Saved in:
| Main Author: | Godwin, Ryan T. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.02272 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Forecasting Thai inflation from univariate Bayesian regression perspective
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
Specification tests for regression models with measurement errors
by: Song, Xiaojun, et al.
Published: (2025)
by: Song, Xiaojun, et al.
Published: (2025)
International vulnerability of inflation
by: Garrón, Ignacio, et al.
Published: (2024)
by: Garrón, Ignacio, 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)
Cluster-robust jackknife and bootstrap inference for logistic regression models
by: MacKinnon, James G., et al.
Published: (2024)
by: MacKinnon, James G., et al.
Published: (2024)
One-step smoothing splines instrumental regression
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
Inference on many jumps in nonparametric panel regression models
by: Chen, Likai, et al.
Published: (2023)
by: Chen, Likai, et al.
Published: (2023)
An alternative bootstrap procedure for factor-augmented regression models
by: Jiang, Peiyun, et al.
Published: (2025)
by: Jiang, Peiyun, et al.
Published: (2025)
Multivariate quantile regression
by: Galvao, Antonio F., et al.
Published: (2025)
by: Galvao, Antonio F., et al.
Published: (2025)
Improved inference for nonparametric regression and regression-discontinuity designs
by: Cavaliere, Giuseppe, et al.
Published: (2025)
by: Cavaliere, Giuseppe, et al.
Published: (2025)
Forecasting short-term inflation in Argentina with Random Forest Models
by: Forte, Federico Daniel
Published: (2024)
by: Forte, Federico Daniel
Published: (2024)
Forecasting CPI inflation under economic policy and geopolitical uncertainties
by: Sengupta, Shovon, et al.
Published: (2023)
by: Sengupta, Shovon, et al.
Published: (2023)
Data-driven fixed-point tuning for truncated realized variations
by: Boniece, B. Cooper, et al.
Published: (2023)
by: Boniece, B. Cooper, et al.
Published: (2023)
Averaging estimation for instrumental variables quantile regression
by: Liu, Xin
Published: (2019)
by: Liu, Xin
Published: (2019)
On the role of the design phase in a linear regression
by: Choi, Junho
Published: (2025)
by: Choi, Junho
Published: (2025)
A unified test for regression discontinuity designs
by: Fusejima, Koki, et al.
Published: (2022)
by: Fusejima, Koki, et al.
Published: (2022)
Testing for sparse idiosyncratic components in factor-augmented regression models
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
Parameters on the boundary in predictive regression
by: Cavaliere, Giuseppe, et al.
Published: (2024)
by: Cavaliere, Giuseppe, et al.
Published: (2024)
Orthogonality conditions for convex regression
by: Dai, Sheng, et al.
Published: (2025)
by: Dai, Sheng, et al.
Published: (2025)
Positive and negative word of mouth in the United States
by: Berry, Shawn
Published: (2024)
by: Berry, Shawn
Published: (2024)
Multivariate kernel regression in vector and product metric spaces
by: Schafgans, Marcia, et al.
Published: (2026)
by: Schafgans, Marcia, et al.
Published: (2026)
Factor-augmented sparse MIDAS regressions with an application to nowcasting
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
A bias test for heteroscedastic linear least-squares regression
by: Blankmeyer, Eric
Published: (2025)
by: Blankmeyer, Eric
Published: (2025)
Generalized Poisson Dynamic Network Models
by: Carallo, Giulia, et al.
Published: (2026)
by: Carallo, Giulia, et al.
Published: (2026)
Correcting invalid regression discontinuity designs with multiple time period data
by: Leventer, Dor, et al.
Published: (2024)
by: Leventer, Dor, et al.
Published: (2024)
A simple but powerful tail index regression
by: Nicolau, João, et al.
Published: (2024)
by: Nicolau, João, et al.
Published: (2024)
Nonparametric regression with dependent censoring or competing risks
by: Shih, Jia-Han, et al.
Published: (2026)
by: Shih, Jia-Han, et al.
Published: (2026)
The benefits of forecasting inflation with machine learning: New evidence
by: Andrea A. Naghi, et al.
Published: (2024)
by: Andrea A. Naghi, et al.
Published: (2024)
Causal inference in network experiments: regression-based analysis and design-based properties
by: Gao, Mengsi, et al.
Published: (2023)
by: Gao, Mengsi, et al.
Published: (2023)
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by: Lee, Nayoung, et al.
Published: (2026)
by: Lee, Nayoung, et al.
Published: (2026)
The moment is here: a generalized class of estimators for fuzzy regression discontinuity designs
by: Lane, Stuart
Published: (2025)
by: Lane, Stuart
Published: (2025)
Handling Sparse Non-negative Data in Finance
by: Capponi, Agostino, et al.
Published: (2025)
by: Capponi, Agostino, et al.
Published: (2025)
Potential weights and implicit causal designs in linear regression
by: Chen, Jiafeng
Published: (2024)
by: Chen, Jiafeng
Published: (2024)
Two-way fixed effects instrumental variable regressions in staggered DID-IV designs
by: Miyaji, Sho
Published: (2024)
by: Miyaji, Sho
Published: (2024)
Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections
by: Boot, Tom, et al.
Published: (2025)
by: Boot, Tom, et al.
Published: (2025)
When can we get away with using the two-way fixed effects regression?
by: Lal, Apoorva
Published: (2025)
by: Lal, Apoorva
Published: (2025)
New robust inference for predictive regressions
by: Ibragimov, Rustam, et al.
Published: (2020)
by: Ibragimov, Rustam, et al.
Published: (2020)
Boundary estimation in the regression-discontinuity design: Evidence for a merit- and need-based financial aid program
by: Merlano, Eugenio Felipe
Published: (2025)
by: Merlano, Eugenio Felipe
Published: (2025)
Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
by: Chen, Jiafeng, et al.
Published: (2025)
by: Chen, Jiafeng, et al.
Published: (2025)
Nonparametric regression for cost-effectiveness analyses with observational data -- a tutorial
by: Esser, Jonas, et al.
Published: (2025)
by: Esser, Jonas, et al.
Published: (2025)
Similar Items
-
Forecasting Thai inflation from univariate Bayesian regression perspective
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025) -
Specification tests for regression models with measurement errors
by: Song, Xiaojun, et al.
Published: (2025) -
International vulnerability of inflation
by: Garrón, Ignacio, 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) -
Cluster-robust jackknife and bootstrap inference for logistic regression models
by: MacKinnon, James G., et al.
Published: (2024)