Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
Fuente:
arXiv
Saved in:
| Main Authors: | Forneron, Jean-Jacques, Qu, Zhongjun |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by: Forneron, Jean-Jacques
Published: (2023)
by: Forneron, Jean-Jacques
Published: (2023)
Convexity Not Required: Estimation of Smooth Moment Condition Models
by: Forneron, Jean-Jacques, et al.
Published: (2023)
by: Forneron, Jean-Jacques, et al.
Published: (2023)
Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
by: Li, Yong, et al.
Published: (2025)
by: Li, Yong, et al.
Published: (2025)
Cutting Feedback in Misspecified Copula Models
by: Smith, Michael Stanley, et al.
Published: (2023)
by: Smith, Michael Stanley, et al.
Published: (2023)
Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by: Kock, Lucas, et al.
Published: (2026)
by: Kock, Lucas, et al.
Published: (2026)
Partial Identification of Policy-Relevant Treatment Effects with Instrumental Variables via Optimal Transport
by: Tan, Jiyuan, et al.
Published: (2026)
by: Tan, Jiyuan, et al.
Published: (2026)
A Distributed Lag Approach to the Generalised Dynamic Factor Model
by: Gersing, Philipp
Published: (2024)
by: Gersing, Philipp
Published: (2024)
Where to Experiment? Site Selection Under Distribution Shift via Optimal Transport and Wasserstein DRO
by: Bouyamourn, Adam
Published: (2025)
by: Bouyamourn, Adam
Published: (2025)
An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences
by: Torous, William, et al.
Published: (2021)
by: Torous, William, et al.
Published: (2021)
Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)
by: Kwon, Soonwoo
Published: (2023)
Structured Lasso for convex nonparametric least squares: An application to Swedish electricity distribution networks
by: Liao, Zhiqiang, et al.
Published: (2024)
by: Liao, Zhiqiang, et al.
Published: (2024)
Transmission Channel Analysis in Dynamic Models
by: Wegner, Enrico, et al.
Published: (2024)
by: Wegner, Enrico, et al.
Published: (2024)
Handling Sparse Non-negative Data in Finance
by: Capponi, Agostino, et al.
Published: (2025)
by: Capponi, Agostino, et al.
Published: (2025)
Generalized Poisson Dynamic Network Models
by: Carallo, Giulia, et al.
Published: (2026)
by: Carallo, Giulia, et al.
Published: (2026)
Principled Identification of Structural Dynamic Models
by: Francis, Neville, et al.
Published: (2025)
by: Francis, Neville, et al.
Published: (2025)
CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)
by: Han, Yuefeng, et al.
Published: (2021)
A Kernelization-Based Approach to Nonparametric Binary Choice Models
by: Yan, Guo
Published: (2024)
by: Yan, Guo
Published: (2024)
A Dynamic Stochastic Block Model for Multidimensional Networks
by: López, Ovielt Baltodano, et al.
Published: (2022)
by: López, Ovielt Baltodano, et al.
Published: (2022)
Identification of Dynamic Panel Logit Models with Fixed Effects
by: Dobronyi, Christopher, et al.
Published: (2021)
by: Dobronyi, Christopher, et al.
Published: (2021)
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
by: Hecq, Alain, et al.
Published: (2024)
by: Hecq, Alain, et al.
Published: (2024)
Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)
by: Yu, Ruofan, et al.
Published: (2024)
Optimal Decision Rules when Payoffs are Partially Identified
by: Christensen, Timothy, et al.
Published: (2022)
by: Christensen, Timothy, et al.
Published: (2022)
Triply Robust Panel Estimators
by: Athey, Susan, et al.
Published: (2025)
by: Athey, Susan, et al.
Published: (2025)
Computationally Efficient Estimation of Large Probit Models
by: Ding, Patrick, et al.
Published: (2024)
by: Ding, Patrick, et al.
Published: (2024)
The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models
by: Knaus, Peter, et al.
Published: (2023)
by: Knaus, Peter, et al.
Published: (2023)
Serial-Dependence and Persistence Robust Inference in Predictive Regressions
by: Pitarakis, Jean-Yves
Published: (2025)
by: Pitarakis, Jean-Yves
Published: (2025)
(Empirical) Bayes Approaches to Parallel Trends
by: Kwon, Soonwoo, et al.
Published: (2024)
by: Kwon, Soonwoo, et al.
Published: (2024)
A General Approach to Relaxing Unconfoundedness
by: Masten, Matthew A., et al.
Published: (2025)
by: Masten, Matthew A., et al.
Published: (2025)
An Axiomatic Approach to Comparing Sensitivity Parameters
by: Diegert, Paul, et al.
Published: (2025)
by: Diegert, Paul, et al.
Published: (2025)
Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)
by: Gonzalo, Jesus, et al.
Published: (2025)
Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by: He, Junnan, et al.
Published: (2026)
by: He, Junnan, et al.
Published: (2026)
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by: Bonhomme, Stéphane, et al.
Published: (2024)
by: Bonhomme, Stéphane, et al.
Published: (2024)
A Convexified Matching Approach to Imputation and Individualized Inference
by: Hur, YoonHaeng, et al.
Published: (2024)
by: Hur, YoonHaeng, et al.
Published: (2024)
Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints
by: Sakaguchi, Shosei
Published: (2021)
by: Sakaguchi, Shosei
Published: (2021)
Dynamic causal inference with time series data
by: Schaffe-Odeleye, Tanique, et al.
Published: (2026)
by: Schaffe-Odeleye, Tanique, et al.
Published: (2026)
MSTest: An R-Package for Testing Markov Switching Models
by: Rodriguez-Rondon, Gabriel, et al.
Published: (2024)
by: Rodriguez-Rondon, Gabriel, et al.
Published: (2024)
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
by: Clark, Todd, et al.
Published: (2025)
by: Clark, Todd, et al.
Published: (2025)
A Practical Guide to Estimating Conditional Marginal Effects: Modern Approaches
by: Liu, Jiehan, et al.
Published: (2025)
by: Liu, Jiehan, et al.
Published: (2025)
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
by: Fan, Rui, et al.
Published: (2021)
by: Fan, Rui, et al.
Published: (2021)
Non-parametric Causal Inference in Dynamic Thresholding Designs
by: Ghosh, Aditya, et al.
Published: (2025)
by: Ghosh, Aditya, et al.
Published: (2025)
Similar Items
-
Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by: Forneron, Jean-Jacques
Published: (2023) -
Convexity Not Required: Estimation of Smooth Moment Condition Models
by: Forneron, Jean-Jacques, et al.
Published: (2023) -
Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
by: Li, Yong, et al.
Published: (2025) -
Cutting Feedback in Misspecified Copula Models
by: Smith, Michael Stanley, et al.
Published: (2023) -
Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by: Kock, Lucas, et al.
Published: (2026)