Cover Image

Tilting Approximate Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Tryphonides, Andreas
Format:	Preprint
Published:	2018
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
by: Gersing, Philipp
Published: (2024)

Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
by: Beyhum, Jad, et al.
Published: (2026)

Approximate Factor Models for Functional Time Series
by: Otto, Sven, et al.
Published: (2022)

Combining Clusters for the Approximate Randomization Test
by: Lau, Chun Pong
Published: (2025)

Approximate Sparsity Class and Minimax Estimation
by: Zhang, Lucas Z.
Published: (2025)

Principal Component Analysis for High-Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification
by: Barigozzi, Matteo
Published: (2022)

Normal Approximation in Large Network Models
by: Leung, Michael P., et al.
Published: (2019)

Normal Approximation for U-Statistics with Cross-Sectional Dependence
by: Liu, Weiguang
Published: (2024)

Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by: Barigozzi, Matteo
Published: (2023)

Finite-Sample Risk Approximation and Risk-Consistent Tuning for Generalized Ridge Estimation in Nonlinear Models: Controlling Extreme Realizations
by: Iwasawa, Masamune
Published: (2025)

Inference After Ranking with Applications to Economic Mobility
by: Petrou-Zeniou, Andreas, et al.
Published: (2024)

Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
by: Barigozzi, Matteo, et al.
Published: (2019)

Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
by: Pesaran, M. Hashem, et al.
Published: (2024)

A Reassessment of Likelihood Approximation by Integration on Sparse Grids
by: Szilárd Madaras, et al.
Published: (2025)

Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts
by: Malte Knüppel, et al.
Published: (2025)

New Approximation Results and Optimal Estimation for Fully Connected Deep Neural Networks
by: Tang, Zhaoji
Published: (2025)

Modelling Large Dimensional Datasets with Markov Switching Factor Models
by: Barigozzi, Matteo, et al.
Published: (2022)

Model Selection in Panel Data Models: A Generalization of the Vuong Test
by: Hahn, Jinyong, et al.
Published: (2026)

Universal Factor Models
by: Chen, Songnian, et al.
Published: (2025)

Agentic Economic Modeling
by: Zhang, Bohan, et al.
Published: (2025)

Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces
by: Chen, Ertian
Published: (2025)

Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
by: Fernández, Andrés Aradillas, et al.
Published: (2025)

Prediction Intervals for Model Averaging
by: Qu, Zhongjun, et al.
Published: (2025)

Composite Quantile Factor Model
by: Huang, Xiao
Published: (2023)

Functional Spatial Autoregressive Models
by: Hoshino, Tadao
Published: (2024)

Discordant Relaxations of Misspecified Models
by: Li, Lixiong, et al.
Published: (2020)

The Cointegrated Matrix Autoregressive Model
by: Lopetuso, Emanuele, et al.
Published: (2026)

Quantile Peer Effect Models
by: Houndetoungan, Aristide
Published: (2025)

Endogenous Heteroskedasticity in Linear Models
by: Alejo, Javier, et al.
Published: (2024)

Robust Bayesian Method for Refutable Models
by: Liao, Moyu
Published: (2024)

Semiparametric Discrete Choice Models for Bundles
by: Ouyang, Fu, et al.
Published: (2023)

Finite Sample Inference in Incomplete Models
by: Li, Lixiong, et al.
Published: (2022)

A Multivariate Realized GARCH Model
by: Archakov, Ilya, et al.
Published: (2020)

Dynamic Ordered Panel Logit Models
by: Honoré, Bo E., et al.
Published: (2021)

Semiparametric Discrete Choice Models for Bundles
by: Ouyang, Fu, et al.
Published: (2023)

Sequential Monte Carlo With Model Tempering
by: Mlikota, Marko, et al.
Published: (2022)

Testing identifying assumptions in Tobit Models
by: Acerenza, Santiago, et al.
Published: (2024)

An MPEC Estimator for the Sequential Search Model
by: Koiso, Shinji, et al.
Published: (2024)

Bootstraps for Dynamic Panel Threshold Models
by: Gong, Woosik, et al.
Published: (2022)

Jackknife Inference for Fixed Effects Models
by: Higgins, Ayden
Published: (2026)