An Auditable AI Agent Loop for Empirical Economics: A Case Study in Forecast Combination

Minchul Shin

Papers from arXiv.org

Abstract: AI coding agents make empirical specification search fast and cheap, but they also widen hidden researcher degrees of freedom. Building on an open-source agent-loop architecture, this paper adapts that framework to an empirical economics workflow and adds a post-search holdout evaluation. In a forecast-combination illustration, multiple independent agent runs outperform standard benchmarks in the original rolling evaluation, but not all continue to do so on a post-search holdout. Logged search and holdout evaluation together make adaptive specification search more transparent and help distinguish robust improvements from sample-specific discoveries.

Date: 2026-03, Revised 2026-03
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