Cover Image

Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Li, Yong, Mallick, Sushanta K., Zeng, Tao, Zhang, Junxing
Format:	Preprint
Published:	2025
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Bayesian Modular Inference for Copula Models with Potentially Misspecified Marginals
by: Kock, Lucas, et al.
Published: (2026)

Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
by: Forneron, Jean-Jacques, et al.
Published: (2024)

Cutting Feedback in Misspecified Copula Models
by: Smith, Michael Stanley, et al.
Published: (2023)

Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study
by: Katz, Harrison, et al.
Published: (2025)

Identification of Treatment Effects under Limited Exogenous Variation
by: Newey, Whitney K., et al.
Published: (2018)

Bayesian Inference for Confounding Variables and Limited Information
by: Scharfenaker, Ellis, et al.
Published: (2025)

Bayesian Outlier Detection for Matrix-variate Models
by: Billio, Monica, et al.
Published: (2025)

Bayesian and Frequentist Inference for Synthetic Controls
by: Martinez, Ignacio, et al.
Published: (2022)

A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
by: Clark, Todd, et al.
Published: (2025)

Recovering Unobserved Network Links from Aggregated Relational Data: Discussions on Bayesian Latent Surface Modeling and Penalized Regression
by: Tseng, Yen-hsuan
Published: (2025)

Quasi-Bayesian Estimation and Inference with Control Functions
by: Liu, Ruixuan, et al.
Published: (2024)

Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
by: Li, Degui, et al.
Published: (2024)

How to Compare Copula Forecasts?
by: Fissler, Tobias, et al.
Published: (2024)

On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
by: Han, Sukjin, et al.
Published: (2025)

Matrix Quantile Factor Model
by: Kong, Xin-Bing, et al.
Published: (2022)

Functional Network Autoregressive Models for Panel Data
by: Ando, Tomohiro, et al.
Published: (2025)

An Axiomatic Approach to Comparing Sensitivity Parameters
by: Diegert, Paul, et al.
Published: (2025)

Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by: Koo, Bonsoo, et al.
Published: (2023)

Regression Modeling of the Count Relational Data with Exchangeable Dependencies
by: Du, Wenqin, et al.
Published: (2025)

Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
by: Iacopini, Matteo, et al.
Published: (2022)

Efficient Bias Correction for Cross-section and Panel Data
by: Hahn, Jinyong, et al.
Published: (2022)

Bayesian Estimation of Cohort-Time-Stratum Specific Effects in Staggered Difference-in-Differences
by: Chib, Siddhartha, et al.
Published: (2025)

Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
by: Xu, Haoyuan, et al.
Published: (2026)

Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)

Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling
by: Chang, Jinyuan, et al.
Published: (2024)

Semiparametric inference for inequality measures under nonignorable nonresponse using callback data
by: Wang, Xinyu, et al.
Published: (2026)

Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices
by: Tanaka, Masahiro
Published: (2026)

Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
by: Zhao, Jinglong, et al.
Published: (2022)

Identifying Socially Disruptive Policies
by: Auerbach, Eric, et al.
Published: (2023)

Life Sequence Transformer: Generative Modelling of Socio-Economic Trajectories from Administrative Data
by: Cabezas, Alberto, et al.
Published: (2025)

Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model
by: Moon, Sarah
Published: (2024)

Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by: Bu, Ruijun, et al.
Published: (2023)

Bayesian Model Averaging in Causal Instrumental Variable Models
by: Steiner, Gregor, et al.
Published: (2025)

Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Frühwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
by: Casarin, Roberto, et al.
Published: (2024)

A New and Efficient Debiased Estimation of General Treatment Models by Balanced Neural Networks Weighting
by: Wu, Zeqi, et al.
Published: (2025)

Generalized Spectral Testing with Sample Splitting
by: Tao, Yuxin, et al.
Published: (2026)

Comparing Experimental and Nonexperimental Methods: What Lessons Have We Learned Four Decades After LaLonde (1986)?
by: Imbens, Guido, et al.
Published: (2024)

Data Synchronization at High Frequencies
by: Kong, Xinbing, et al.
Published: (2025)

Linear Regressions with Combined Data
by: D'Haultfoeuille, Xavier, et al.
Published: (2024)