Saved in:
| Main Authors: | García-Albán, Freddy, Jarrín, Juan |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2507.07450 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Fact or friction: Jumps at ultra high frequency
by: Christensen, Kim, et al.
Published: (2026)
by: Christensen, Kim, et al.
Published: (2026)
Inference from high-frequency data: A subsampling approach
by: Christensen, Kim, et al.
Published: (2026)
by: Christensen, Kim, et al.
Published: (2026)
Forecasting in small open emerging economies Evidence from Thailand
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025)
High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions
by: Garrón, Ignacio, et al.
Published: (2025)
by: Garrón, Ignacio, et al.
Published: (2025)
The shale oil boom and the US economy: Spillovers and time‐varying effects
by: Hilde C. Bjørnland, et al.
Published: (2024)
by: Hilde C. Bjørnland, et al.
Published: (2024)
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
by: Barbaglia, Luca, et al.
Published: (2024)
by: Barbaglia, Luca, et al.
Published: (2024)
Estimation of BLP models with high-dimensional controls
by: Jin, Hua
Published: (2026)
by: Jin, Hua
Published: (2026)
Factor multivariate stochastic volatility models of high dimension
by: Poignard, Benjamin, et al.
Published: (2024)
by: Poignard, Benjamin, et al.
Published: (2024)
Identification-robust inference for the LATE with high-dimensional covariates
by: Ma, Yukun
Published: (2023)
by: Ma, Yukun
Published: (2023)
Bootstrap based asymptotic refinements for high-dimensional nonlinear models
by: Horowitz, Joel L., et al.
Published: (2023)
by: Horowitz, Joel L., et al.
Published: (2023)
Climate change: across time and frequencies
by: Aguiar-Conraria, Luis, et al.
Published: (2025)
by: Aguiar-Conraria, Luis, et al.
Published: (2025)
Empirical likelihood approach for high-dimensional moment restrictions with dependent data
by: Chang, Jinyuan, et al.
Published: (2025)
by: Chang, Jinyuan, et al.
Published: (2025)
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
by: Barigozzi, Matteo, et al.
Published: (2024)
by: Barigozzi, Matteo, et al.
Published: (2024)
Research on the multi-stage impact of digital economy on rural revitalization in Hainan Province based on GPM model
by: Lyu, Wenbo
Published: (2024)
by: Lyu, Wenbo
Published: (2024)
Poverty Targeting with Imperfect Information
by: Yamin, Juan C.
Published: (2025)
by: Yamin, Juan C.
Published: (2025)
Tracking the Hidden Forces Behind Laos' 2022 Exchange Rate Crisis and Balance of Payments Instability
by: Cooray, Mariza, et al.
Published: (2025)
by: Cooray, Mariza, et al.
Published: (2025)
Tracking Economic Activity With Alternative High‐Frequency Data
by: Florian Eckert, et al.
Published: (2025)
by: Florian Eckert, et al.
Published: (2025)
Monthly GDP nowcasting with Machine Learning and Unstructured Data
by: Tenorio, Juan, et al.
Published: (2024)
by: Tenorio, Juan, et al.
Published: (2024)
Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension
by: Milfont, Angelo, et al.
Published: (2025)
by: Milfont, Angelo, et al.
Published: (2025)
The Privacy-Utility Trade-Off of Location Tracking in Ad Personalization
by: Mosaffa, Mohammad, et al.
Published: (2026)
by: Mosaffa, Mohammad, et al.
Published: (2026)
Do Test Scores Help Teachers Give Better Track Advice to Students? A Principal Stratification Analysis
by: Ichino, Andrea, et al.
Published: (2025)
by: Ichino, Andrea, et al.
Published: (2025)
Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models
by: Argañaraz, Facundo, et al.
Published: (2025)
by: Argañaraz, Facundo, et al.
Published: (2025)
Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
by: Argañaraz, Facundo, et al.
Published: (2024)
by: Argañaraz, Facundo, et al.
Published: (2024)
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
by: Escanciano, Juan Carlos, et al.
Published: (2024)
by: Escanciano, Juan Carlos, et al.
Published: (2024)
Automatic Locally Robust GMM with Machine-Learning-Generated Regressors
by: Escanciano, Juan Carlos, et al.
Published: (2023)
by: Escanciano, Juan Carlos, et al.
Published: (2023)
Debiased Machine Learning U-statistics
by: Escanciano, Juan Carlos, et al.
Published: (2022)
by: Escanciano, Juan Carlos, et al.
Published: (2022)
Identification and Estimation in Fuzzy Regression Discontinuity Designs with Covariates
by: Caetano, Carolina, et al.
Published: (2026)
by: Caetano, Carolina, et al.
Published: (2026)
On the Ollivier-Ricci curvature as fragility indicator of the stock markets
by: García, Joaquín Sánchez, et al.
Published: (2024)
by: García, Joaquín Sánchez, et al.
Published: (2024)
Inference on panel data models with a generalized factor structure
by: Rodriguez-Poo, Juan M., et al.
Published: (2025)
by: Rodriguez-Poo, Juan M., et al.
Published: (2025)
High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks
by: Pfarrhofer, Michael, et al.
Published: (2019)
by: Pfarrhofer, Michael, et al.
Published: (2019)
A high‐dimensional multinomial logit model
by: Didier Nibbering
Published: (2024)
by: Didier Nibbering
Published: (2024)
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by: Ballarin, Giovanni, et al.
Published: (2022)
by: Ballarin, Giovanni, et al.
Published: (2022)
Global Ease of Living Index: a machine learning framework for longitudinal analysis of major economies
by: Panat, Tanay, et al.
Published: (2025)
by: Panat, Tanay, et al.
Published: (2025)
Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso
by: Hué, Sullivan, et al.
Published: (2025)
by: Hué, Sullivan, et al.
Published: (2025)
A projection based approach for interactive fixed effects panel data models
by: Keilbar, Georg, et al.
Published: (2022)
by: Keilbar, Georg, et al.
Published: (2022)
On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)
by: Chang, Jinyuan, et al.
Published: (2024)
Spectral analysis of high-dimensional spot volatility matrix with applications
by: Liu, Qiang, et al.
Published: (2025)
by: Liu, Qiang, et al.
Published: (2025)
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
by: Kock, Anders Bredahl, et al.
Published: (2023)
by: Kock, Anders Bredahl, et al.
Published: (2023)
An Artificial Trend Index for Private Consumption Using Google Trends
by: Tenorio, Juan, et al.
Published: (2025)
by: Tenorio, Juan, et al.
Published: (2025)
Reinforcement Learning in High-frequency Market Making
by: Zheng, Yuheng, et al.
Published: (2024)
by: Zheng, Yuheng, et al.
Published: (2024)
Similar Items
-
Fact or friction: Jumps at ultra high frequency
by: Christensen, Kim, et al.
Published: (2026) -
Inference from high-frequency data: A subsampling approach
by: Christensen, Kim, et al.
Published: (2026) -
Forecasting in small open emerging economies Evidence from Thailand
by: Taveeapiradeecharoen, Paponpat, et al.
Published: (2025) -
High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions
by: Garrón, Ignacio, et al.
Published: (2025) -
The shale oil boom and the US economy: Spillovers and time‐varying effects
by: Hilde C. Bjørnland, et al.
Published: (2024)