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, page 3
Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target
Forecasters often score the same units per date against one standardized realized outcome.Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets
Day-ahead electricity price forecasts support trading and storage decisions, but for battery arbitrage predicting intraday price spreads is more relevant than predicting individual hourly prices.Stable Policy Learning
In evidence-based policymaking, typically one experimental sample is observed, then a learned policy recommendation is implemented at scale.Conformal Policy Learning with Distribution-Free Safety Guarantees
Policy learning aims to determine who should be treated based on individual characteristics.Eigenvalue-Decomposition Cost Denoising as an Alternative to Predict-then-Optimize for Shortest-Path Problems
Predict-then-optimize methods such as Smart "Predict, then Optimize" (SPO+) of Elmachtoub and Grigas (2022) learn a mapping from contextual features to unknown edge costs and then solve the induced…Beyond Point Forecasts: A Survey on Probabilistic Forecasting for Time Series and Spatiotemporal Data
Probabilistic forecasting is central to decision-making under uncertainty, yet its methodological landscape has become increasingly fragmented across temporal and spatiotemporal forecasting…Synthetic Nearest Neighbors: Extending Synthetic Controls for Matrix Completion with Missing Not at Random Data
We develop a causal framework for matrix completion under missing not at random (MNAR) data.Mechanism Design for Ad-Supported Platforms
Many digital platforms earn revenue by selling content access and displaying ads.Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes
Modeling the joint distribution of extreme values in high-dimensional financial time series is challenging because extremes are sparse and locally extreme observations are not necessarily extreme…Generative Marketing Mix Modeling: A Causal Inference Framework Linking GEO and GEM to Business Impact
Generative artificial intelligence changes how firms reach customers, but standard marketing data do not record how often users see and notice a firm's name in generated answers.Extracting Dataset Mentions in Forced Displacement and FCV Documents: A Weakly Supervised Framework with LLM-Based Label Refinement
Development and humanitarian organizations produce and support surveys, administrative registries, and other data resources to inform research, policy, and operations, yet systematically identifying…PMMS Allocations Need Not Exist for 3 Agents with Additive Valuations
This note gives an instance demonstrating that the pairwise maximin share (PMMS) property cannot be satisfied by any allocation in certain fair division problems with indivisible goods and additive…Filtering without recursion and some of its uses in financial economics
We develop a filter for time series, defined at each time $t$ as the minimizer of a discounted convex combination of observed and expected losses.CausalVerify: An Execution-Grounded Benchmark for LLM Causal Inference Workflows
Existing causal-inference benchmarks for LLMs mostly score method descriptions or whether generated code runs, not whether the executed workflow recovers the target causal estimate.Beyond Aggregate VARs: A Bayesian Benchmark for HANK Models
Heterogeneous-agent New Keynesian (HANK) models characterize how entire cross-sectional distributions respond to structural shocks.Why Better Models Can Create Riskier Systems: Evidence from LLM Agents in Financial Markets
Large language models (LLMs) are being deployed at scale in consequential real-world systems, from financial markets to content moderation to hiring.Competitive Market Behavior of LLMs
Large language models (LLMs) are increasingly deployed as economic agents, yet there is little evidence whether LLM agents are suited for participating in market mechanisms designed for humans, and…How outside options are incorporated into payoff distributions
This paper examines how outside options are incorporated into payoff distributions in games with coalition structures.Weighted Fair Division of Indivisible Mixed Manna
We study weighted fair division of indivisible mixed manna under additive valuations.Bi-Compositional Division Rules
We characterise the division rules for claims problems that satisfy equal treatment of equals, bilateral consistency, composition down, and composition up.