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A nonlinear regression framework is proposed for time series and panel data for the situation where certain explanatory variables are available at a higher temporal resolution than the dependent variable. The main idea is to use the moments…

Methodology · Statistics 2023-09-20 Malte Jahn

Much of economic theory is built on observations of aggregate, rather than individual, behavior. Here, we present novel findings on human shopping patterns at the resolution of a single purchase. Our results suggest that much of our…

Computers and Society · Computer Science 2013-04-23 Coco Krumme , Manuel Cebrian , Alex Pentland

This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatment") in a setting with "two-sided" measurement error --…

Econometrics · Economics 2025-09-23 Brantly Callaway , Tong Li , Irina Murtazashvili , Emmanuel Tsyawo

Consider a causal structure with endogeneity (i.e., unobserved confoundedness) in empirical data, where an instrumental variable is available. In this setting, we show that the mean social welfare function can be identified and represented…

Econometrics · Economics 2020-12-15 Yuya Sasaki , Takuya Ura

Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we develop a Bayesian nonparametric model, the Normalised…

Methodology · Statistics 2026-04-28 Ziyou Wang , Jim Griffin , Maria Kalli

This paper examines the evolution of business and consumer uncertainty amid the coronavirus pandemic in 32 European countries and the European Union (EU).Since uncertainty is not directly observable, we approximate it using the geometric…

General Economics · Economics 2020-12-04 Oscar Claveria

The COVID-19 pandemic has caused a massive economic shock across the world due to business interruptions and shutdowns from social-distancing measures. To evaluate the socio-economic impact of COVID-19 on individuals, a micro-economic model…

General Economics · Economics 2020-08-06 Amory Martin , Maryia Markhvida , Stéphane Hallegatte , Brian Walsh

Mobile crowdsensing is a people-centric sensing system based on users' contributions and incentive mechanisms aim at stimulating them. In our work, we have rethought the design of incentive mechanisms through a game-theoretic methodology.…

Computer Science and Game Theory · Computer Science 2020-09-08 Alessandro Di Stefano , Marialisa Scatà , Barbara Attanasio , Aurelio La Corte , Pietro Liò , Sajal K. Das

Nowadays, E-commerce is increasingly integrated into our daily lives. Meanwhile, shopping process has also changed incrementally from one behavior (purchase) to multiple behaviors (such as view, carting and purchase). Therefore, utilizing…

Information Retrieval · Computer Science 2021-09-23 Daqing Wu , Xiao Luo , Zeyu Ma , Chong Chen , Minghua Deng , Jinwen Ma

In Demand Response programs, price incentives might not be sufficient to modify residential consumers load profile. Here, we consider that each consumer has a preferred profile and a discomfort cost when deviating from it. Consumers can…

Optimization and Control · Mathematics 2017-12-01 Paulin Jacquot , Olivier Beaude , Nadia Oudjane , Stephane Gaubert

Multilateral index numbers are often used to make claims about welfare, such as treating PPPs as cross-country costs of living or real incomes as indicators of living standards. However, such interpretations may not be consistent with the…

General Economics · Economics 2025-12-11 Hubert Wu

To make informed health policy decisions regarding a treatment, we must consider both its cost and its clinical effectiveness. In past work, we introduced the net benefit separation (NBS) as a novel measure of cost-effectiveness. The NBS is…

Methodology · Statistics 2021-01-27 Nicholas Illenberger , Nandita Mitra , Andrew J. Spieker

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

Most work to date on mitigating the COVID-19 pandemic is focused urgently on biomedicine and epidemiology. Yet, pandemic-related policy decisions cannot be made on health information alone. Decisions need to consider the broader impacts on…

Computers and Society · Computer Science 2021-01-15 Jina Suh , Eric Horvitz , Ryen W. White , Tim Althoff

While popularity bias is recognized to play a crucial role in recommmender (and other ranking-based) systems, detailed analysis of its impact on collective user welfare has largely been lacking. We propose and theoretically analyze a…

Information Retrieval · Computer Science 2023-11-03 Guy Tennenholtz , Martin Mladenov , Nadav Merlis , Robert L. Axtell , Craig Boutilier

With the increasing frequency of high impact low probability events, electricity markets are experiencing significant price spikes more often. This paper proposes a novel social equity driven optimal power flow framework to mitigate the…

Systems and Control · Electrical Eng. & Systems 2024-11-19 Sachinth Viththarachchige , Demy Alexander , Sarangan Rajendran , Visvakumar Aravinthan

We propose a quantile random-coefficient regression with interactive fixed effects to study the effects of group-level policies that are heterogeneous across individuals. Our approach is the first to use a latent factor structure to handle…

Econometrics · Economics 2024-11-06 Ruofan Xu , Jiti Gao , Tatsushi Oka , Yoon-Jae Whang

We propose a simple framework to measure consumption insurance against income shocks that accounts for higher-order moments of the income distribution. We derive a nonlinear consumption function in which the extent of insurance varies with…

General Economics · Economics 2025-11-13 Anisha Ghosh , Alexandros Theloudis

Consumer heterogeneity in revealed-preference data is larger than bilateral rationality tests can reveal. We construct a continuous nonparametric metric of this hidden heterogeneity by repeatedly subsampling choices, partitioning consumers…

Theoretical Economics · Economics 2026-05-26 Avner Seror