跳到正文
简报说明

来源与收录范围

汇总期刊目录中的 16 个期刊来源,以及 arXiv 计量经济学与相关统计、金融分类和主题检索中的预印本。期刊题录主要来自 Crossref,可靠摘要保留补充来源;期刊官网链接可在论文检索的说明中核对。

保留计量方法研究、相关统计基础及实质涉及计量方法的应用、教程、比较和综述。待核验、范围外及撤回记录不进入公开简报。基础文献按学习与研究需要单独选编。

此前日简报及周、月简报按可核实的原站发表、首次提交和修订日期归档;历史补录只留在文献库。期刊仅纳入收录当月新发表或提前取得题录的论文;只有月份的记录仅进入对应月简报。arXiv 同期只计一次,首次发布优先;未保存的中间版本无法补算。撤回内容会同步移除;所有历史补录仍可在论文检索中查找。

当前结果:已发表 0 篇 · 待刊 0 篇 · 预印本 18 篇

关键词匹配标题、摘要、作者或 DOI;支持部分字母,多词同时匹配,双引号匹配短语。

本期动态按期刊、arXiv 首次发布、arXiv 修订分组,组内默认本文引用优先。也可选择作者引用优先或最新收录。

期刊论文在前,预印本在后。组内先看本文引用,再看已有明确关联作者的最高累计引用,最后按当前日期顺序排序。

“作者引用”指已有明确关联作者的最高累计引用,不合计共同作者。目前作者指标只来自有身份关联快照的预印本,普通期刊条目可能没有该项数据;本页 0/18 篇有可核验作者指标。

本文引用采用 OpenAlex 单条关联记录,不合计版本;缺失不记作零。累计引用会随时间积累,可结合近年范围比较;引用数和作者发表经历是阅读线索,不代表论文质量或同行评审状态。

“作者发表记录”展示作者已有论文的可核验发表记录,不证明该预印本已接收或通过同行评审。

正常题录、可靠摘要和引用同步继续;AI 解读依据可靠材料,材料不足时保留待解读状态。

本期 18 篇
导出

arXiv · 本期首次发布

Uniform Consistency of Generalized Cross-Validation for Ridge Regression in High-Dimensional Misspecified Linear Models

高维误设线性模型中岭回归广义交叉验证的一致相合性

This study examines generalized cross-validation for the tuning parameter selection for ridge regression in high-dimensional misspecified linear models. The set of candidates for the tuning parameter includes not only positive values but also zero and negative values. We demonstrate that if the second moment of the specification error converges to zero, generalized cross-validation is still a uniformly consistent estimator of the out-of-sample prediction risk. This implies…

AI 解读阅读原文 ↗BibTeX ↓

What is Overlap Weighting, How Has it Evolved, and When to Use It for Causal Inference?

重叠加权是什么、如何发展及何时用于因果推断

The growing availability of large health databases has expanded the use of observational studies for comparative effectiveness research. Unlike randomized trials, observational studies must adjust for systematic differences in patient characteristics between treatment groups. Propensity score methods, including matching, weighting, stratification, and regression adjustment, address this issue by creating groups that are comparable with respect to measured covariates. Among…

AI 解读阅读原文 ↗BibTeX ↓

Factor Analysis of Multivariate Stochastic Volatility Model

多变量随机波动率模型的因子分析

Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or inferential efficiency. For instance, change-point modeling fails to account for the continuous time-varying nature of covariance structures, while GARCH and stochastic volatility models suffer from over-parameterization and the risk of…

AI 解读阅读原文 ↗BibTeX ↓

Symmetry Testing in Time Series using Ordinal Patterns: A U-Statistic Approach

基于序模式的时间序列对称性检验:U 统计量方法

We introduce a general framework for testing temporal symmetries in time series based on the distribution of ordinal patterns. While previous approaches have focused on specific forms of asymmetry, such as time reversal, our method provides a unified framework applicable to arbitrary symmetry tests. We establish asymptotic results for the resulting test statistics under a broad class of stationary processes. Comprehensive experiments on both synthetic and real data…

AI 解读阅读原文 ↗BibTeX ↓

Doubly robust estimators of the restricted mean time in favor estimands in individual- and cluster-randomized trials

个体与整群随机试验中治疗占优限制平均时间的双重稳健估计

Progressive multi-state survival outcomes are common in trials with recurrent or sequential events and require treatment effect estimands that remain interpretable without proportional intensity or Markov assumptions. The restricted mean time in favor of treatment (RMT-IF) extends the restricted mean survival time to ordered multi-state processes and provides such an interpretable estimand. However, existing RMT-IF methods are nonparametric, assume covariate-independent…

AI 解读阅读原文 ↗BibTeX ↓

On the falsification of instrumental variable models for heterogeneous treatment effects

异质性处理效应工具变量模型的可证伪性

In this paper I derive a set of testable implications for econometric models defined by three assumptions: (i) the existence of strictly exogenous discrete instruments, (ii) restrictions on how the instruments affect adoption of a finite number of treatment types (such as monotonicity), and (iii) the assumption that the instruments only affect outcomes through their effect on treatment adoption (i.e. an exclusion restriction). The testable implications aggregate (via…

AI 解读阅读原文 ↗BibTeX ↓

Two-stage Least Squares with Clustered Data under the Local Average Treatment Effect Framework

局部平均处理效应框架下聚类数据的两阶段最小二乘

To estimate the causal effect of an endogenous treatment using clustered data, the canonical two-stage least squares (2sls) estimates a linear regression of the outcome on treatment status using an instrumental variable (IV) and conducts inference with cluster-robust standard errors. When both the treatment and the IV vary within clusters, an alternative two-stage least squares with fixed effects (2sfe) additionally includes cluster indicators in the regression, thereby…

AI 解读阅读原文 ↗BibTeX ↓

The Shift Operator Calculus for Stationary Time Series Analysis

平稳时间序列分析的移位算子演算

The article establishes a rigorous shift operator calculus for stationary time series modeling, addressing a certain gap in the literature. It provides proofs of existence and isometry for the transfer function operators $f(B)$ and $f(T)$ where $B$ is the bilateral shift operator and $T$ is the unilateral shift operator for different families of functions $f$. The article establishes convergence of the power series of $f(B)$ and $f(T)$ under the operator norm for the Wiener…

AI 解读阅读原文 ↗BibTeX ↓

Optimal Calibration of the Endpoint-corrected Hilbert Transform

端点校正希尔伯特变换的最优校准

Accurate, low-latency estimates of the instantaneous phase of oscillations are essential for closed-loop sensing and actuation, including (but not limited to) phase-locked neurostimulation and other real-time applications. The endpoint-corrected Hilbert transform (ecHT) reduces boundary artefacts of the Hilbert transform by applying a causal narrow-band filter to the analytic spectrum. This improves the phase estimate at the most recent sample. Despite its widespread…

AI 解读阅读原文 ↗BibTeX ↓

Tail-Aware Density Forecasting of Locally Explosive Time Series: A Neural Network Approach

局部爆炸性时间序列的尾部感知密度预测:神经网络方法

Mixed causal--noncausal (anticipative) models capture locally explosive dynamics and provide economically meaningful probabilities of continuation and collapse, but forecasting with them remains computationally difficult. We develop a two-stage framework that estimates such an ARMA model and then learns its predictive density using a Mixture Density Network with skewed-t components, tail-aware training weights, and post-hoc calibration. The approach accommodates the heavy…

AI 解读阅读原文 ↗BibTeX ↓

arXiv · 本期修订

Price Experimentation and Interference

价格实验与干扰

In this paper, we examine the biases that arise when firms run A/B tests on continuous parameters to estimate global treatment effects on performance metrics of interest; we particularly focus on price experiments to measure the price impact on quantity demanded, and on profit. In canonical A/B experimental estimators, biases emerge due to interference between market participants. We employ structural modeling and differential calculus to derive intuitive characterizations…

AI 解读阅读原文 ↗BibTeX ↓

dynamite: An R Package for Dynamic Multivariate Panel Models

dynamite:用于动态多变量面板模型的 R 包

dynamite is an R package for Bayesian inference of intensive panel (time series) data comprising multiple measurements per multiple individuals measured in time. The package supports joint modeling of multiple response variables, time-varying and time-invariant effects, a wide range of discrete and continuous distributions, group-specific random effects, latent factors, and customization of prior distributions of the model parameters. Models in the package are defined via a…

AI 解读阅读原文 ↗BibTeX ↓

Identification in Multiple Treatment Models under Discrete Variation

离散变动下多处理模型的识别

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that permit multidimensional unobserved heterogeneity. An inherent complication is that the primitives characterizing the selection model are not generally point-identified. Allowing these primitives to be point-identified up to a…

AI 解读阅读原文 ↗BibTeX ↓

Interpolated stochastic interventions based on propensity scores, target policies and treatment-specific costs

基于倾向得分、目标政策与处理成本的插值随机干预

We introduce two families of stochastic interventions with discrete treatments that connect causal modeling to cost-sensitive decision making. The interventions arise from a cost-penalized information projection of the independent product of the organic propensity scores and a reference policy, yielding closed-form Boltzmann-Gibbs couplings. The induced marginals define modified stochastic policies that interpolate smoothly, via a tilt parameter, from the organic law or from…

AI 解读阅读原文 ↗BibTeX ↓

From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles

从多模型到一个预测:基于储备池集成的宏观预测

Model combination is a powerful approach for achieving superior performance compared to selecting a single model. We study both theoretically and empirically the effectiveness of ensembles of Multi-Frequency Echo State Networks (MFESNs), which have been shown to achieve state-of-the-art macroeconomic time series forecasting results (Ballarin et al., 2024a). The Hedge and Follow-the-Leader schemes are discussed, and their online learning guarantees are extended to settings…

AI 解读阅读原文 ↗BibTeX ↓

To be or not to be: Roughness or long memory in volatility?

波动率究竟具有粗糙性还是长记忆?

We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum composite likelihood estimator. We implement our approach on a pair of models that have been proposed to describe the random log-spot variance of financial asset returns. A simulation study shows that it delivers good performance in these settings and improves upon a method-of-moments estimation. In…

AI 解读阅读原文 ↗BibTeX ↓

Assessing Utility of Differential Privacy for RCTs

评估差分隐私对随机对照试验分析的实用性

Randomized controlled trials (RCTs) have become powerful tools for assessing the impact of interventions and policies in many contexts. They are considered the gold standard for causal inference in the biomedical fields and many social sciences. Researchers have published an increasing number of studies that rely on RCTs for at least part of their inference. These studies typically include the response data that has been collected, de-identified, and sometimes protected…

AI 解读阅读原文 ↗BibTeX ↓

Semidiscrete optimal transport with unknown costs

成本未知的半离散最优传输

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed marginals, in a way that minimizes expected cost. We formulate a novel variant of this problem in which the cost functions are unknown, but can be learned through noisy observations; however, only one function can be sampled at a time. We…

AI 解读阅读原文 ↗BibTeX ↓