Regularized Generalized Covariance (RGCov) Estimator
Fuente:
arXiv
Saved in:
| Main Authors: | Giancaterini, Francesco, Hecq, Alain, Jasiak, Joann, Neyazi, Aryan Manafi |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Shrinkage Regularization for (Non)Linear Serial Dependence Test
by: Giancaterini, Francesco, et al.
Published: (2026)
by: Giancaterini, Francesco, et al.
Published: (2026)
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
by: Giancaterini, Francesco, et al.
Published: (2025)
by: Giancaterini, Francesco, et al.
Published: (2025)
Optimization of the Generalized Covariance Estimator in Noncausal Processes
by: Cubadda, Gianluca, et al.
Published: (2023)
by: Cubadda, Gianluca, et al.
Published: (2023)
GCov-Based Portmanteau Test
by: Jasiak, Joann, et al.
Published: (2023)
by: Jasiak, Joann, et al.
Published: (2023)
Generalized Covariance Estimator under Misspecification and Constraints
by: Neyazi, Aryan Manafi
Published: (2025)
by: Neyazi, Aryan Manafi
Published: (2025)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
by: Jasiak, Joann, et al.
Published: (2025)
by: Jasiak, Joann, et al.
Published: (2025)
Digital Divide: Evidence from the 2020 Canadian Internet Use Survey
by: Jasiak, Joann, et al.
Published: (2023)
by: Jasiak, Joann, et al.
Published: (2023)
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by: Hecq, Alain, et al.
Published: (2023)
by: Hecq, Alain, et al.
Published: (2023)
Sequential Monte Carlo for Noncausal Processes
by: Cubadda, Gianluca, et al.
Published: (2025)
by: Cubadda, Gianluca, et al.
Published: (2025)
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
by: Gourieroux, Christian, et al.
Published: (2022)
by: Gourieroux, Christian, et al.
Published: (2022)
Decomposing Co-Movements in Matrix-Valued Time Series: A Pseudo-Structural Reduced-Rank Approach
by: Hecq, Alain, et al.
Published: (2025)
by: Hecq, Alain, et al.
Published: (2025)
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
by: Hecq, Alain, et al.
Published: (2024)
by: Hecq, Alain, et al.
Published: (2024)
Detecting Cointegrating Relations in Non-stationary Matrix-Valued Time Series
by: Hecq, Alain, et al.
Published: (2024)
by: Hecq, Alain, et al.
Published: (2024)
Seasonality in Mixed Causal-Noncausal Processes
by: Castro, Tomás del Barrio, et al.
Published: (2026)
by: Castro, Tomás del Barrio, et al.
Published: (2026)
A Distance Covariance-based Estimator
by: Tsyawo, Emmanuel Selorm, et al.
Published: (2021)
by: Tsyawo, Emmanuel Selorm, et al.
Published: (2021)
Covariance Matrix Estimation for Positively Correlated Assets
by: Liu, Weilong, et al.
Published: (2025)
by: Liu, Weilong, et al.
Published: (2025)
Estimating Stochastic Block Models in the Presence of Covariates
by: Kitamura, Yuichi, et al.
Published: (2024)
by: Kitamura, Yuichi, et al.
Published: (2024)
Binary Outcome Models with Extreme Covariates: Estimation and Prediction
by: Liu, Laura, et al.
Published: (2025)
by: Liu, Laura, et al.
Published: (2025)
Identification and Estimation in Fuzzy Regression Discontinuity Designs with Covariates
by: Caetano, Carolina, et al.
Published: (2026)
by: Caetano, Carolina, et al.
Published: (2026)
Prediction with Differential Covariate Classification: Illustrated by Covariate Classification in Medical Risk Assessment
by: Venkataramani, Atheendar S., et al.
Published: (2025)
by: Venkataramani, Atheendar S., et al.
Published: (2025)
Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2023)
by: Słoczyński, Tymon, et al.
Published: (2023)
Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by: Deng, Yuhao, et al.
Published: (2026)
by: Deng, Yuhao, et al.
Published: (2026)
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
by: Leng, Chenlei, et al.
Published: (2024)
by: Leng, Chenlei, et al.
Published: (2024)
Constructing an Instrument as a Function of Covariates
by: Stewart, Moses
Published: (2025)
by: Stewart, Moses
Published: (2025)
Difference in Differences with Time-Varying Covariates
by: Caetano, Carolina, et al.
Published: (2022)
by: Caetano, Carolina, et al.
Published: (2022)
Variational Regularized Bilevel Estimation for Exponential Random Graph Models
by: Choi, Yoon
Published: (2025)
by: Choi, Yoon
Published: (2025)
Covariate-Balanced Weighted Stacked Difference-in-Differences
by: Ustyuzhanin, Vadim
Published: (2026)
by: Ustyuzhanin, Vadim
Published: (2026)
Clustered Covariate Regression
by: Soale, Abdul-Nasah, et al.
Published: (2023)
by: Soale, Abdul-Nasah, et al.
Published: (2023)
Wild Bootstrap Inference for Linear Regressions with Many Covariates
by: Li, Wenze
Published: (2025)
by: Li, Wenze
Published: (2025)
Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
by: Ma, Jun, et al.
Published: (2020)
by: Ma, Jun, et al.
Published: (2020)
Good Controls Gone Bad: Difference-in-Differences with Covariates
by: Karim, Sunny, et al.
Published: (2024)
by: Karim, Sunny, et al.
Published: (2024)
Covariate Adjustment in Stratified Experiments
by: Cytrynbaum, Max
Published: (2023)
by: Cytrynbaum, Max
Published: (2023)
Predicting the Distribution of Treatment Effects: A Covariate-Adjustment Approach
by: Fava, Bruno
Published: (2024)
by: Fava, Bruno
Published: (2024)
Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
by: Dzuverovic, Emilija, et al.
Published: (2023)
by: Dzuverovic, Emilija, et al.
Published: (2023)
Local Projections Inference with High-Dimensional Covariates without Sparsity
by: Cha, Jooyoung
Published: (2024)
by: Cha, Jooyoung
Published: (2024)
Difference-in-Differences when Parallel Trends Holds Conditional on Covariates
by: Caetano, Carolina, et al.
Published: (2024)
by: Caetano, Carolina, et al.
Published: (2024)
Nuclear Norm Regularized Estimation of Panel Regression Models
by: Moon, Hyungsik Roger, et al.
Published: (2018)
by: Moon, Hyungsik Roger, et al.
Published: (2018)
Realized Regularized Regressions
by: Kolokolov, Aleksey, et al.
Published: (2026)
by: Kolokolov, Aleksey, et al.
Published: (2026)
Leveraging Covariates in Regression Discontinuity Designs
by: Cattaneo, Matias D., et al.
Published: (2025)
by: Cattaneo, Matias D., et al.
Published: (2025)
A One-Covariate-at-a-Time Method for Nonparametric Additive Models
by: Su, Liangjun, et al.
Published: (2022)
by: Su, Liangjun, et al.
Published: (2022)
Similar Items
-
Shrinkage Regularization for (Non)Linear Serial Dependence Test
by: Giancaterini, Francesco, et al.
Published: (2026) -
Bubble Detection with Application to Green Bubbles: A Noncausal Approach
by: Giancaterini, Francesco, et al.
Published: (2025) -
Optimization of the Generalized Covariance Estimator in Noncausal Processes
by: Cubadda, Gianluca, et al.
Published: (2023) -
GCov-Based Portmanteau Test
by: Jasiak, Joann, et al.
Published: (2023) -
Generalized Covariance Estimator under Misspecification and Constraints
by: Neyazi, Aryan Manafi
Published: (2025)