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预印本来自 arXiv 计量经济学及相关统计、金融分类和主题检索。主题检索从 2021 年起回补;关注作者追溯更早年份,部分历史文献按已核验编号补录。收录不表示通过同行评审,仍可能遗漏。
本库首次提交范围:2004-06-23 — 2026-10-13。
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A longitudinal Bayesian framework for estimating causal dose-response relationships

估计纵向因果剂量反应关系的贝叶斯框架

Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal causal dose-response relationships under continuous exposures. We propose a scalable, nonparametric Bayesian framework for estimating marginal longitudinal causal dose-response functions with repeated outcome measurements. Our approach…

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GeMA: Learning Latent Manifold Frontiers for Benchmarking Complex Systems

GeMA:学习潜在流形前沿以对复杂系统进行绩效比较

Benchmarking the performance of complex systems such as rail networks, renewable generation assets and national economies is central to transport planning, regulation and macroeconomic analysis. Classical frontier methods, notably Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA), estimate an efficient frontier in the observed input-output space and define efficiency as distance to this frontier, but rely on restrictive assumptions on the production set…

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Revisiting the empirical fundamental relationship of traffic flow for highways using a causal econometric approach

用因果计量方法重新估计高速公路交通流基本关系

The fundamental relationship of traffic flow is empirically estimated by fitting a regression curve to a cloud of observations of traffic variables. Such estimates, however, may suffer from the confounding/endogeneity bias due to omitted variables such as driving behaviour and weather. To this end, this paper adopts a causal approach to obtain an unbiased estimate of the fundamental flow-density relationship using traffic detector data. In particular, we apply a Bayesian…

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