Inference on Common Trends in a Cointegrated Nonlinear SVAR
Fuente:
arXiv
Saved in:
| Main Authors: | Duffy, James A., Jiao, Xiyu |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Common Trends and Long-Run Identification in Nonlinear Structural VARs
by: Duffy, James A., et al.
Published: (2024)
by: Duffy, James A., et al.
Published: (2024)
Cointegration with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2022)
by: Duffy, James A., et al.
Published: (2022)
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026)
by: Duffy, James A., et al.
Published: (2026)
Stationarity with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2023)
by: Duffy, James A., et al.
Published: (2023)
Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023)
by: Inoue, Atsushi, et al.
Published: (2023)
Double Descent and Benign Overfitting in Macroeconomic Forecasting
by: Carriero, Andrea, et al.
Published: (2026)
by: Carriero, Andrea, et al.
Published: (2026)
Stability of trigonometric approximation in $L^p$ and applications to prediction theory
by: Klotz, Lutz, et al.
Published: (2021)
by: Klotz, Lutz, et al.
Published: (2021)
Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)
by: Andrée, Bo Pieter Johannes
Published: (2026)
Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
by: Attolico, Luca
Published: (2025)
by: Attolico, Luca
Published: (2025)
Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology
by: Miranda, Jose De Leon, et al.
Published: (2026)
by: Miranda, Jose De Leon, et al.
Published: (2026)
Inference on common trends in functional time series
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
The Local to Unity Dynamic Tobit Model
by: Bykhovskaya, Anna, et al.
Published: (2022)
by: Bykhovskaya, Anna, et al.
Published: (2022)
Data driven modeling of multiple interest rates with generalized Vasicek-type models
by: Ilmonen, Pauliina, et al.
Published: (2025)
by: Ilmonen, Pauliina, et al.
Published: (2025)
Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
by: Attolico, Luca
Published: (2025)
by: Attolico, Luca
Published: (2025)
Inference under partial identification with minimax test statistics
by: Loh, Isaac
Published: (2024)
by: Loh, Isaac
Published: (2024)
A New Stock Market Valuation Measure with Applications to Retirement Planning
by: Sarantsev, Andrey
Published: (2019)
by: Sarantsev, Andrey
Published: (2019)
The Aligned Economic Index & The State Switching Model
by: Aarab, Ilias
Published: (2025)
by: Aarab, Ilias
Published: (2025)
An Aldous-Hoover type representation for row exchangeable arrays
by: Donald, Evan, et al.
Published: (2025)
by: Donald, Evan, et al.
Published: (2025)
JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression
by: Wakimoto, Hirofumi
Published: (2026)
by: Wakimoto, Hirofumi
Published: (2026)
Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2016)
by: Golichenko, Iryna, et al.
Published: (2016)
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
by: Hidalgo, Pablo, et al.
Published: (2025)
by: Hidalgo, Pablo, et al.
Published: (2025)
Properties of the reconciled distributions for Gaussian and count forecasts
by: Zambon, Lorenzo, et al.
Published: (2023)
by: Zambon, Lorenzo, et al.
Published: (2023)
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity
by: Inoue, Atsushi, et al.
Published: (2025)
by: Inoue, Atsushi, et al.
Published: (2025)
The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)
by: Savelov, M. P.
Published: (2025)
Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
by: Mazhar, Othmane, et al.
Published: (2026)
by: Mazhar, Othmane, et al.
Published: (2026)
Minimax-robust estimation problems for stationary stochastic sequences
by: Moklyachuk, Mikhail
Published: (2024)
by: Moklyachuk, Mikhail
Published: (2024)
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
by: Woitschig, Patrick, et al.
Published: (2026)
by: Woitschig, Patrick, et al.
Published: (2026)
Nonlinear Dynamic Factor Analysis With a Transformer Network
by: Snellman, Oliver
Published: (2026)
by: Snellman, Oliver
Published: (2026)
Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by: Muhammad, Tashreef
Published: (2026)
by: Muhammad, Tashreef
Published: (2026)
Conditional nonparametric variable screening by neural factor regression
by: Fan, Jianqing, et al.
Published: (2024)
by: Fan, Jianqing, et al.
Published: (2024)
Impact of rainfall risk on rice production: realized volatility in mean model
by: Ghosh, Soham, et al.
Published: (2025)
by: Ghosh, Soham, et al.
Published: (2025)
Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)
by: Bagyan, Armine, et al.
Published: (2025)
Moment Expansions of the Energy Distance
by: Langmore, Ian
Published: (2025)
by: Langmore, Ian
Published: (2025)
Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)
by: Yang, Yukai, et al.
Published: (2026)
The Integer-valued Moving-Average Random Field
by: Silbernagel, Angelika, et al.
Published: (2026)
by: Silbernagel, Angelika, et al.
Published: (2026)
Partial correlation graphs for continuous-parameter time series
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)
Yurinskii's Coupling for Martingales
by: Cattaneo, Matias D., et al.
Published: (2022)
by: Cattaneo, Matias D., et al.
Published: (2022)
Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
by: Liang, Yunqi, et al.
Published: (2026)
by: Liang, Yunqi, et al.
Published: (2026)
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
by: Zhang, Yikun, et al.
Published: (2025)
by: Zhang, Yikun, et al.
Published: (2025)
Conditional distributions for the nested Dirichlet process via sequential imputation
by: Donald, Evan, et al.
Published: (2025)
by: Donald, Evan, et al.
Published: (2025)
Similar Items
-
Common Trends and Long-Run Identification in Nonlinear Structural VARs
by: Duffy, James A., et al.
Published: (2024) -
Cointegration with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2022) -
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026) -
Stationarity with Occasionally Binding Constraints
by: Duffy, James A., et al.
Published: (2023) -
Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023)