Latent community paths in VAR-type models via dynamic directed spectral co-clustering
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Kim, Younghoon, Baek, Changryong |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Dynamic spectral co-clustering of directed networks to unveil latent community paths in VAR-type models
par: Kim, Younghoon, et autres
Publié: (2025)
par: Kim, Younghoon, et autres
Publié: (2025)
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
par: Kim, Younghoon, et autres
Publié: (2023)
par: Kim, Younghoon, et autres
Publié: (2023)
Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
par: Hiraki, Daichi, et autres
Publié: (2026)
par: Hiraki, Daichi, et autres
Publié: (2026)
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
par: Clark, Todd, et autres
Publié: (2025)
par: Clark, Todd, et autres
Publié: (2025)
Estimation and exclusion restrictions in clustered linear models
par: Mikusheva, Anna, et autres
Publié: (2025)
par: Mikusheva, Anna, et autres
Publié: (2025)
Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study
par: Katz, Harrison, et autres
Publié: (2025)
par: Katz, Harrison, et autres
Publié: (2025)
A Korean Macroeconomic Database for Data-Rich Policy Analysis and U.S.--Korea Dependence
par: Baek, Changryong, et autres
Publié: (2025)
par: Baek, Changryong, et autres
Publié: (2025)
Testing identification in mediation and dynamic treatment models
par: Huber, Martin, et autres
Publié: (2024)
par: Huber, Martin, et autres
Publié: (2024)
Social Interactions Models with Latent Structures
par: Lin, Zhongjian, et autres
Publié: (2026)
par: Lin, Zhongjian, et autres
Publié: (2026)
Quasi-Bayes in Latent Variable Models
par: Kankanala, Sid
Publié: (2023)
par: Kankanala, Sid
Publié: (2023)
Analytic inference with two-way clustering
par: Davezies, Laurent, et autres
Publié: (2025)
par: Davezies, Laurent, et autres
Publié: (2025)
Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
par: Barigozzi, Matteo, et autres
Publié: (2025)
par: Barigozzi, Matteo, et autres
Publié: (2025)
Nonparametric Identification and Estimation of Causal Effects on Latent Outcomes
par: Fu, Jiawei, et autres
Publié: (2026)
par: Fu, Jiawei, et autres
Publié: (2026)
Distributed Causality in the SDG Network: Evidence from Panel VAR and Conditional Independence Analysis
par: Fahim, Md Muhtasim Munif, et autres
Publié: (2026)
par: Fahim, Md Muhtasim Munif, et autres
Publié: (2026)
Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
par: Cerqueti, Roy, et autres
Publié: (2024)
par: Cerqueti, Roy, et autres
Publié: (2024)
When are time series predictions causal? The potential system and dynamic causal effects
par: Carlson, Jacob, et autres
Publié: (2026)
par: Carlson, Jacob, et autres
Publié: (2026)
Generative modeling for the bootstrap
par: Tran, Leon, et autres
Publié: (2026)
par: Tran, Leon, et autres
Publié: (2026)
Causal clustering: design of cluster experiments under network interference
par: Viviano, Davide, et autres
Publié: (2023)
par: Viviano, Davide, et autres
Publié: (2023)
Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables
par: Kim, Geonwoo, et autres
Publié: (2024)
par: Kim, Geonwoo, et autres
Publié: (2024)
Causal Inference for Experiments with Latent Outcomes: Key Results and Their Implications for Design and Analysis
par: Fu, Jiawei, et autres
Publié: (2025)
par: Fu, Jiawei, et autres
Publié: (2025)
Real-time monitoring with RCA models
par: Horváth, Lajos, et autres
Publié: (2023)
par: Horváth, Lajos, et autres
Publié: (2023)
Credible causal inference beyond toy models
par: Bastías, Pablo Geraldo
Publié: (2024)
par: Bastías, Pablo Geraldo
Publié: (2024)
Some models are useful, but for how long?: A decision theoretic approach to choosing when to refit large-scale prediction models
par: Hoffman, Kentaro, et autres
Publié: (2024)
par: Hoffman, Kentaro, et autres
Publié: (2024)
Inference on many jumps in nonparametric panel regression models
par: Chen, Likai, et autres
Publié: (2023)
par: Chen, Likai, et autres
Publié: (2023)
An alternative bootstrap procedure for factor-augmented regression models
par: Jiang, Peiyun, et autres
Publié: (2025)
par: Jiang, Peiyun, et autres
Publié: (2025)
High-dimensional estimation of quadratic variation based on penalized realized variance
par: Christensen, Kim, et autres
Publié: (2021)
par: Christensen, Kim, et autres
Publié: (2021)
Estimation for conditional moment models based on martingale difference divergence
par: Song, Kunyang, et autres
Publié: (2024)
par: Song, Kunyang, et autres
Publié: (2024)
On a new robust method of inference for general time series models
par: Wang, Zihan, et autres
Publié: (2025)
par: Wang, Zihan, et autres
Publié: (2025)
Learning the Effect of Persuasion via Difference-In-Differences
par: Jun, Sung Jae, et autres
Publié: (2024)
par: Jun, Sung Jae, et autres
Publié: (2024)
A projection based approach for interactive fixed effects panel data models
par: Keilbar, Georg, et autres
Publié: (2022)
par: Keilbar, Georg, et autres
Publié: (2022)
Can language models boost the power of randomized experiments without statistical bias?
par: Ruan, Xinrui, et autres
Publié: (2025)
par: Ruan, Xinrui, et autres
Publié: (2025)
Benign Overfitting in Economic Forecasting via Noise Regularization
par: Liao, Yuan, et autres
Publié: (2023)
par: Liao, Yuan, et autres
Publié: (2023)
Recovering Unobserved Network Links from Aggregated Relational Data: Discussions on Bayesian Latent Surface Modeling and Penalized Regression
par: Tseng, Yen-hsuan
Publié: (2025)
par: Tseng, Yen-hsuan
Publié: (2025)
Canonical correlation analysis of stochastic trends via functional approximation
par: Franchi, Massimo, et autres
Publié: (2024)
par: Franchi, Massimo, et autres
Publié: (2024)
Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response
par: Espinosa-Brito, Javier, et autres
Publié: (2021)
par: Espinosa-Brito, Javier, et autres
Publié: (2021)
Identification of Dynamic Panel Logit Models with Fixed Effects
par: Dobronyi, Christopher, et autres
Publié: (2021)
par: Dobronyi, Christopher, et autres
Publié: (2021)
Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation
par: DellaVigna, Stefano, et autres
Publié: (2025)
par: DellaVigna, Stefano, et autres
Publié: (2025)
Nonparametric Point Identification of Treatment Effect Distributions via Rank Stickiness
par: Liang, Tengyuan
Publié: (2026)
par: Liang, Tengyuan
Publié: (2026)
Partial identification via conditional linear programs: estimation and policy learning
par: Ben-Michael, Eli
Publié: (2025)
par: Ben-Michael, Eli
Publié: (2025)
Estimating peer effects in noisy, low-rank networks via network smoothing
par: Hayes, Alex, et autres
Publié: (2026)
par: Hayes, Alex, et autres
Publié: (2026)
Documents similaires
-
Dynamic spectral co-clustering of directed networks to unveil latent community paths in VAR-type models
par: Kim, Younghoon, et autres
Publié: (2025) -
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
par: Kim, Younghoon, et autres
Publié: (2023) -
Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
par: Hiraki, Daichi, et autres
Publié: (2026) -
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
par: Clark, Todd, et autres
Publié: (2025) -
Estimation and exclusion restrictions in clustered linear models
par: Mikusheva, Anna, et autres
Publié: (2025)