Saved in:
| Main Author: | Wee, Benjamin |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.12384 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
by: Lütkepohl, Helmut, et al.
Published: (2024)
by: Lütkepohl, Helmut, et al.
Published: (2024)
Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler
by: Hiraki, Daichi, et al.
Published: (2024)
by: Hiraki, Daichi, et al.
Published: (2024)
Volatility Spillovers in China's Real Estate Crisis: A Network Approach
by: Manso, Julia
Published: (2026)
by: Manso, Julia
Published: (2026)
Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by: Centorrino, Samuele, et al.
Published: (2020)
by: Centorrino, Samuele, et al.
Published: (2020)
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by: Mamonov, Mikhail, et al.
Published: (2024)
by: Mamonov, Mikhail, et al.
Published: (2024)
Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
by: Yang, Junlin
Published: (2025)
by: Yang, Junlin
Published: (2025)
Calibrating Resident Surveys with Operational Data in Community Planning
by: Gabashvili, Irene S.
Published: (2026)
by: Gabashvili, Irene S.
Published: (2026)
Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador
by: Centorrino, Samuele, et al.
Published: (2023)
by: Centorrino, Samuele, et al.
Published: (2023)
Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study
by: Katz, Harrison, et al.
Published: (2025)
by: Katz, Harrison, et al.
Published: (2025)
Comparing predictive ability in presence of instability over a very short time
by: Iacone, Fabrizio, et al.
Published: (2024)
by: Iacone, Fabrizio, et al.
Published: (2024)
ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by: Shin, Minchul, et al.
Published: (2026)
by: Shin, Minchul, et al.
Published: (2026)
Comparative e-backtests for general risk measures
by: Jiao, Zhanyi, et al.
Published: (2025)
by: Jiao, Zhanyi, et al.
Published: (2025)
Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
by: Bie, Siyu, et al.
Published: (2024)
by: Bie, Siyu, et al.
Published: (2024)
Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application
by: Klosin, Sylvia, et al.
Published: (2022)
by: Klosin, Sylvia, et al.
Published: (2022)
A Model of the Fed's View on Inflation
by: Hasenzagl, Thomas, et al.
Published: (2020)
by: Hasenzagl, Thomas, et al.
Published: (2020)
Scenario Analysis with Multivariate Bayesian Machine Learning Models
by: Pfarrhofer, Michael, et al.
Published: (2025)
by: Pfarrhofer, Michael, et al.
Published: (2025)
Selecting and Testing Asset Pricing Models: A Stepwise Approach
by: Feng, Guanhao, et al.
Published: (2026)
by: Feng, Guanhao, et al.
Published: (2026)
Two-way Clustering Robust Variance Estimator in Quantile Regression Models
by: Hounyo, Ulrich, et al.
Published: (2026)
by: Hounyo, Ulrich, et al.
Published: (2026)
EASI Drugs in the Streets of Colombia: Modeling Heterogeneous and Endogenous Drug Preferences
by: Montoya-Blandón, Santiago, et al.
Published: (2025)
by: Montoya-Blandón, Santiago, et al.
Published: (2025)
Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models
by: Dew, Ryan, et al.
Published: (2024)
by: Dew, Ryan, et al.
Published: (2024)
The Promise of Time-Series Foundation Models for Agricultural Forecasting: Evidence from Commodity Prices
by: Wang, Le, et al.
Published: (2026)
by: Wang, Le, et al.
Published: (2026)
Predicting NVIDIA's Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models
by: Xing, Yiluan, et al.
Published: (2024)
by: Xing, Yiluan, et al.
Published: (2024)
Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
by: Ma, Mingpu
Published: (2024)
by: Ma, Mingpu
Published: (2024)
Heterogeneity in Women's Nighttime Ride-Hailing Intention: Evidence from an LC-ICLV Model Analysis
by: Wang, Ke, et al.
Published: (2025)
by: Wang, Ke, et al.
Published: (2025)
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
by: Yang, Parley R, et al.
Published: (2024)
by: Yang, Parley R, et al.
Published: (2024)
A Simulated Reconstruction and Reidentification Attack on the 2010 U.S. Census
by: Abowd, John M., et al.
Published: (2023)
by: Abowd, John M., et al.
Published: (2023)
Valuing an Engagement Surface using a Large Scale Dynamic Causal Model
by: Mukerji, Abhimanyu, et al.
Published: (2024)
by: Mukerji, Abhimanyu, et al.
Published: (2024)
Threshold Tensor Factor Model in CP Form
by: Bolivar, Stevenson, et al.
Published: (2025)
by: Bolivar, Stevenson, et al.
Published: (2025)
Regression Modeling of the Count Relational Data with Exchangeable Dependencies
by: Du, Wenqin, et al.
Published: (2025)
by: Du, Wenqin, et al.
Published: (2025)
Bayesian estimation of finite mixtures of Tobit models
by: Waisman, Caio
Published: (2024)
by: Waisman, Caio
Published: (2024)
A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by: Krüger, Fabian
Published: (2024)
by: Krüger, Fabian
Published: (2024)
Difference-in-Discontinuities: Estimation, Inference and Validity Tests
by: Picchetti, Pedro, et al.
Published: (2024)
by: Picchetti, Pedro, et al.
Published: (2024)
Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
by: Rodríguez-Caballero, C. Vladimir, et al.
Published: (2024)
by: Rodríguez-Caballero, C. Vladimir, et al.
Published: (2024)
Bounded Rationality in Central Bank Communication
by: Kim, Wonseong, et al.
Published: (2024)
by: Kim, Wonseong, et al.
Published: (2024)
Interference Produces False-Positive Pricing Experiments
by: Roemheld, Lars, et al.
Published: (2024)
by: Roemheld, Lars, et al.
Published: (2024)
Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
by: Ng, Max T. M., et al.
Published: (2024)
by: Ng, Max T. M., et al.
Published: (2024)
What are the real implications for $CO_2$ as generation from renewables increases?
by: Suri, Dhruv, et al.
Published: (2024)
by: Suri, Dhruv, et al.
Published: (2024)
What drives the European carbon market? Macroeconomic factors and forecasts
by: Bastianin, Andrea, et al.
Published: (2024)
by: Bastianin, Andrea, et al.
Published: (2024)
Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?
by: Krampe, Jonas, et al.
Published: (2024)
by: Krampe, Jonas, et al.
Published: (2024)
Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
by: Wheaton, Lorna, et al.
Published: (2024)
by: Wheaton, Lorna, et al.
Published: (2024)
Similar Items
-
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
by: Lütkepohl, Helmut, et al.
Published: (2024) -
Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler
by: Hiraki, Daichi, et al.
Published: (2024) -
Volatility Spillovers in China's Real Estate Crisis: A Network Approach
by: Manso, Julia
Published: (2026) -
Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by: Centorrino, Samuele, et al.
Published: (2020) -
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by: Mamonov, Mikhail, et al.
Published: (2024)