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econ.EM2026
Design-Robust Event-Study Estimation under Staggered Adoption Diagnostics, Sensitivity, and Orthogonalisation
Craig S Wright
This paper develops a design-first econometric framework for event-study and difference-in-differences estimands under staggered adoption with heterogeneous effects, emphasising (i…
econ.EM2026
Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions
Craig S Wright
Forecasting accuracy is routinely optimised in financial prediction tasks even though investment and risk-management decisions are executed under transaction costs, market impact,…