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Econometrics
Revisiting Randomization with the Cube Method
Yesterday by
Laurent Davezies
and
others
Econometrics
Identification with possibly invalid IVs
Yesterday by
Christophe Bruneel-Zupanc
and
Jad Beyhum
Econometrics
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
Yesterday by
Younghoon Kim
and
others
Methodology
,
Econometrics
Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias
2 days ago by
Robert Phillips
Econometrics
Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game
2 days ago by
Paul Koh
Econometrics
Conduct Parameter Estimation in Homogeneous Goods Markets with Equilibrium Existence and Uniqueness Conditions: The Case of Log-linear Specification
2 days ago by
Yuri Matsumura
and
Suguru Otani
Econometrics
Faster estimation of dynamic discrete choice models using index invertibility
3 days ago by
Jackson Bunting
and
Takuya Ura
Econometrics
Generalized Difference-in-Differences
3 days ago by
Yiqing Xu
and
others
Methodology
,
Econometrics
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
3 days ago by
Alexander Chudik
and
others
Econometrics
Nowcasting R&D Expenditures: A Machine Learning Approach
3 days ago by
Atin Aboutorabi
and
Gaétan Rassenfosse
at
EPFL
Econometrics
Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
3 days ago by
Emilija Dzuverovic
and
Matteo Barigozzi
Econometrics
Linear multidimensional regression with interactive fixed-effects
3 days ago by
Hugo Freeman
Econometrics
,
Machine Learning
A nonparametric test for rough volatility
4 days ago by
Carsten Chong
and
Viktor Todorov
Statistics Theory
,
Econometrics
The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series
4 days ago by
Matteo Barigozzi
and
Marc Hallin
Econometrics
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
5 days ago by
Parley Yang
and
Alexander Shestopaloff
Applications
,
Econometrics
Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
6 days ago by
José Figueroa-López
and
others
Econometrics
,
Statistics Theory
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon
6 days ago by
Zhaoxing Gao
Methodology
,
Econometrics
Regularizing stock return covariance matrices via multiple testing of correlations
7 days ago by
Richard Luger
Econometrics
Regressions under Adverse Conditions
7 days ago by
Timo Dimitriadis
and
Yannick Hoga
Econometrics
,
Methodology
An Introduction to Permutation Processes (version 0.5)
7 days ago by
Fang Han
Statistics Theory
,
Econometrics
When can weak latent factors be statistically inferred?
7 days ago by
Jianqing Fan
and
others
Methodology
,
Econometrics
Computationally Efficient Estimation of Large Probit Models
7 days ago by
Patrick Ding
and
others
Methodology
,
Econometrics
Transmission Channel Analysis in Dynamic Models
7 days ago by
Enrico Wegner
and
others
Econometrics
,
Methodology
An Introduction to Causal Discovery
11 July 2024 by
Martin Huber
at
University of Fribourg
Econometrics
Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
11 July 2024 by
Adam Bahelka
and
Harmen Weerd
at
University of Groningen
Econometrics
Individualized Treatment Allocation in Sequential Network Games
10 July 2024 by
Toru Kitagawa
and
Guanyi Wang
Econometrics
Production function estimation using subjective expectations data
10 July 2024 by
Agnes Norris Keiller
and
others
Econometrics
Reduced-Rank Matrix Autoregressive Models: A Medium
\(N\)
Approach
10 July 2024 by
Alain Hecq
and
others
Econometrics
,
Methodology
Testing for sparse idiosyncratic components in factor-augmented regression models
10 July 2024 by
Jad Beyhum
and
Jonas Striaukas
Econometrics
,
Statistics Theory
R. A. Fisher's Exact Test Revisited
9 July 2024 by
Martin Mugnier
Econometrics
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