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.
Get the few papers worth your time in Econometrics every morning.
Follow Econometrics and ReadSearch reads its new papers each day, then brings you the few worth reading, each with its key finding in a sentence.
Newest papers, page 2
Risk Measures for the Climate Transition Age: Why Symmetric Risk Budgets are unlikely to mitigate two-dimensionally asymmetric Climate Change risks
The most widely used investment risk measures - variance, standard deviation, and tracking error - treat upside deviations as equally undesirable as downside losses.Inference on the Value of Policy Improvement in Adaptive Experiments
In this paper, we develop an asymptotically normal estimator for the value of policy improvement (VPI) under adaptively collected data.Realized Tail-Risk Conditional Autoregressive Expectile Models: Accurate and Stable Forecasting Performance
A realized tail-risk conditional autoregressive expectile (RTCARE) model is proposed for joint forecasting of value-at-risk (VaR) and expected shortfall (ES).Cluster-Robust Prediction-Powered Inference
Data collection is often costly or logistically demanding, limiting both the questions researchers can pursue and how precisely they can answer them.From a Hierarchy of Stochastic Differential Equations to a Hierarchy of Generalized Beta Distributions
We introduce a mean-reverting stochastic differential equation with a three-component stochastic term and show that it generates a hierarchy of steady-state (stationary) distributions.Vine Copula VAR:From Recursive Margins to Joint Forecast Inference
Joint-event forecasts often combine a dependence estimate based on past forecast errors with newly estimated marginal distributions.Measuring Trade Direction in a Prediction Market: Settlement Ground Truth and Trading-Cost Measurement on Polymarket
Trade-sign errors can change measured trading costs even when classification accuracy is high.Causal Lag Structure Discovery in Confounded Time Series via Orthogonalized Adaptive Estimation
Finding which variables cause which others in multivariate time series, and at what lags, is central to science and policy, yet existing methods force a choice between flexible confounder…A Simple Algorithm Breaking the 1/3 Barrier for Approximate Nash Equilibria in Bimatrix Games
The PPAD-completeness of computing Nash equilibria in bimatrix games has driven extensive research into polynomial-time algorithms for $ε$-approximate Nash equilibria.Cross-Fitting Under Nonregularity: Normality and Inference via Locality
Cross-fitting is routine in much of applied research.Pragmatic DML with AI-Learned Representations
Text, images, and other rich covariates are increasingly compressed into AI-learned representations and then used as controls in causal analysis.Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice
This study considers the problem of portfolio choice, where we recommend a portfolio to an investor to maximize the expected utility of their wealth.Optimal Allocation and Volume under Surface
This paper develops a framework for estimation and inference on the volumes of sets that are projections of critical function sets, focusing particularly on the convex body beneath the optimal…Partial identification with entropy regularized optimal transport
In many statistical settings, the available data and maintained assumptions do not suffice to uniquely identify the model parameters of interest.Inherited Wage Dispersion and Optimal Discretion in a Dual-Rigidity TANK Model
How does an inherited cross-type wage gap enter Markov-perfect discretionary monetary policy when transfers are passive?Price Stability in the European Union: A Systemic Approach Using Random Matrix Theory
Price stability remains a pillar in monetary policy practices and carries a special importance within monetary unions.Evolution of Market Microstructure in the Age of AI
Market microstructure studies how trading rules turn orders into prices and allocations.The Potential of Nighttime Light Imagery for Detailed Local Economic Analysis
This manuscript is an English translation and extended version of a paper originally published in Japanese (2022).Multi-Dimensional Matching
We study a matching mechanism where agents and objects are described by features rather than complete rankings.Conditional Tensor Diffusion: Distributional Counterfactual Learning and Inference
Causal inference guides operational and managerial decisions but remains challenging in high-dimensional panel or tensor settings, where decisions may depend on the joint conditional distribution of…