Cover Image

Threshold Tensor Factor Model in CP Form

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bolivar, Stevenson, Chen, Rong, Han, Yuefeng
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)

Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)

Tensor PCA for Factor Models
by: Babii, Andrii, et al.
Published: (2022)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

A Unified Framework for Estimation of High-dimensional Conditional Factor Models
by: Chen, Qihui
Published: (2022)

Diffusion Index Forecasting with Tensor Data
by: Chen, Bin, et al.
Published: (2025)

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

Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study
by: Katz, Harrison, 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)

Comparative e-backtests for general risk measures
by: Jiao, Zhanyi, et al.
Published: (2025)

Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach
by: van Praag, Bernard M. S., et al.
Published: (2025)

Boundary Discontinuity Designs: Theory and Practice
by: Cattaneo, Matias D., et al.
Published: (2025)

Implicit score-driven filters for time-varying parameter models
by: Lange, Rutger-Jan, et al.
Published: (2025)

Testing Inequalities Linear in Nuisance Parameters
by: Cox, Gregory Fletcher, et al.
Published: (2025)

Causal Inference for Experiments with Latent Outcomes: Key Results and Their Implications for Design and Analysis
by: Fu, Jiawei, et al.
Published: (2025)

The Regression Discontinuity Design in Medical Science
by: Cattaneo, Matias D., et al.
Published: (2025)

Generalizability with ignorance in mind: learning what we do (not) know for archetypes discovery
by: Breza, Emily, et al.
Published: (2025)

Emergent Dynamical Spatial Boundaries in Emergency Medical Services: A Navier-Stokes Framework from First Principles
by: Kikuchi, Tatsuru
Published: (2025)

Causal Panel Analysis under Parallel Trends: Lessons from a Large Reanalysis Study
by: Chiu, Albert, et al.
Published: (2023)

Time-to-Event Estimation with Unreliably Reported Events in Medicare Health Plan Payment
by: Enache, Oana M., et al.
Published: (2026)

The Role of Measured Covariates in Assessing Sensitivity to Unmeasured Confounding
by: Dalal, Abhinandan, et al.
Published: (2026)

Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
by: Gruber, Luis, et al.
Published: (2022)

Detecting Spatial Outliers: the Role of the Local Influence Function
by: Arbia, Giuseppe, et al.
Published: (2024)

Multivariate ordered discrete response models with two layers of dependence
by: Komarova, Tatiana, et al.
Published: (2022)

Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys
by: Johnson, Matthew C., et al.
Published: (2026)

Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare
by: Esser, Jonas, et al.
Published: (2024)

Local-Polynomial Estimation for Multivariate Regression Discontinuity Designs
by: Sawada, Masayuki, et al.
Published: (2024)

Assessing Heterogeneity of Treatment Effects
by: Kaji, Tetsuya, et al.
Published: (2023)

Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions
by: Shinkre, Tanvi, et al.
Published: (2024)

Difference-in-differences Design with Outcomes Missing Not at Random
by: Shin, Sooahn
Published: (2024)

Nonparametric Identification and Estimation of Causal Effects on Latent Outcomes
by: Fu, Jiawei, et al.
Published: (2026)

Overfitting Reduction in Convex Regression
by: Liao, Zhiqiang, et al.
Published: (2024)

Optimizing Returns from Experimentation Programs
by: Sudijono, Timothy, et al.
Published: (2024)

Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
by: Cui, Liyuan, et al.
Published: (2025)

Scalable Estimation of Multinomial Response Models with Random Consideration Sets
by: Chib, Siddhartha, et al.
Published: (2023)

Mining Causality: AI-Assisted Search for Instrumental Variables
by: Han, Sukjin
Published: (2024)

Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
by: Feldkircher, Martin, et al.
Published: (2017)

A Practical Introduction to Regression Discontinuity Designs: Extensions
by: Cattaneo, Matias D., et al.
Published: (2023)

Gimbal Regression: Orientation-Adaptive Local Linear Regression under Spatial Heterogeneity
by: Otani, Yuichiro
Published: (2026)

Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption
by: Cattaneo, Matias D., et al.
Published: (2022)