Imagen de Portada

Implicit score-driven filters for time-varying parameter models

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Lange, Rutger-Jan, van Os, Bram, van Dijk, Dick
Formato:	Preprint
Publicado:	2025
Materias:	Methodology Econometrics Applications
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

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

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

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

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

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

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

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

Threshold Tensor Factor Model in CP Form
por: Bolivar, Stevenson, et al.
Publicado: (2025)

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

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

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

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

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

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

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

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

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

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

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

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

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

Assessing Heterogeneity of Treatment Effects
por: Kaji, Tetsuya, et al.
Publicado: (2023)

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

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

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

Overfitting Reduction in Convex Regression
por: Liao, Zhiqiang, et al.
Publicado: (2024)

Optimizing Returns from Experimentation Programs
por: Sudijono, Timothy, et al.
Publicado: (2024)

Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
por: Cerqueti, Roy, et al.
Publicado: (2024)

Gradient-based filtering under misspecification: Stability and error bounds
por: van Heel, Simon Donker, et al.
Publicado: (2025)

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

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

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

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

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

Bandwidth Selection for Spatial HAC Standard Errors
por: Lehner, Alexander
Publicado: (2026)

Learning from crises: A new class of time-varying parameter VARs with observable adaptation
por: Hardy, Nicolas, et al.
Publicado: (2025)

Estimation and Inference in Boundary Discontinuity Designs: Location-Based Methods
por: Cattaneo, Matias D., et al.
Publicado: (2025)

Nonparametric Identification of Spatial Treatment Effect Boundaries: Evidence from Bank Branch Consolidation
por: Kikuchi, Tatsuru
Publicado: (2025)

Dynamic Spatial Treatment Effect Boundaries: A Continuous Functional Framework from Navier-Stokes Equations
por: Kikuchi, Tatsuru
Publicado: (2025)

Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment
por: Kikuchi, Tatsuru
Publicado: (2025)