economics
Identifying European trade dependencies
We review and extend upon existing literature using product-level trade data to identify trade dependencies that expose the European Union to potential disruptions. While acknowledging the significanc ...
Pisani-Ferry, J, B Weder Di Mauro and J Zettelmeyer (eds), Paris Report 2: Europe's Economic Security, CEPR Press, Paris & London., 2024
statistics
Generalized multi-view model: Adaptive density estimation under low-rank constraints
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a ...
Arxiv, Cornell University, 2024
economics
How COVID-19 affects voting for incumbents: Evidence from local elections in France
How do voters react to an ongoing natural threat? Do voters sanction or reward incumbents even when incumbents cannot be held accountable because an unforeseeable natural disaster is unfolding? We add ...
PLoS ONE, 2024, 19 (3), pp.e0297432., 2024
sociology
Algorithmes, inégalités, et les « humains dans la boucle »
...
Ce qui échappe à l'intelligence artificielle, Hermann, pp.181-203, 2024, 979 1 0370 3844 9. , 2024
economics
Predistribution versus Redistribution: Evidence from France and the United States
We construct series of posttax income for France over the 1900–2018 period and compare them with US series. We quantify the extent of redistribution—the reduction from pretax to posttax inequality ...
American Economic Journal: Applied Economics, Vol. 16, No. 2, pp. 31-65, April 2024, 2024
economics
A robust permutation test for subvector inference in linear regressions
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test i ...
Quantitative Economics, Vol. 15, No. 1, pages 27-87, 2024
economics
Difference-in-Differences Estimators of Intertemporal Treatment Effects
We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and prop ...
The Review of Economics and Statistics 1-45, 2024
economics
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)
This program executes a statistical test of the exclusion restriction of an instrumental variable (IV) based on D'Haultfoeuille, Hoderlein, & Sasaki (J. Econometrics, 2021). The command takes as input ...
Statistical Software Components from Boston College Department of Economics, 2024
finance
Generalized pareto regression trees for extreme event analysis
This paper derives finite sample results to assess the consistency of Generalized Pareto regression trees introduced by Farkas et al. (Insur. Math. Econ. 98:92--105, 2021) as tools to perform extreme ...
Extremes, 2024
statistics
Hasimoto frames and the Gibbs measure of the periodic nonlinear Schrödinger equation
The paper interprets the cubic nonlinear Schrödinger equation as a Hamiltonian system with infinite dimensional phase space. There exists a Gibbs measure which is invariant under the flow associated ...
J. Math. Phys. 65, 022705 (2024), 2024