Image de couverture de livre

Uncovering Sparse Financial Networks with Information Criteria

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Ouyang, Fu, Yang, Thomas T., Yao, Wenying
Format:	Preprint
Publié:	2026
Sujets:	Econometrics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Breaking news
par: Winkelmann, Lars, et autres
Publié: (2026)

Semiparametric Discrete Choice Models for Bundles
par: Ouyang, Fu, et autres
Publié: (2023)

High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
par: Ouyang, Fu, et autres
Publié: (2023)

Semiparametric Discrete Choice Models for Bundles
par: Ouyang, Fu, et autres
Publié: (2023)

Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
par: Ouyang, Fu, et autres
Publié: (2022)

Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
par: Mei, Jianhua, et autres
Publié: (2025)

Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
par: Dobronyi, Christopher R., et autres
Publié: (2023)

Degrees of Freedom and Information Criteria for the Synthetic Control Method
par: Pouliot, Guillaume Allaire, et autres
Publié: (2022)

Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities
par: Deaner, Ben, et autres
Publié: (2025)

Why Do the Elderly Save? Using Health Shocks to Uncover Bequests Motives
par: Kaji, Tetsuya, et autres
Publié: (2025)

Graph Neural Networks for Generalized Mundlak Estimator under Network Confounding
par: Fu, Lianyan, et autres
Publié: (2026)

Difference-in-Differences using Double Negative Controls and Graph Neural Networks for Unmeasured Network Confounding
par: Zhang, Zihan, et autres
Publié: (2026)

Machine Learning the Macroeconomic Effects of Financial Shocks
par: Hauzenberger, Niko, et autres
Publié: (2024)

Sparse VARs Do Not Imply Sparse Local Projections: Robust Inference for High-Dimensional Granger Causality
par: Dettaa, Eugene, et autres
Publié: (2024)

Difference-in-differences with a mediator
par: Deng, Yuhao, et autres
Publié: (2026)

Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
par: Yang, Thomas T.
Publié: (2025)

Detecting Sparse Cointegration
par: Gonzalo, Jesus, et autres
Publié: (2025)

Team Networks with Partially Observed Links
par: Xu, Yang
Publié: (2025)

Channel Estimation with Hierarchical Sparse Bayesian Learning for ODDM Systems
par: Han, Jiasong, et autres
Publié: (2026)

Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
par: Moon, Hyungsik Roger, et autres
Publié: (2023)

Sparse Interval-valued Time Series Modeling with Machine Learning
par: Bao, Haowen, et autres
Publié: (2024)

Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
par: Moramarco, Graziano
Publié: (2021)

Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups
par: Oh, Minseog, et autres
Publié: (2024)

Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think
par: Mei, Ziwei, et autres
Publié: (2023)

Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks
par: Lu, Zhentong, et autres
Publié: (2025)

Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting
par: Mogliani, Matteo, et autres
Publié: (2024)

Financial Deepening and Economic Growth in Select Emerging Markets with Currency Board Systems: Theory and Evidence
par: Qiu, Yujuan
Publié: (2024)

Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity
par: Shang, Fei, et autres
Publié: (2026)

A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage
par: Fan, Zheng, et autres
Publié: (2025)

Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?
par: Wei, Jie, et autres
Publié: (2023)

Asymmetries in Financial Spillovers
par: Huber, Florian, et autres
Publié: (2024)

Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
par: Ataei, Masoud
Publié: (2025)

A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models
par: Osterhaus, Maximilian
Publié: (2024)

A Diagnostics-First Composite Index for Macro-Financial Resilience to Socioeconomic Challenges: The Gondauri Index with Benchmarking and Scenario Evidence
par: Gondauri, Davit
Publié: (2026)

Handling Sparse Non-negative Data in Finance
par: Capponi, Agostino, et autres
Publié: (2025)

Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.'s Net Income and Stock Prices
par: Ungar, Kevin, et autres
Publié: (2025)

Low-Rank Estimation of Nonlinear Panel Data Models
par: Yao, Kan
Publié: (2025)

Evaluating the Accuracy of Chatbots in Financial Literature
par: Erdem, Orhan, et autres
Publié: (2024)

Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
par: Bu, Ruijun, et autres
Publié: (2023)

Panel Stochastic Frontier Models with Latent Group Structures
par: Tomioka, Kazuki, et autres
Publié: (2024)