arxiv.org/abs/2603.16035 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach Fernando Delbianco arxiv.org/abs/2603.13505 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Estimating Earth's Temperature Response with Transformed and Augmented OLS Justin Sun arxiv.org/abs/2603.13766 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Enhancing the Accuracy of Regional Input-Output Table Estimation: A Deep Learning Approach Shogo Fukui arxiv.org/abs/2603.13823 [𝚎𝚌𝚘𝚗.𝙴𝙼]

The Privacy-Utility Trade-Off of Location Tracking in Ad Personalization Mohammad Mosaffa, Omid Rafieian arxiv.org/abs/2603.12374 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚌𝚜.𝙻𝙶]

Heterogeneous Elasticities, Aggregation, and Retransformation Bias Ellen Munroe, Alexander Newton, Meet Shah arxiv.org/abs/2603.12536 [𝚎𝚌𝚘𝚗.𝙴𝙼]

On the Use of Design-Based Simulations Bruno Ferman arxiv.org/abs/2603.11381 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Variance Estimation with Dependence and Heterogeneous Means Luther Yap arxiv.org/abs/2603.11497 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙼𝙴]

Shrinkage Regularization for (Non)Linear Serial Dependence Test Francesco Giancaterini, Alain Hecq, Joann Jasiak, Aryan Manafi Neyazi arxiv.org/abs/2603.10152 [𝚎𝚌𝚘𝚗.𝙴𝙼]

Double Machine Learning for Time Series Milos Ciganovic, Federico D'Amario, Massimiliano Tancioni arxiv.org/abs/2603.10999 [𝚎𝚌𝚘𝚗.𝙴𝙼]

5.1 earthquake 📍 65 km N of Balkanabat, Turkmenistan 🕒 Mar 11 7:55:18 UTC (16m ago) ⬇️ Depth: 10 km earthquake.usgs.gov/earthquakes/ev…

Hippocratic Utility Tomasz Strzalecki arxiv.org/abs/2603.06820 [𝚎𝚌𝚘𝚗.𝙴𝙼]

On the Rates of Convergence of Induced Ordered Statistics and their Applications Federico A. Bugni, Ivan A. Canay, Deborah Kim arxiv.org/abs/2603.07255 [𝚎𝚌𝚘𝚗.𝙴𝙼]

ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics Minchul Shin, Nathan Schor arxiv.org/abs/2603.07458 [𝚎𝚌𝚘𝚗.𝙴𝙼 𝚜𝚝𝚊𝚝.𝙰𝙿]

Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions Lixiong Li arxiv.org/abs/2603.07722 [𝚎𝚌𝚘𝚗.𝙴𝙼]