Economics & Finance · Interdisciplinary & Society
Econometrics
The newest papers in Econometrics that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
78 papers, from 31 August 2026 to 5 November 2026: 50 arXiv preprints and 28 OpenAlex records.
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Newest papers
Patch Attention Wisely: Understanding Patch Length in Attention-Based Forecasting
Attention-based time series forecasters commonly group consecutive observations into patches.Offline Learning of Reserve Prices from Censored Bids
We study how a seller can learn a reserve price for a second-price auction from censored historical bid data.Regression with Many Generated Controls
We consider linear regression when some covariates are endogenous, a variable sufficient to control for endogeneity exists but is latent, and the practitioner can generate many proxies for the…Double Machine Learning for Panel Data: Identification, Specification, and a Bank Regulation Effect
This paper examines robustness and causal interpretation of panel estimates using double/debiased machine learning.Regret-based Characterization, Information Limits, and the Sample Complexity of Auditing Adaptive Policies
A policy can earn its performance by where it locates on average or by reacting to information.Specification LASSO and a Flexible Characteristics-Based Asset Pricing Model
This paper studies a partially linear semiparametric additive model that allows for interactions among variables in high-dimensional settings.PanelGP: A Probabilistic Factor Model for Asset-Return Panels
We develop PanelGP, a conditional factor model for large panels of stock returns in which firm characteristics determine the factor loadings and economic conditions determine the expected factors.Learning AI Agents, Market Makers, and Stress in Automated Markets
Automated markets increasingly route order flow from learning trading agents through automated market makers (AMMs).Estimating Average Treatment Effects with Projected Instrumental Variables
In this paper, we develop a projected instrumental variable framework that relaxes conventional assumptions for causal identification with instrumental variables.Reading the Count: Prediction Markets and Brazil's 2026 Presidential Election
We rebuild the public count of Brazil's 2026 presidential runoff minute by minute from the electoral court's section-level records and compare it with every trade on Kalshi and Polymarket.Orthogonal Inference for Conditional Z-Estimation without Cross-Fitting: A Distributional Nearest-Neighbor Approach
Estimating conditional parameters, such as heterogeneous treatment effects, often requires rich covariate adjustment, even when the parameters are reported along only a few dimensions.Contemporaneous Transmission Networks and Systemic Risk in European Banking
We study how contemporaneous equity-return transmission shapes systemic exposure among 51 listed European banks.Fuji: The Shape, Composition, and Spread of Demand Bursts on Robinhood Chain
Demand on blockchain-based marketplaces arrives in bursts and at a high rate.Model Selection for Off-Policy Evaluation via Pairwise Bellman Validation
Model selection and hyperparameter tuning pose a central challenge in off-policy evaluation (OPE) because errors of fitted Q-functions and occupancy-ratio estimates cannot be directly evaluated from…Arithmetic Models for Commodity Futures, Vanilla, and Calendar Spread Options
We develop an arithmetic multi-factor stochastic volatility model for commodity futures and options.Where Has the Foreign Signal Gone?
We compare the relation between sentiment noise in the Twitter feed and losses for stocks of domestic and foreign firms.OptScientist: Automated Discovery of Optimization Laws
Many scientific phenomena are best understood as outcomes of underlying optimization problems, yet automated scientific discovery has largely focused on recovering equations that describe observed…Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models
Modeling limit order book (LOB) dynamics is central to market forecasting and execution-strategy evaluation.Graph-Regularized Synthetic Control for Stable Counterfactual Estimation under Donor Redundancy
Synthetic control methods estimate counterfactual outcomes by weighting untreated donor units to match a treated unit before treatment.Agentic AI in Automated Markets
Automated markets increasingly host autonomous, learning trading agents and are powered by formulaic automated market makers (AMMs).