Saved in:
| Main Authors: | Lieb, Lenard, Jassem, Adam, Almeida, Rui Jorge, Baştürk, Nalan, Smeekes, Stephan |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2104.03261 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Transmission Channel Analysis in Dynamic Models
by: Wegner, Enrico, et al.
Published: (2024)
by: Wegner, Enrico, et al.
Published: (2024)
Estimation of Latent Group Structures in Time-Varying Panel Data Models
by: Haimerl, Paul, et al.
Published: (2025)
by: Haimerl, Paul, et al.
Published: (2025)
High-Dimensional Granger Causality for Climatic Attribution
by: Friedrich, Marina, et al.
Published: (2023)
by: Friedrich, Marina, et al.
Published: (2023)
Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023)
by: Adamek, Robert, et al.
Published: (2023)
Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022)
by: Adamek, Robert, et al.
Published: (2022)
Breaking news
by: Winkelmann, Lars, et al.
Published: (2026)
by: Winkelmann, Lars, et al.
Published: (2026)
Extended MinP Tests for Global and Multiple testing
by: Lu, Zeng-Hua
Published: (2019)
by: Lu, Zeng-Hua
Published: (2019)
Nowcasting Euro area GDP with news sentiment: A tale of two crises
by: Julian Ashwin, et al.
Published: (2024)
by: Julian Ashwin, et al.
Published: (2024)
An overview of meta-analytic methods for economic research
by: Haghnejad, Amin, et al.
Published: (2024)
by: Haghnejad, Amin, et al.
Published: (2024)
Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics
by: Stephan, L. Sanna
Published: (2024)
by: Stephan, L. Sanna
Published: (2024)
Deep Learning for the Estimation of Heterogeneous Parameters in Discrete Choice Models
by: Hetzenecker, Stephan, et al.
Published: (2024)
by: Hetzenecker, Stephan, et al.
Published: (2024)
A machine learning approach to volatility forecasting
by: Christensen, Kim, et al.
Published: (2026)
by: Christensen, Kim, et al.
Published: (2026)
Empirical Crypto Asset Pricing
by: Baybutt, Adam
Published: (2024)
by: Baybutt, Adam
Published: (2024)
Inference from high-frequency data: A subsampling approach
by: Christensen, Kim, et al.
Published: (2026)
by: Christensen, Kim, et al.
Published: (2026)
Finite-Sample Distortion in Kernel Specification Tests: A Perturbation Analysis of Empirical Directional Components
by: Rui, Cui, et al.
Published: (2025)
by: Rui, Cui, et al.
Published: (2025)
Linear programming approach to partially identified econometric models
by: Voronin, Andrei
Published: (2025)
by: Voronin, Andrei
Published: (2025)
Partial Identification of Binary Choice Models with Misreported Outcomes
by: Mondal, Orville, et al.
Published: (2024)
by: Mondal, Orville, et al.
Published: (2024)
Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games
by: Dearing, Adam, et al.
Published: (2019)
by: Dearing, Adam, et al.
Published: (2019)
Inference for Interval-Identified Parameters Selected from an Estimated Set
by: Han, Sukjin, et al.
Published: (2024)
by: Han, Sukjin, et al.
Published: (2024)
Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
by: Bahelka, Adam, et al.
Published: (2024)
by: Bahelka, Adam, et al.
Published: (2024)
Identification and Estimation of Causal Effects in High-Frequency Event Studies
by: Casini, Alessandro, et al.
Published: (2024)
by: Casini, Alessandro, et al.
Published: (2024)
Control VAR: a counterfactual based approach to inference in macroeconomics
by: Pala, Raimondo
Published: (2025)
by: Pala, Raimondo
Published: (2025)
The learning effects of subsidies to bundled goods: a semiparametric approach
by: Alvarez, Luis, et al.
Published: (2023)
by: Alvarez, Luis, et al.
Published: (2023)
Estimating Variances for Causal Panel Data Estimators
by: Almeida, Alexander, et al.
Published: (2025)
by: Almeida, Alexander, et al.
Published: (2025)
Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO
by: Bouyamourn, Adam
Published: (2025)
by: Bouyamourn, Adam
Published: (2025)
Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs
by: Lanne, Markku, et al.
Published: (2026)
by: Lanne, Markku, et al.
Published: (2026)
Identification in Nonlinear Dynamic Panel Models under Partial Stationarity
by: Gao, Wayne Yuan, et al.
Published: (2023)
by: Gao, Wayne Yuan, et al.
Published: (2023)
BayesSRW: Bayesian Sampling and Re-weighting approach for variance reduction
by: Liu, Carol
Published: (2024)
by: Liu, Carol
Published: (2024)
Empirical likelihood approach for high-dimensional moment restrictions with dependent data
by: Chang, Jinyuan, et al.
Published: (2025)
by: Chang, Jinyuan, et al.
Published: (2025)
The role of expansion strategies and operational attributes on hotel performance: a compositional approach
by: Mulet-Forteza, Carles, et al.
Published: (2024)
by: Mulet-Forteza, Carles, et al.
Published: (2024)
Robust Analysis of Short Panels
by: Chesher, Andrew, et al.
Published: (2024)
by: Chesher, Andrew, et al.
Published: (2024)
Graph Neural Networks for Generalized Mundlak Estimator under Network Confounding
by: Fu, Lianyan, et al.
Published: (2026)
by: Fu, Lianyan, et al.
Published: (2026)
Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models
by: Li, Runze, et al.
Published: (2026)
by: Li, Runze, et al.
Published: (2026)
Non-linear dependence and Granger causality: A vine copula approach
by: Fuentes-Martínez, Roberto, et al.
Published: (2024)
by: Fuentes-Martínez, Roberto, et al.
Published: (2024)
Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis
by: Presno, María José, et al.
Published: (2024)
by: Presno, María José, et al.
Published: (2024)
A Neural Topic Method Using a Large-Language-Model-in-the-Loop for Business Research
by: Ludwig, Stephan, et al.
Published: (2026)
by: Ludwig, Stephan, et al.
Published: (2026)
A projection based approach for interactive fixed effects panel data models
by: Keilbar, Georg, et al.
Published: (2022)
by: Keilbar, Georg, et al.
Published: (2022)
Dynamic Local Average Treatment Effects in Time Series
by: Casini, Alessandro, et al.
Published: (2025)
by: Casini, Alessandro, et al.
Published: (2025)
Get me out of this hole: a profile likelihood approach to identifying and avoiding inferior local optima in choice models
by: Hess, Stephane, et al.
Published: (2025)
by: Hess, Stephane, et al.
Published: (2025)
Critical Values Robust to P-hacking
by: McCloskey, Adam, et al.
Published: (2020)
by: McCloskey, Adam, et al.
Published: (2020)
Similar Items
-
Transmission Channel Analysis in Dynamic Models
by: Wegner, Enrico, et al.
Published: (2024) -
Estimation of Latent Group Structures in Time-Varying Panel Data Models
by: Haimerl, Paul, et al.
Published: (2025) -
High-Dimensional Granger Causality for Climatic Attribution
by: Friedrich, Marina, et al.
Published: (2023) -
Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023) -
Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022)