Kernel Three Pass Regression Filter
Fuente:
arXiv
Saved in:
| Main Authors: | Jat, Rajveer, Padha, Daanish |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors
by: Moriya, Koichiro, et al.
Published: (2025)
by: Moriya, Koichiro, et al.
Published: (2025)
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
by: Doğan, Osman, et al.
Published: (2024)
by: Doğan, Osman, et al.
Published: (2024)
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
by: Modée, Samuel, et al.
Published: (2026)
by: Modée, Samuel, et al.
Published: (2026)
Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
by: Xiong, Ziyang, et al.
Published: (2025)
by: Xiong, Ziyang, et al.
Published: (2025)
Bayesian Analysis of High Dimensional Vector Error Correction Model
by: Yang, Parley R, et al.
Published: (2023)
by: Yang, Parley R, et al.
Published: (2023)
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by: Gao, Zhaoxing, et al.
Published: (2023)
by: Gao, Zhaoxing, et al.
Published: (2023)
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
by: Gao, Zhaoxing
Published: (2024)
by: Gao, Zhaoxing
Published: (2024)
When can weak latent factors be statistically inferred?
by: Fan, Jianqing, et al.
Published: (2024)
by: Fan, Jianqing, et al.
Published: (2024)
Latent Factor Analysis in Short Panels
by: Fortin, Alain-Philippe, et al.
Published: (2023)
by: Fortin, Alain-Philippe, et al.
Published: (2023)
Fitting an Equation to Data Impartially
by: Tofallis, Chris
Published: (2024)
by: Tofallis, Chris
Published: (2024)
Sequential Audit Sampling with Statistical Guarantees
by: Kato, Masahiro, et al.
Published: (2026)
by: Kato, Masahiro, et al.
Published: (2026)
On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
by: Fang, Qin, et al.
Published: (2025)
by: Fang, Qin, et al.
Published: (2025)
Causal Interpretation of Regressions With Ranks
by: Lei, Lihua
Published: (2024)
by: Lei, Lihua
Published: (2024)
Possibilistic Instrumental Variable Regression
by: Steiner, Gregor, et al.
Published: (2025)
by: Steiner, Gregor, et al.
Published: (2025)
Regression Model Selection Under General Conditions
by: Lusompa, Amaze
Published: (2025)
by: Lusompa, Amaze
Published: (2025)
Robust Semiparametric Inference for Bayesian Additive Regression Trees
by: Breunig, Christoph, et al.
Published: (2025)
by: Breunig, Christoph, et al.
Published: (2025)
Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials
by: Oka, Tatsushi, et al.
Published: (2024)
by: Oka, Tatsushi, et al.
Published: (2024)
Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
by: Reichold, Karsten, et al.
Published: (2025)
by: Reichold, Karsten, et al.
Published: (2025)
Statistically Significant Linear Regression Coefficients Solely Driven By Outliers In Finite-sample Inference
by: Reichel, Felix
Published: (2025)
by: Reichel, Felix
Published: (2025)
Rectified Linear Unit Regression
by: Oka, Tatsushi
Published: (2026)
by: Oka, Tatsushi
Published: (2026)
Optimal Post-Hoc Theorizing
by: Chen, Andrew Y.
Published: (2025)
by: Chen, Andrew Y.
Published: (2025)
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
by: Cornell, Cameron, et al.
Published: (2024)
by: Cornell, Cameron, et al.
Published: (2024)
Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models
by: Moriya, Koichiro, et al.
Published: (2026)
by: Moriya, Koichiro, et al.
Published: (2026)
What events matter for exchange rate volatility ?
by: Martins, Igor, et al.
Published: (2024)
by: Martins, Igor, et al.
Published: (2024)
Method of Moments Estimation for Affine Stochastic Volatility Models
by: Wu, Yan-Feng, et al.
Published: (2024)
by: Wu, Yan-Feng, et al.
Published: (2024)
Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
by: Bisdoulis, Konstantinos-Leonidas
Published: (2024)
by: Bisdoulis, Konstantinos-Leonidas
Published: (2024)
Efficient Asymmetric Causality Tests
by: Hatemi-J, Abdulnasser
Published: (2024)
by: Hatemi-J, Abdulnasser
Published: (2024)
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
by: Baybutt, Adam
Published: (2024)
by: Baybutt, Adam
Published: (2024)
Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
by: Jha, Ayush, et al.
Published: (2024)
by: Jha, Ayush, et al.
Published: (2024)
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
by: Brini, Alessio, et al.
Published: (2026)
by: Brini, Alessio, et al.
Published: (2026)
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
by: Zhou, Wei-Xing, et al.
Published: (2023)
by: Zhou, Wei-Xing, et al.
Published: (2023)
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
by: Ataei, Masoud
Published: (2025)
by: Ataei, Masoud
Published: (2025)
iCOS: Option-Implied COS Method
by: Vladimirov, Evgenii
Published: (2023)
by: Vladimirov, Evgenii
Published: (2023)
Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
by: Vallarino, Diego
Published: (2025)
by: Vallarino, Diego
Published: (2025)
Are there Dragon Kings in the Stock Market?
by: Liu, Jiong, et al.
Published: (2023)
by: Liu, Jiong, et al.
Published: (2023)
Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
by: Deng, Qi, et al.
Published: (2024)
by: Deng, Qi, et al.
Published: (2024)
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Schroers, Dennis
Published: (2024)
by: Schroers, Dennis
Published: (2024)
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
by: Audrino, Francesco, et al.
Published: (2024)
by: Audrino, Francesco, et al.
Published: (2024)
Do t-Statistic Hurdles Need to be Raised?
by: Chen, Andrew Y.
Published: (2022)
by: Chen, Andrew Y.
Published: (2022)
Similar Items
-
A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors
by: Moriya, Koichiro, et al.
Published: (2025) -
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
by: Doğan, Osman, et al.
Published: (2024) -
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
by: Modée, Samuel, et al.
Published: (2026) -
Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
by: Xiong, Ziyang, et al.
Published: (2025) -
Bayesian Analysis of High Dimensional Vector Error Correction Model
by: Yang, Parley R, et al.
Published: (2023)