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Every paper Pith has read. Search by title, abstract, or pith.
157 papers in econ.EM · page 1
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Grid growth faster than r_n to the 1/4 ensures valid uniform inference
A Grid-Rate Condition for Valid Uniform Inference
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Moments made orthogonal to any order with fixed extra parameters
Higher-Order Neyman Orthogonality in Moment-Condition Models
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Movie revenue tied more to budget than release season
Analyzing the Impact of Release Season and Production Budget on Movie Revenue and Profitability
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Hybrid booster adds linear terms to trees for macro forecasts
LGB+: A Macroeconomic Forecasting Road Test
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Risk-adjusted metrics favor professional forecasters
Quantifying the Risk-Return Tradeoff in Forecasting
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Index flags 10% of suppliers with atypical payment regimes
The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support
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Control-system model breaks middle-income trap
Engineering Economy: A New Paradigm for Escaping the Middle-Income Trap
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Conditions ensure correct Heuristic Rating Estimation
Sufficient conditions for a Heuristic Rating Estimation Method application
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GRU nowcasts Italian municipal income from nightlights at 4% median error
Nowcasting Italian Municipal Income with Nightlights: A Deep Learning Approach
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Nonparametric EB intervals reach nominal coverage asymptotically
Nonparametric Empirical Bayes Confidence Intervals
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Rolling calibration window optimizes conformal coverage for time series
Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
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AI Changes Incidence and Visibility of Econometric Failures
Vibe Econometrics and the Analysis Contract
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Self-normalized CUSUM tests remove bandwidth choices from forecast comparisons
Self-normalized tests for multistep conditional predictive ability
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Neural method delivers valid bounds on individual causal effects
Causal EpiNets: Precision-corrected Bounds on Individual Treatment Effects using Epistemic Neural Networks
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Orthogonal moments remove incidental bias in two-way panel regressions
Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
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RL agents narrow equity gaps in NYC 311 complaint routing
Scaling the Queue: Reinforcement Learning for Equitable Call Classification Capacity in NYC Municipal Complaint Systems
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Neyman score dictates balancing in debiased machine learning
Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
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This paper develops a new algorithm for setting prices dynamically when customer demand…
Optimal Contextual Pricing under Agnostic Non-Lipschitz Demand
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Averaging LP and VAR cuts impulse response MSE
Estimator Averaging of Local Projection and VAR Impulse Responses
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State-dependent projections recover causal responses under linearity
Causal State-Dependent Local Projections
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DiD estimator picks pre-trend length to minimize MSE
MSE-Optimal Difference-in-Differences Estimator
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Panel bias corrected by inverting outcome mapping at exponential rate
Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
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Recentering moments yields efficient GMM under misspecification
Efficient GMM and Weighting Matrix under Misspecification
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Test rejects stable preferences from singles to couples
It's complicated: A Non-parametric Test of Preference Stability between Singles and Couples
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Local groups split Bellman operator into exact subproblems
Scalable Structural Estimation of Networked Infrastructure: Exact Decomposition for Localized Coordination
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Simultaneous bands give valid joint inference on forecast skill scores
Uncertainty Quantification in Forecast Comparisons
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Survey design corrects coverage in modern DiD standard errors
Design-Based Variance Estimation for Modern Heterogeneity-Robust Difference-in-Differences Estimators
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Standard survey formulas deliver valid SEs for modern DiD estimators
Design-Based Variance Estimation for Modern Heterogeneity-Robust Difference-in-Differences Estimators
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The paper derives the efficient influence function for the local average treatment effect…
Doubly Robust Instrumented Difference-in-Differences
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Low-rank smoothing recovers peer effects from noisy networks
Estimating peer effects in noisy, low-rank networks via network smoothing
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Optimal test-and-roll sample size is one third of the population
Prior-Free Sample Size Design for Test-and-Roll Experiments
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LS-MD estimator recovers dynamic coefficients despite measurement error
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
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Eigenvalue method cuts Monte Carlo paths from 1M to 10
Fast Monte-Carlo
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Polynomial approximation controls regret by Hellinger distance in Gaussian empirical Bayes
Sharp regret-Hellinger bounds for Gaussian empirical Bayes via polynomial approximation
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Two-step method estimates quantiles of panel slope heterogeneity
Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient
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Exact analytical expressions for the Gauss-Cauchy convolution density enable stable…
Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
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Orthogonal estimator recovers BLP price coefficients with many characteristics
Estimation of BLP models with high-dimensional controls
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This paper introduces a Hall-Sandpile model that applies a physics analogy of sideways…
Hall-Like Transversal Stress and Sandpile Criticality on Real Production Networks
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Randomized tests plus simulators fix bias in model logs
The Partial Testimony of Logs: Evaluation of Language Model Generation under Confounded Model Choice
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Penalized likelihood ensures existence in sparse network models
Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity
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Bootstrap adapts to four clustering regimes for valid tests
Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
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LS estimator distribution unchanged when over-including panel factors
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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Bias correction fixes LS estimates in dynamic panels with factors
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
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Two-step estimator adds interactive fixed effects to BLP demand models
Estimation of random coefficients logit demand models with interactive fixed effects
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Information leakage score works for just 0.7% of Polymarket markets
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
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Three streaming covariance algorithms match exactly in exact math
$2B$ or Not $2B$: A Tale of Three Algorithms for Streaming: Covariance Estimation after Welford and Chan-Golub-LeVeque
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Subsampling validates inference in serially correlated two-way clustered panels
Subsampling Under Two-way Clustering with Serial Correlation
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IFE estimator fails to recover ATT when heterogeneity has factor structure
Treatment-effect heterogeneity and interactive fixed effects: Can we control for too much?
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Staggered DiD estimator consistent if either model is correct
Doubly robust local projections difference-in-differences
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Bootstrap replicates MLE distribution in nonlinear panel models
Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects