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Content
2023
- 2302.13718 Why Do Students Lie and Should We Worry? An Analysis of Non-truthful Reporting
by Emil Chrisander & Andreas Bjerre-Nielsen
- 2302.13695 Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks
by Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou
- 2302.13656 A rational measure of irrationality
by Davide Carpentiere & Alfio Giarlotta & Stephen Watson
- 2302.13646 A Tale of Tail Covariances (and Diversified Tails)
by Jan Rosenzweig
- 2302.13455 Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think
by Ziwei Mei & Liugang Sheng & Zhentao Shi
- 2302.13430 Accounting for Cross-Location Technological Heterogeneity in the Measurement of Operations Efficiency and Productivity
by Emir Malikov & Jingfang Zhang & Shunan Zhao & Subal C. Kumbhakar
- 2302.13429 A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity
by Emir Malikov & Shunan Zhao & Jingfang Zhang
- 2302.13427 Detecting Learning by Exporting and from Exporters
by Jingfang Zhang & Emir Malikov
- 2302.13426 Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives
by Christian Keller & Michael C. Tseng
- 2302.13245 Physical Momentum in the Indian Stock Market
by Naresh Kumar Devulapally & Tulasi Narendra Das Tripurana
- 2302.13121 The Contribution of Tourism in National Economies: Evidence of Greece
by Olga Kalantzi & Dimitrios Tsiotas & Serafeim Polyzos
- 2302.13076 Order in Innovation
by Martin Ho & Henry CW Price & Tim S Evans & Eoin O'Sullivan
- 2302.13070 Elicitability of Return Risk Measures
by Mucahit Aygun & Fabio Bellini & Roger J. A. Laeven
- 2302.13066 Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
by Sascha A. Keweloh & Mathias Klein & Jan Pruser
- 2302.12999 Informality, Education-Occupation Mismatch, and Wages: Evidence from India
by Shweta Bahl & Ajay Sharma
- 2302.12777 On the Misspecification of Linear Assumptions in Synthetic Control
by Achille Nazaret & Claudia Shi & David M. Blei
- 2302.12770 Signalling for Electricity Demand Response: When is Truth Telling Optimal?
by Rene Aid & Anupama Kowli & Ankur A. Kulkarni
- 2302.12670 Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning
by Rui Miao & Zhengling Qi & Cong Shi & Lin Lin
- 2302.12612 Detecting Rough Volatility: A Filtering Approach
by Camilla Damian & Rudiger Frey
- 2302.12500 Preparing random state for quantum financing with quantum walks
by Yen-Jui Chang & Wei-Ting Wang & Hao-Yuan Chen & Shih-Wei Liao & Ching-Ray Chang
- 2302.12439 Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
by Ivan Guo & Nicolas Langren'e & Jiahao Wu
- 2302.12319 Age and market capitalization drive large price variations of cryptocurrencies
by Arthur A. B. Pessa & Matjaz Perc & Haroldo V. Ribeiro
- 2302.12225 Behavioral acceptance of automated vehicles: The roles of perceived safety concern and current travel behavior
by Fatemeh Nazari & Mohamadhossein Noruzoliaee & Abolfazl Mohammadian
- 2302.12223 Coordination via Selling Information
by Alessandro Bonatti & Munther Dahleh & Thibaut Horel & Amir Nouripour
- 2302.12167 A Principal-Agent Model for Optimal Incentives in Renewable Investments
by Ren'e Aid & Annika Kemper & Nizar Touzi
- 2302.12140 Strategyproof Social Decision Schemes on Super Condorcet Domains
by Felix Brand & Patrick Lederer & Sascha Tausch
- 2302.12118 Financial Distress Prediction For Small And Medium Enterprises Using Machine Learning Techniques
by Yuan Gao & Biao Jiang & Jietong Zhou
- 2302.11942 Liquidity Providers Greeks and Impermanent Gain
by Niccol`o Bardoscia & Alessandro Nodari
- 2302.11890 Characterizations of Sequential Valuation Rules
by Chris Dong & Patrick Lederer
- 2302.11835 Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs
by Aldo Glielmo & Marco Favorito & Debmallya Chanda & Domenico Delli Gatti
- 2302.11829 Learning to Manipulate a Commitment Optimizer
by Yurong Chen & Xiaotie Deng & Jiarui Gan & Yuhao Li
- 2302.11822 Multi-kernel property in high-frequency price dynamics under Hawkes model
by Kyungsub Lee
- 2302.11729 Factor Exposure Heterogeneity in Green and Brown Stocks
by David Ardia & Keven Bluteau & Gabriel Lortie-Cloutier & Thien-Duy Tran
- 2302.11715 Variable Importance Matching for Causal Inference
by Quinn Lanners & Harsh Parikh & Alexander Volfovsky & Cynthia Rudin & David Page
- 2302.11701 Pairwise counter-monotonicity
by Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang
- 2302.11675 Economics and human dimension of active managment of forest grassland ecotone in south-central USA under changing climate
by Bijesh Mishra
- 2302.11652 Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
by Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden
- 2302.11643 An Empirical Analysis of Optimal Nonlinear Pricing in Business-to-Business Markets
by Soheil Ghili & Russ Yoon
- 2302.11505 Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes
by Federico A. Bugni & Ivan A. Canay & Steve McBride
- 2302.11451 Estimating the loss of economic predictability from aggregating firm-level production networks
by Christian Diem & Andr'as Borsos & Tobias Reisch & J'anos Kert'esz & Stefan Thurner
- 2302.11436 Industrial Policy for Advanced AI: Compute Pricing and the Safety Tax
by Mckay Jensen & Nicholas Emery-Xu & Robert Trager
- 2302.11423 The inverse Cox-Ingersoll-Ross process for parsimonious financial price modeling
by Li Lin & Didier Sornette
- 2302.11376 Institutional reforms and the employment effects of spatially targeted investment grants: The case of Germany's GRW
by Bjorn Alecke & Timo Mitze
- 2302.11371 FTX's downfall and Binance's consolidation: The fragility of centralised digital finance
by David Vidal-Tom'as & Antonio Briola & Tomaso Aste
- 2302.11250 The Complexity of Debt Swapping
by Henri Froese & Martin Hoefer & Lisa Wilhelmi
- 2302.11212 Simple Analytics of the Government Investment Multiplier
by Chunbing Cai & Jordan Roulleau-Pasdeloup
- 2302.11128 Ignorance Is Bliss: The Screening Effect of (Noisy) Information
by Felix Zhiyu Feng & Wenyu Wang & Yufeng Wu & Gaoqing Zhang
- 2302.11017 Enhancing Energy System Models Using Better Load Forecasts
by Thomas Mobius & Mira Watermeyer & Oliver Grothe & Felix Musgens
- 2302.10573 Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection
by Andries Steenkamp
- 2302.10562 Renewable Energy Expansion under Taxes and Subsidies: A Transmission Operator's Perspective
by Nikita Belyak & Steven A. Gabriel & Nikolay Khabarov & Fabricio Oliveira
- 2302.10490 Creating Disasters: Recession Forecasting with GAN-Generated Synthetic Time Series Data
by Sam Dannels
- 2302.10485 Optimal investment with a noisy signal of future stock prices
by Peter Bank & Yan Dolinsky
- 2302.10252 Monetary Policy, Digital Assets, and DeFi Activity
by Antzelos Kyriazis & Iason Ofeidis & Georgios Palaiokrassas & Leandros Tassiulas
- 2302.10175 Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
by Wee Ling Tan & Stephen Roberts & Stefan Zohren
- 2302.10140 The financial health of a company and the risk of its default: Back to the future
by Gianmarco Bet & Francesco Dainelli & Eugenio Fabrizi
- 2302.10026 What is essential is visible to the eye: Saliency in primary school ranking and its effect on academic achievements
by Francois-Xavier Ladant & Julien Hedou & Paolo Sestito & Falco J. Bargagli-Stoffi
- 2302.09986 Determinants of Performance in European ATM -- How to Analyze a Diverse Industry
by Thomas Standfuss & Georg Hirte & Frank Fichert & Hartmut Fricke
- 2302.09916 Goal oriented indicators for food systems based on FAIR data
by Ronit Purian
- 2302.09906 Revealing production networks from firm growth dynamics
by Luca Mungo & Jos'e Moran
- 2302.09871 Attitudes and Latent Class Choice Models using Machine learning
by Lorena Torres Lahoz & Francisco Camara Pereira & Georges Sfeir & Ioanna Arkoudi & Mayara Moraes Monteiro & Carlos Lima Azevedo
- 2302.09861 Effort Discrimination and Curvature of Contest Technology in Conflict Networks
by Xiang Sun & Jin Xu & Junjie Zhou
- 2302.09756 Identification-robust inference for the LATE with high-dimensional covariates
by Yukun Ma
- 2302.09551 Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)
by Jiahua Xu & Yebo Feng & Daniel Perez & Benjamin Livshits
- 2302.09548 Legitimacy of collective decisions: a mechanism design approach
by Kirneva Margarita & N'u~nez Mat'ias
- 2302.09537 The Globalization-Inequality Nexus: A Comparative Study of Developed and Developing Countries
by Md Shah Naoaj
- 2302.09438 Does Machine Learning Amplify Pricing Errors in the Housing Market? -- The Economics of Machine Learning Feedback Loops
by Nikhil Malik & Emaad Manzoor
- 2302.09427 Multiplayer War of Attrition with Asymmetric Private Information
by Hongcheng Li
- 2302.09421 Microfoundations of Expected Utility and Response Times
by Valdes Salvador & Gonzalo ValdesEdwards
- 2302.09382 Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
by Yutong Lu & Gesine Reinert & Mihai Cucuringu
- 2302.09336 Pulse in collapse: a game dynamics experiment
by Wang Yijia & Wang Zhijian
- 2302.09297 Subsidizing agricultural inputs in Senegal: Comparative analysis of three modes of intervention using a farm household model
by Aymeric Ricome & Kamel Louhichi & Sergio Gomez y Paloma
- 2302.09255 Clustered Covariate Regression
by Abdul-Nasah Soale & Emmanuel Selorm Tsyawo
- 2302.09218 Optimal Mix Among PAYGO, EET and Individual Savings
by Lin He & Zongxia Liang & Zhaojie Ren & Yilun Song
- 2302.09176 Generative Ornstein-Uhlenbeck Markets via Geometric Deep Learning
by Anastasis Kratsios & Cody Hyndman
- 2302.09168 Screening Signal-Manipulating Agents via Contests
by Yingkai Li & Xiaoyun Qiu
- 2302.09131 Nash equilibrium selection by eigenvalue control
by Wang Zhijian
- 2302.09009 Invoice discounting using kelly criterion by automated market makers-like implementations
by Peplluis R. Esteva & Alberto Ballesteros Rodr'iguez
- 2302.08987 Firm-level supply chains to minimize unemployment and economic losses in rapid decarbonization scenarios
by Johannes Stangl & Andr'as Borsos & Christian Diem & Tobias Reisch & Stefan Thurner
- 2302.08920 A tale of two tails: 130 years of growth-at-risk
by Martin Gachter & Elias Hasler & Florian Huber
- 2302.08911 DSE Stock Price Prediction using Hidden Markov Model
by Raihan Tanvir & Md Tanvir Rouf Shawon & Md. Golam Rabiul Alam
- 2302.08897 Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?
by Mostafa R. Sarkandiz
- 2302.08854 Post Reinforcement Learning Inference
by Vasilis Syrgkanis & Ruohan Zhan
- 2302.08838 Measuring distribution risk in discrete models
by Roberto Fontana & Patrizia Semeraro
- 2302.08829 Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
by Matteo Smerlak
- 2302.08819 SPX, VIX and scale-invariant LSV\footnote{Local Stochastic Volatility}
by Alexander Lipton & Adil Reghai
- 2302.08809 Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models
by Filippo de Feo & Salvatore Federico & Andrzej 'Swik{e}ch
- 2302.08758 Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding
by Jaehyuk Choi & Jeonggyu Huh & Nan Su
- 2302.08731 Optimal management of DB pension fund under both underfunded and overfunded cases
by Guohui Guan & Zongxia Liang & Yi Xia
- 2302.08691 Contest in Multitasking: An Evidence from Chinese County Officials' Promotion Assessment
by Yuanhao Zhang
- 2302.08599 Welfare Distribution in Two-sided Random Matching Markets
by Itai Ashlagi & Mark Braverman & Geng Zhao
- 2302.08541 Stable Marriage, Children, and Intrahousehold Allocations
by Mikhail Freer & Khushboo Surana
- 2302.08456 Adverse weather amplifies social media activity
by Kelton Minor & Esteban Moro & Nick Obradovich
- 2302.08323 Reevaluating the Taylor Rule with Machine Learning
by Alper Deniz Karakas
- 2302.08302 Stochastic control problems with state-reflections arising from relaxed benchmark tracking
by Lijun Bo & Yijie Huang & Xiang Yu
- 2302.08253 Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models
by Marina Santacroce & Paola Siri & Barbara Trivellato
- 2302.08208 A Look at Financial Dependencies by Means of Econophysics and Financial Economics
by M. Raddant & T. Di Matteo
- 2302.08167 Information extraction and artwork pricing
by Jaehyuk Choi & Lan Ju & Jian Li & Zhiyong Tu
- 2302.08097 New $\sqrt{n}$-consistent, numerically stable higher-order influence function estimators
by Lin Liu & Chang Li
- 2302.08065 Wargames as Data: Addressing the Wargamer's Trilemma
by Andrew W. Reddie & Ruby E. Booth & Bethany L. Goldblum & Kiran Lakkaraju & Jason Reinhardt
- 2302.08041 Pricing basket options with the first three moments of the basket: log-normal models and beyond
by Dongdong Hu & Hasanjan Sayit & Frederi Viens
- 2302.08002 Deep Learning Enhanced Realized GARCH
by Chen Liu & Chao Wang & Minh-Ngoc Tran & Robert Kohn
- 2302.07996 A Comparison of Reinforcement Learning and Deep Trajectory Based Stochastic Control Agents for Stepwise Mean-Variance Hedging
by Ali Fathi & Bernhard Hientzsch
- 2302.07968 The Science of Startups: The Impact of Founder Personalities on Company Success
by Paul X. McCarthy & Xian Gong & Fabian Stephany & Fabian Braesemann & Marian-Andrei Rizoiu & Margaret L. Kern
- 2302.07935 Market-Based Probability of Stock Returns
by Victor Olkhov
- 2302.07911 From Reality Keys to Oraclize. A Deep Dive into the History of Bitcoin Oracles
by Giulio Caldarelli
- 2302.07822 Silkswap: An asymmetric automated market maker model for stablecoins
by Nicola Cantarutti & Alex Harker & Carter Woetzel
- 2302.07796 A Comparative Predicting Stock Prices using Heston and Geometric Brownian Motion Models
by H. T. Shehzad & M. A. Anwar & M. Razzaq
- 2302.07758 Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation
by Aur'elien Alfonsi
- 2302.07721 Regime-switching affine term structures
by Andreas Celary & Paul Eisenberg & Zehra Eksi
- 2302.07695 Genetic multi-armed bandits: a reinforcement learning approach for discrete optimization via simulation
by Deniz Preil & Michael Krapp
- 2302.07631 Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters
by Qi Chen & Chao Guo
- 2302.07627 LP-Duality Theory and the Cores of Games
by Vijay V. Vazirani
- 2302.07619 A study on Non-Performing Assets Cases and Cryptocurrency in Japan
by Burina Fujiwara
- 2302.07618 Solidarity to achieve stability
by Jorge Alcalde-Unzu & Oihane Gallo & Elena Inarra & Juan D. Moreno-Ternero
- 2302.07525 Efficiency in European Air Traffic Management -- A Fundamental Analysis of Data, Models, and Methods
by Thomas Standfuss & Georg Hirte & Michael Schultz & Hartmut Fricke
- 2302.07470 On time-consistent equilibrium stopping under aggregation of diverse discount rates
by Shuoqing Deng & Xiang Yu & Jiacheng Zhang
- 2302.07413 A Guide to Regression Discontinuity Designs in Medical Applications
by Matias D. Cattaneo & Luke Keele & Rocio Titiunik
- 2302.07320 Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
by Mohamed Hamdouche & Pierre Henry-Labordere & Huyen Pham
- 2302.07117 Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam
by Quyen Van & Vy Tran
- 2302.07052 Sequential Estimation of Multivariate Factor Stochastic Volatility Models
by Giorgio Calzolari & Roxana Halbleib & Christian Mucher
- 2302.06958 For One and All: Individual and Group Fairness in the Allocation of Indivisible Goods
by Jonathan Scarlett & Nicholas Teh & Yair Zick
- 2302.06799 Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
by Ningning Zhang & Ke Zhu
- 2302.06778 Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets
by Minglian Lin & Indranil SenGupta
- 2302.06682 Parametric Differential Machine Learning for Pricing and Calibration
by Arun Kumar Polala & Bernhard Hientzsch
- 2302.06668 Ruin Probabilities for Risk Processes in Stochastic Networks
by Hamed Amini & Zhongyuan Cao & Andreea Minca & Agn`es Sulem
- 2302.06580 Comparison Shopping: Learning Before Buying From Duopolists
by Brian C. Albrecht & Mark Whitmeyer
- 2302.06559 Recommending to Strategic Users
by Andreas Haupt & Dylan Hadfield-Menell & Chara Podimata
- 2302.06348 A Tale of Two Currencies: Cash and Crypto
by Ravi Kashyap
- 2302.06033 Improving Quantal Cognitive Hierarchy Model Through Iterative Population Learning
by Yuhong Xu & Shih-Fen Cheng & Xinyu Chen
- 2302.05831 On the Difficulty of Characterizing Network Formation with Endogenous Behavior
by Benjamin Golub & Yu-Chi Hsieh & Evan Sadler
- 2302.05808 Long-term option pricing with a lower reflecting barrier
by R. Guy Thomas
- 2302.05806 Random Utility, Repeated Choice, and Consumption Dependence
by Christopher Turansick
- 2302.05772 Set-Asides in USDA Food Procurement Auctions
by Ni Yan & WenTing Tao
- 2302.05747 Individualized Treatment Allocation in Sequential Network Games
by Toru Kitagawa & Guanyi Wang
- 2302.05677 A Tractable Truthful Profit Maximization Mechanism Design with Autonomous Agents
by Mina Montazeri & Hamed Kebriaei & Babak N. Araabi
- 2302.05590 Zero-Knowledge Mechanisms
by Ran Canetti & Amos Fiat & Yannai A. Gonczarowski
- 2302.05421 Some asymptotics for short maturity Asian options
by Humayra Shoshi & Indranil SenGupta
- 2302.05404 Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness
by Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara
- 2302.05260 Policy Learning with Rare Outcomes
by Julia Hatamyar & Noemi Kreif
- 2302.05256 Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods
by Will Hicks
- 2302.05243 Modelling Illiquid Stocks Using Quantum Stochastic Calculus
by Will Hicks
- 2302.05219 Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers
by Tobias Bitterli & Fabian Schar
- 2302.05193 Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates
by Christis Katsouris
- 2302.05170 GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations
by Shuaiqiang Liu & Graziana Colonna & Lech A. Grzelak & Cornelis W. Oosterlee
- 2302.05089 On semiparametric estimation of the intercept of the sample selection model: a kernel approach
by Zhewen Pan
- 2302.04938 An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers
by Theo Diamandis & Max Resnick & Tarun Chitra & Guillermo Angeris
- 2302.04734 Pricing cyber-insurance for systems via maturity models
by Henry Skeoch & David Pym
- 2302.04417 Dynamic and Stochastic Rational Behavior
by Nail Kashaev & Victor H. Aguiar & Martin Pl'avala & Charles Gauthier
- 2302.04380 Covariate Adjustment in Experiments with Matched Pairs
by Yuehao Bai & Liang Jiang & Joseph P. Romano & Azeem M. Shaikh & Yichong Zhang
- 2302.04354 Consider or Choose? The Role and Power of Consideration Sets
by Yi-Chun Akchen & Dmitry Mitrofanov
- 2302.04345 Inefficiency of CFMs: hedging perspective and agent-based simulations
by Samuel Cohen & Marc Sabat'e Vidales & David v{S}iv{s}ka & {L}ukasz Szpruch
- 2302.04307 Why the Mansfield Rule can't work: a supply demand analysis
by Paola Cecchi Dimeglio
- 2302.04201 Labor Market Effects of the Venezuelan Refugee Crisis in Brazil
by Hugo Sant'Anna & Samyam Shrestha
- 2302.04184 Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective
by Johann Lussange & Boris Gutkin
- 2302.04110 Assessing the impact of regulations and standards on innovation in the field of AI
by Alessio Tartaro & Adam Leon Smith & Patricia Shaw
- 2302.04068 Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?
by Lioba Heimbach & Eric G. Schertenleib & Roger Wattenhofer
- 2302.04055 The qualitative accuracy of the Becker-DeGroot-Marshak method
by Maximilian Spath
- 2302.04034 Risk sharing, measuring variability, and distortion riskmetrics
by Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang
- 2302.03996 High-Dimensional Granger Causality for Climatic Attribution
by Marina Friedrich & Luca Margaritella & Stephan Smeekes
- 2302.03913 Axiomatization of Random Utility Model with Unobservable Alternatives
by Haruki Kono & Kota Saito & Alec Sandroni
- 2302.03855 Dynamic Programming for Pure-Strategy Subgame Perfection in an Arbitrary Game
by Peter A. Streufert
- 2302.03719 Persuading a Behavioral Agent: Approximately Best Responding and Learning
by Yiling Chen & Tao Lin
- 2302.03694 Characterizing Financial Market Coverage using Artificial Intelligence
by Jean Marie Tshimula & D'Jeff K. Nkashama & Patrick Owusu & Marc Frappier & Pierre-Martin Tardif & Froduald Kabanza & Armelle Brun & Jean-Marc Patenaude & Shengrui Wang & Belkacem Chikhaoui
- 2302.03687 Covariate Adjustment in Stratified Experiments
by Max Cytrynbaum
- 2302.03261 The approach to modeling the value of statistical life using average per capita income
by Stanislav Levytskyi & Oleksandr Gneushev & Vasyl Makhlinets
- 2302.03185 Regulating Oligopolistic Competition
by Kai Hao Yang & Alexander K. Zentefis
- 2302.03172 High-Dimensional Conditionally Gaussian State Space Models with Missing Data
by Joshua C. C. Chan & Aubrey Poon & Dan Zhu
- 2302.03135 Monotone Function Intervals: Theory and Applications
by Kai Hao Yang & Alexander K. Zentefis
- 2302.03131 Extensions for Inference in Difference-in-Differences with Few Treated Clusters
by Luis Alvarez & Bruno Ferman
- 2302.03117 Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits
by Keisuke Hirano & Jack R. Porter
- 2302.02988 Asymptotically Optimal Fixed-Budget Best Arm Identification with Variance-Dependent Bounds
by Masahiro Kato & Masaaki Imaizumi & Takuya Ishihara & Toru Kitagawa
- 2302.02923 In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation
by Alicia Curth & Mihaela van der Schaar
- 2302.02875 NPV, IRR, PI, PP, and DPP: a unified view
by Mikhail V. Sokolov
- 2302.02867 Penalized Quasi-likelihood Estimation and Model Selection in Time Series Models with Parameters on the Boundary
by Heino Bohn Nielsen & Anders Rahbek
- 2302.02866 Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates
by Jesus Gonzalo & Jean-Yves Pitarakis
- 2302.02833 What may future electricity markets look like?
by Pierre Pinson
- 2302.02808 Adaptive local VAR for dynamic economic policy uncertainty spillover
by Niels Gillmann & Ostap Okhrin
- 2302.02769 Modeling and Simulation of Financial Returns under Non-Gaussian Distributions
by Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini
- 2302.02767 Being at the core: firm product specialisation
by Filippo Bontadini & Mercedes Campi & Marco Due~nas
- 2302.02762 Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh
by Md Shah Naoaj & Mir Md Moyazzem Hosen
- 2302.02747 Testing Quantile Forecast Optimality
by Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle
- 2302.02486 The Difference-of-Log-Normals Distribution: Properties, Estimation, and Growth
by Robert Parham
- 2302.02485 Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide
by Robert Parham
- 2302.02476 Estimating Time-Varying Networks for High-Dimensional Time Series
by Jia Chen & Degui Li & Yuning Li & Oliver Linton
- 2302.02370 Testing for Structural Change under Nonstationarity
by Christis Katsouris
- 2302.02269 A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation
by Jos'e-Manuel Pe~na & Fernando Su'arez & Omar Larr'e & Domingo Ram'irez & Arturo Cifuentes
- 2302.02221 A quantification of how much crypto-miners are driving up the wholesale cost of energy in Texas
by Jangho Lee & Lily Wu & Andrew E. Dessler
- 2302.01897 Quantifying Theory in Politics: Identification, Interpretation and the Role of Structural Methods
by Nathan Canen & Kristopher Ramsay
- 2302.01816 Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data
by Jaros{l}aw Gruszka & Janusz Szwabi'nski
- 2302.01775 Using bayesmixedlogit and bayesmixedlogitwtp in Stata
by Matthew J. Baker
- 2302.01668 Empirical analysis in limit order book modeling for Nikkei 225 Stocks with Cox-type intensities
by Shunya Chomei
- 2302.01663 Adversarial blockchain queues and trading on a CFMM
by Andrew W. Macpherson
- 2302.01621 Agreed and Disagreed Uncertainty
by Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti
- 2302.01456 An Insurance Paradigm for Improving Power System Resilience via Distributed Investment
by Farhad Billimoria & Filiberto Fele & Iacopo Savelli & Thomas Morstyn & Malcolm McCulloch
- 2302.01434 Inference in Non-stationary High-Dimensional VARs
by Alain Hecq & Luca Margaritella & Stephan Smeekes
- 2302.01362 Signature SDEs from an affine and polynomial perspective
by Christa Cuchiero & Sara Svaluto-Ferro & Josef Teichmann
- 2302.01236 A Machine Learning Approach to Measuring Climate Adaptation
by Max Vilgalys
- 2302.01233 Sparse High-Dimensional Vector Autoregressive Bootstrap
by Robert Adamek & Stephan Smeekes & Ines Wilms
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