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Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
34
Impact Factor
0.65
5 Years IF
0.93
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1992 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1996 0 0.25 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.24 0 0 0 0 0 0 0 0 0 0 0.11
1998 0 0.28 0 0 0 0 0 0 0 0 0 0 0.13
1999 0 0.3 0 0 0 0 0 0 0 0 0 0 0.15
2000 0 0.35 0 0 0 0 0 0 0 0 0 0 0.17
2001 0 0.38 0 0 0 0 0 0 0 0 0 0 0.17
2002 0 0.4 0 0 0 0 0 3 0 0 0 0 0.21
2003 0 0.44 0 0 0 0 0 3 0 0 0 0 0.21
2004 0 0.48 0 0 0 0 0 3 0 0 0 0 0.22
2005 0 0.5 0 0 0 0 0 3 0 0 0 0 0.23
2006 0 0.5 0 0 0 0 0 3 0 0 0 0 0.22
2007 0 0.45 0 0 0 0 0 3 0 0 0 0 0.2
2008 0 0.49 0 0 1 1 0 3 0 0 0 0 0.23
2009 0 0.47 1 0 0 1 0 4 1 1 0 0 0.23
2010 0 0.48 1 0 0 1 0 5 1 1 0 0 0.21
2011 0 0.51 0 0 1 2 0 5 0 1 0 0 0.23
2012 0 0.5 0.1 0 119 121 1470 11 17 1 2 0 11 0.09 0.21
2013 0.42 0.55 0.27 0.41 127 248 863 65 85 120 50 121 50 4 6.2 13 0.1 0.24
2014 0.57 0.55 0.46 0.57 136 384 961 178 263 246 140 247 140 18 10.1 26 0.19 0.23
2015 0.58 0.54 0.61 0.72 154 538 1135 322 592 263 153 383 275 30 9.3 18 0.12 0.22
2016 0.54 0.53 0.64 0.7 166 704 668 443 1040 290 158 537 378 36 8.1 5 0.03 0.21
2017 0.62 0.54 0.85 0.82 156 860 703 728 1770 320 197 702 573 55 7.6 24 0.15 0.21
2018 0.51 0.58 0.79 0.65 152 1012 877 795 2566 322 164 739 479 1 0.1 49 0.32 0.24
2019 0.79 0.6 0.83 0.74 171 1183 343 987 3553 308 244 764 568 0 22 0.13 0.24
2020 0.92 0.75 0.97 0.88 188 1371 231 1326 4879 323 296 799 705 3 0.2 30 0.16 0.34
2021 0.65 1.06 1.11 0.93 178 1549 79 1726 6605 359 235 833 774 0 37 0.21 0.4
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12018Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. (2018). Wager, Stefan ; Athey, Susan. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:523:p:1228-1242.

Full description at Econpapers || Download paper

266
22012Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported. (2012). Pepper, John ; Kreider, Brent ; Jolliffe, Dean ; Gundersen, Craig. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:958-975.

Full description at Econpapers || Download paper

126
32015Optimal Data-Driven Regression Discontinuity Plots. (2015). Cattaneo, Matias ; Calonico, Sebastian ; Titiunik, Rocio. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1753-1769.

Full description at Econpapers || Download paper

122
42017Variational Inference: A Review for Statisticians. (2017). Blei, David M ; McAuliffe, Jon D ; Kucukelbir, Alp. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:859-877.

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120
52012Estimating Individualized Treatment Rules Using Outcome Weighted Learning. (2012). Zeng, Donglin ; Zhao, Yingqi ; Kosorok, Michael R. ; Rush, John A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1106-1118.

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96
62012Vast Portfolio Selection With Gross-Exposure Constraints. (2012). Fan, Jianqing ; Yu, Ke ; Zhang, Jingjin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606.

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93
72018On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:522:p:767-779.

Full description at Econpapers || Download paper

87
82012Feature Screening via Distance Correlation Learning. (2012). Zhu, Liping ; Zhong, Wei ; Li, Runze. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1129-1139.

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85
92014Filtering With Heavy Tails. (2014). Harvey, Andrew ; Luati, Alessandra. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1112-1122.

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78
102015Wanna Get Away? Regression Discontinuity Estimation of Exam School Effects Away From the Cutoff. (2015). Angrist, Joshua ; Rokkanen, Miikka . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1331-1344.

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77
112012Clustering, Spatial Correlations, and Randomization Inference. (2012). Imbens, Guido ; Diamond, Rebecca ; Barrios, Thomas. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:578-591.

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67
122012New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing. (2012). Gallagher, Colin M. ; Fisher, Thomas J.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:777-787.

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60
132020Simple Local Polynomial Density Estimators. (2020). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:115:y:2020:i:531:p:1449-1455.

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57
142015Simulating and Analyzing Order Book Data: The Queue-Reactive Model. (2015). LEHALLE, Charles-Albert ; Rosenbaum, Mathieu ; Huang, Weibing . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:107-122.

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55
152013Bayesian Inference for Logistic Models Using Pólya--Gamma Latent Variables. (2013). Scott, James G. ; Polson, Nicholas G. ; Windle, Jesse . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:504:p:1339-1349.

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54
162015On the Prediction of Stationary Functional Time Series. (2015). Aue, Alexander ; Hrmann, Siegfried ; Norinho, Diogo Dubart . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:378-392.

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53
172016A Model of Text for Experimentation in the Social Sciences. (2016). Roberts, Margaret E ; Airoldi, Edoardo M ; Stewart, Brandon M. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:515:p:988-1003.

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53
182015Dirichlet--Laplace Priors for Optimal Shrinkage. (2015). Bhattacharya, Anirban ; Dunson, David B ; Pillai, Natesh S ; Pati, Debdeep . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1479-1490.

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52
192016Smoothing Parameter and Model Selection for General Smooth Models. (2016). Wood, Simon N ; Safken, Benjamin ; Pya, Natalya. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1548-1563.

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51
202012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection. (2012). Fan, Jianqing ; Li, Yingying ; Yu, Ke. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:412-428.

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51
212012Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. (2012). Jeon, Jooyoung ; Taylor, James W.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:66-79.

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46
222014Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. (2014). Liu, Jingyuan ; Wu, Rongling . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:266-274.

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44
232015Stable Weights that Balance Covariates for Estimation With Incomplete Outcome Data. (2015). Zubizarreta, Jos R. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:511:p:910-922.

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42
242014Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models. (2014). Fan, Jianqing ; Ma, Yunbei ; Dai, Wei. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1270-1284.

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41
252014A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates. (2014). Tian, LU ; Tibshirani, Robert ; Gentles, Andrew J. ; Alizadeh, Ash A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:508:p:1517-1532.

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41
262016Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks. (2016). Su, Liangjun ; Li, Degui ; Qian, Junhui. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1804-1819.

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40
272018Balancing Covariates via Propensity Score Weighting. (2018). Li, Fan ; Zaslavsky, Alan M ; Morgan, Kari Lock. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:521:p:390-400.

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39
282012Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension. (2012). Wang, Lan ; Wu, Yichao ; Li, Runze. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:214-222.

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39
292013Estimation of Censored Quantile Regression for Panel Data With Fixed Effects. (2013). Lima, Luiz ; Lamarche, Carlos ; Galvao, Antonio F.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:1075-1089.

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39
302016Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models. (2016). Zhang, Xinyu ; Liang, Hua ; Zou, Guohua ; Yu, Dalei. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1775-1790.

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37
312012A Semiparametric Approach to Dimension Reduction. (2012). Zhu, Liping ; Ma, Yanyuan. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:168-179.

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35
322012A Heckman Selection- t Model. (2012). Genton, Marc G. ; Marchenko, Yulia V.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:497:p:304-317.

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35
332014A Model-Averaging Approach for High-Dimensional Regression. (2014). Ando, Tomohiro ; Li, Ker-Chau. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265.

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35
342013Misspecification Testing in a Class of Conditional Distributional Models. (2013). Wied, Dominik ; Rothe, Christoph. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:314-324.

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34
352013Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information. (2013). Schennach, Susanne ; Hu, Yingyao. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:501:p:177-186.

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34
362012Pair Copula Constructions for Multivariate Discrete Data. (2012). Panagiotelis, Anastasios ; Joe, Harry ; Czado, Claudia. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1063-1072.

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33
372016Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets. (2016). Datta, Abhirup ; Gelfand, Alan E ; Finley, Andrew O ; Banerjee, Sudipto. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:514:p:800-812.

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33
382018Exact p-Values for Network Interference. (2018). Athey, Susan ; Imbens, Guido W ; Eckles, Dean. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:521:p:230-240.

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33
392014A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data. (2014). Matteson, David S. ; James, Nicholas A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:334-345.

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32
402012Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection. (2012). Huang, Jianhua Z. ; Chen, Lisha . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:500:p:1533-1545.

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31
412014Model Selection via Bayesian Information Criterion for Quantile Regression Models. (2014). Park, Byeong U. ; Noh, Hohsuk ; Lee, Eun Ryung . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:216-229.

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31
422013Multinomial Inverse Regression for Text Analysis. (2013). Taddy, Matt. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:503:p:755-770.

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31
432015Quantile Correlations and Quantile Autoregressive Modeling. (2015). Li, Guodong ; Tsai, Chih-Ling. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:246-261.

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30
442014The Estimation of Leverage Effect With High-Frequency Data. (2014). Wang, Christina D. ; Mykland, Per A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:197-215.

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30
452017Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures. (2017). Bai, Jushan ; Ando, Tomohiro. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1182-1198.

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30
462012Evaluating the Effect of Training on Wages in the Presence of Noncompliance, Nonemployment, and Missing Outcome Data. (2012). Pacini, Barbara ; Frumento, Paolo ; Mealli, Fabrizia ; Rubin, Donald B.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:450-466.

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30
472014Estimation and Accuracy After Model Selection. (2014). Efron, Bradley . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:991-1007.

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29
482014Multivariate Functional Halfspace Depth. (2014). Claeskens, Gerda ; Hubert, Mia ; Slaets, Leen ; Vakili, Kaveh . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:411-423.

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29
492015Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis. (2015). Cui, Hengjian ; Zhong, Wei ; Li, Runze. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:510:p:630-641.

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29
502014Bayesian Forecasting of Cohort Fertility. (2014). Schmertmann, Carl ; Zagheni, Emilio ; Myrskyl, Mikko ; Goldstein, Joshua R.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:506:p:500-513.

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29
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. (2018). Wager, Stefan ; Athey, Susan. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:523:p:1228-1242.

Full description at Econpapers || Download paper

206
22017Variational Inference: A Review for Statisticians. (2017). Blei, David M ; McAuliffe, Jon D ; Kucukelbir, Alp. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:859-877.

Full description at Econpapers || Download paper

88
32015Optimal Data-Driven Regression Discontinuity Plots. (2015). Cattaneo, Matias ; Calonico, Sebastian ; Titiunik, Rocio. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1753-1769.

Full description at Econpapers || Download paper

57
42020Simple Local Polynomial Density Estimators. (2020). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:115:y:2020:i:531:p:1449-1455.

Full description at Econpapers || Download paper

55
52018On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:522:p:767-779.

Full description at Econpapers || Download paper

50
62012Estimating Individualized Treatment Rules Using Outcome Weighted Learning. (2012). Zeng, Donglin ; Zhao, Yingqi ; Kosorok, Michael R. ; Rush, John A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1106-1118.

Full description at Econpapers || Download paper

47
72016A Model of Text for Experimentation in the Social Sciences. (2016). Roberts, Margaret E ; Airoldi, Edoardo M ; Stewart, Brandon M. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:515:p:988-1003.

Full description at Econpapers || Download paper

41
82018Balancing Covariates via Propensity Score Weighting. (2018). Li, Fan ; Zaslavsky, Alan M ; Morgan, Kari Lock. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:521:p:390-400.

Full description at Econpapers || Download paper

35
92015Wanna Get Away? Regression Discontinuity Estimation of Exam School Effects Away From the Cutoff. (2015). Angrist, Joshua ; Rokkanen, Miikka . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1331-1344.

Full description at Econpapers || Download paper

35
102012New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing. (2012). Gallagher, Colin M. ; Fisher, Thomas J.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:777-787.

Full description at Econpapers || Download paper

33
112016Smoothing Parameter and Model Selection for General Smooth Models. (2016). Wood, Simon N ; Safken, Benjamin ; Pya, Natalya. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1548-1563.

Full description at Econpapers || Download paper

33
122012Feature Screening via Distance Correlation Learning. (2012). Zhu, Liping ; Zhong, Wei ; Li, Runze. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:1129-1139.

Full description at Econpapers || Download paper

32
132012Vast Portfolio Selection With Gross-Exposure Constraints. (2012). Fan, Jianqing ; Yu, Ke ; Zhang, Jingjin . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606.

Full description at Econpapers || Download paper

31
142012Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation Is Endogenous and Misreported. (2012). Pepper, John ; Kreider, Brent ; Jolliffe, Dean ; Gundersen, Craig. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:499:p:958-975.

Full description at Econpapers || Download paper

30
152015Dirichlet--Laplace Priors for Optimal Shrinkage. (2015). Bhattacharya, Anirban ; Dunson, David B ; Pillai, Natesh S ; Pati, Debdeep . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1479-1490.

Full description at Econpapers || Download paper

29
162018Exact p-Values for Network Interference. (2018). Athey, Susan ; Imbens, Guido W ; Eckles, Dean. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:521:p:230-240.

Full description at Econpapers || Download paper

27
172019Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization. (2019). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:114:y:2019:i:526:p:804-819.

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24
182017Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures. (2017). Bai, Jushan ; Ando, Tomohiro. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1182-1198.

Full description at Econpapers || Download paper

23
192015Stable Weights that Balance Covariates for Estimation With Incomplete Outcome Data. (2015). Zubizarreta, Jos R. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:511:p:910-922.

Full description at Econpapers || Download paper

23
202013Bayesian Inference for Logistic Models Using Pólya--Gamma Latent Variables. (2013). Scott, James G. ; Polson, Nicholas G. ; Windle, Jesse . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:108:y:2013:i:504:p:1339-1349.

Full description at Econpapers || Download paper

23
212015On the Prediction of Stationary Functional Time Series. (2015). Aue, Alexander ; Hrmann, Siegfried ; Norinho, Diogo Dubart . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:378-392.

Full description at Econpapers || Download paper

22
222016Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models. (2016). Zhang, Xinyu ; Liang, Hua ; Zou, Guohua ; Yu, Dalei. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1775-1790.

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22
232018A Permutation Test for the Regression Kink Design. (2018). Jäger, Simon ; Ganong, Peter ; Jager, Simon. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:522:p:494-504.

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21
242016Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets. (2016). Datta, Abhirup ; Gelfand, Alan E ; Finley, Andrew O ; Banerjee, Sudipto. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:514:p:800-812.

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252017A Framework for Synthetic Control Methods With High-Dimensional, Micro-Level Data: Evaluating a Neighborhood-Specific Crime Intervention. (2017). Robbins, Michael W ; Kilmer, Beau ; Saunders, Jessica. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:517:p:109-126.

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262018Inference Under Covariate-Adaptive Randomization. (2018). Shaikh, Azeem M ; Canay, Ivan A ; Bugni, Federico A. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:524:p:1784-1796.

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272014A Simple Method for Estimating Interactions Between a Treatment and a Large Number of Covariates. (2014). Tian, LU ; Tibshirani, Robert ; Gentles, Andrew J. ; Alizadeh, Ash A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:508:p:1517-1532.

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282015Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data. (2015). Zhao, Jiwei ; Shao, Jun. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1577-1590.

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292015Simulating and Analyzing Order Book Data: The Queue-Reactive Model. (2015). LEHALLE, Charles-Albert ; Rosenbaum, Mathieu ; Huang, Weibing . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:107-122.

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302014Filtering With Heavy Tails. (2014). Harvey, Andrew ; Luati, Alessandra. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1112-1122.

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312015Bayesian Inference of Multiple Gaussian Graphical Models. (2015). Peterson, Christine ; Vannucci, Marina ; Stingo, Francesco C. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:159-174.

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322019Statistical Inference in a Directed Network Model With Covariates. (2019). Leng, Chenlei ; Fienberg, Stephen E ; Jiang, Binyan ; Yan, Ting. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:114:y:2019:i:526:p:857-868.

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332015Latent Space Models for Dynamic Networks. (2015). Sewell, Daniel K ; Chen, Yuguo. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:512:p:1646-1657.

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342016Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks. (2016). Su, Liangjun ; Li, Degui ; Qian, Junhui. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1804-1819.

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352019Priors for the Long Run. (2019). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:114:y:2019:i:526:p:565-580.

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362014A Model-Averaging Approach for High-Dimensional Regression. (2014). Ando, Tomohiro ; Li, Ker-Chau. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265.

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372019Principal Component Analysis of High-Frequency Data. (2019). Xiu, Dacheng ; Ait-Sahalia, Yacine. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:114:y:2019:i:525:p:287-303.

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382014Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates. (2014). Liu, Jingyuan ; Wu, Rongling . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:266-274.

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392012Clustering, Spatial Correlations, and Randomization Inference. (2012). Imbens, Guido ; Diamond, Rebecca ; Barrios, Thomas. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:578-591.

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402017General Forms of Finite Population Central Limit Theorems with Applications to Causal Inference. (2017). Li, Xinran ; Ding, Peng. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:520:p:1759-1769.

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412021The Augmented Synthetic Control Method. (2021). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:116:y:2021:i:536:p:1789-1803.

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422018The Spike-and-Slab LASSO. (2018). Rokova, Veronika ; George, Edward I. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:521:p:431-444.

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432017A Concave Pairwise Fusion Approach to Subgroup Analysis. (2017). Ma, Shujie ; Huang, Jian. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:517:p:410-423.

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442012A Martingale Representation for Matching Estimators. (2012). Imbens, Guido ; Abadie, Alberto. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:107:y:2012:i:498:p:833-843.

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452017Cluster-Robust Bootstrap Inference in Quantile Regression Models. (2017). Hagemann, Andreas . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:517:p:446-456.

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462021Matrix Completion Methods for Causal Panel Data Models. (2021). Imbens, Guido ; Khosravi, Khashayar ; Doudchenko, Nikolay ; Bayati, Mohsen ; Athey, Susan. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:116:y:2021:i:536:p:1716-1730.

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472015Quantile Correlations and Quantile Autoregressive Modeling. (2015). Li, Guodong ; Tsai, Chih-Ling. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:110:y:2015:i:509:p:246-261.

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482014A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data. (2014). Matteson, David S. ; James, Nicholas A.. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:109:y:2014:i:505:p:334-345.

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492017Residual Weighted Learning for Estimating Individualized Treatment Rules. (2017). Zhou, Xin ; Kosorok, Michael R ; Khan, Umer ; Mayer-Hamblett, Nicole . In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:517:p:169-187.

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502018Multivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) Domains. (2018). Happ, Clara ; Greven, Sonja. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:113:y:2018:i:522:p:649-659.

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Citing documents used to compute impact factor: 235
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2021Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2021Inference of heterogeneous treatment effects using observational data with high?dimensional covariates. (2021). Zhou, Xiaohua ; Tao, Jing ; Qiu, Yumou. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:1016-1043.

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2021Recent advances in directional statistics. (2021). Garcia-Portugues, Eduardo ; Pewsey, Arthur. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:1:d:10.1007_s11749-021-00759-x.

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2021Comments on: Recent advances in directional statistics. (2021). Scealy, Janice L. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:1:d:10.1007_s11749-021-00763-1.

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2021A Design-Based Perspective on Synthetic Control Methods. (2021). Warnick, Merrill ; Bottmer, Lea ; Imbens, Guido ; Spiess, Jann. In: Papers. RePEc:arx:papers:2101.09398.

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2021Learning Treatment Effects in Panels with General Intervention Patterns. (2021). Peng, Tianyi ; Li, Andrew A ; Farias, Vivek F. In: Papers. RePEc:arx:papers:2106.02780.

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2021The value of an overseas research trip. (2021). Aykac, Gokhan . In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:8:d:10.1007_s11192-021-04052-4.

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2021On the Assumptions of Synthetic Control Methods. (2021). Blei, David M ; Misra, Vishal ; Sridhar, Dhanya ; Shi, Claudia. In: Papers. RePEc:arx:papers:2112.05671.

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2021Prediction Intervals for Synthetic Control Methods. (2019). Titiunik, Rocio ; Feng, Yingjie ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1912.07120.

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2021Rejoinder on: Recent advances in directional statistics. (2021). Garcia-Portugues, Eduardo ; Pewsey, Arthur. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:1:d:10.1007_s11749-021-00762-2.

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2021Spatial deformation for nonstationary extremal dependence. (2021). Wadsworth, Jennifer L ; Richards, Jordan. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:5:n:e2671.

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2021Cross-validation-based model averaging in linear models with response missing at random. (2021). Wang, Qihua ; Wei, Yuting. In: Statistics & Probability Letters. RePEc:eee:stapro:v:171:y:2021:i:c:s0167715220302935.

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2021Model averaging for linear models with responses missing at random. (2021). Liu, Wei ; Wang, Qihua ; Wei, Yuting. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00759-y.

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2021Model averaging marginal regression for high dimensional conditional quantile prediction. (2021). Tu, Jingwen ; Lv, Jing ; Guo, Chaohui ; Yang, HU. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01212-1.

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2021Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing. (2021). Xia, Xiaochao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01218-9.

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2021Distributed subdata selection for big data via sampling-based approach. (2021). Wang, Hai Ying ; Zhang, Haixiang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301638.

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2021Parallel inference for big data with the group Bayesian method. (2021). Qian, Guoqi ; Guo, Guangbao ; Shao, Wei ; Lin, LU. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:2:d:10.1007_s00184-020-00784-0.

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2021Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates. (2021). Fan, YE ; Tian, Maozai ; Ma, Jingyi ; Yu, Zhen ; Zhou, Ping. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302450.

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2021Robust distributed modal regression for massive data. (2021). Li, Shaomin ; Wang, Kangning. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000591.

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2021Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402.

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2021Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

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2021Intraday shelf replenishment decision support for perishable goods. (2021). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Production Economics. RePEc:eee:proeco:v:231:y:2021:i:c:s0925527320301985.

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2021The Road to Recovery from COVID-19 for Australian Tourism. (2021). Hyndman, Rob J ; Athanasopoulos, George ; O'Hara-Wild, Mitchell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-1.

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2021Post-processing in solar forecasting: Ten overarching thinking tools. (2021). van der Meer, Dennis ; Yang, Dazhi. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:140:y:2021:i:c:s1364032121000307.

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2021Mathematical optimization in classification and regression trees. (2021). Morales, Dolores Romero ; Molero-Rio, Cristina ; Carrizosa, Emilio. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:1:d:10.1007_s11750-021-00594-1.

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2021Forecasting Australian subnational age-specific mortality rates. (2021). Shang, Han Lin ; Yang, Yang. In: Journal of Population Research. RePEc:spr:joprea:v:38:y:2021:i:1:d:10.1007_s12546-020-09250-0.

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2021Visitor arrivals forecasts amid COVID-19: A perspective from the Africa team. (2021). Saayman, Andrea ; Jean-Pierre, Philippe ; Volo, Serena ; Seetaram, Neelu ; Sahli, Mondher ; Provenzano, Davide ; Kourentzes, Nikolaos. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000694.

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2021Understanding forecast reconciliation. (2021). Tipping, Michael E ; Petropoulos, Fotios ; Hollyman, Ross. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:149-160.

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2021Heat load forecasting using adaptive temporal hierarchies. (2021). Madsen, Henrik ; Guericke, Daniela ; Palsson, Olafur Petur ; Nystrup, Peter ; Moller, Jan Kloppenborg ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003603.

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2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

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2021Dimensionality reduction in forecasting with temporal hierarchies. (2021). Madsen, Henrik ; Moller, Jan K ; Lindstrom, Erik ; Nystrup, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1127-1146.

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2021On the Evaluation of Hierarchical Forecasts. (2021). Kourentzes, Nikolaos ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-10.

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2021Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973.

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2021Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24.

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2021Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Weidner, Martin ; Chen, Mingli. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

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2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2021A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel. (2020). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2012.14886.

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2021MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit. (2021). Valentini, Francesco ; Bartolucci, Francesco ; Pigini, Claudia. In: MPRA Paper. RePEc:pra:mprapa:110034.

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2021Network regression and supervised centrality estimation. (2021). Zhao, Linda ; Shen, Haipeng ; Zhu, WU ; Yang, Dan ; Cai, Junhui. In: Papers. RePEc:arx:papers:2111.12921.

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2021Analysis of networks via the sparse ??model. (2021). Leng, Chenlei ; Kato, Kengo ; Chen, Mingli. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:887-910.

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2021Treating nonresponse in the estimation of the distribution function. (2021). Illescas, M ; Martinez, S ; Rueda, M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:186:y:2021:i:c:p:136-144.

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2021Le traitement du biais de sélection endogène dans les enquêtes auprès des ménages par modèle de Heckman. (2021). Sillard, P ; Castell, L. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:m2021-02.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2021A comparison of semiparametric tests for fractional cointegration. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01169-1.

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2021Modeling high-dimensional unit-root time series. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1535-1555.

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2021Censored mean variance sure independence screening for ultrahigh dimensional survival data. (2021). Wang, Jiping ; Zhong, Wei ; Chen, Xiaolin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000402.

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2021Conditional screening for ultrahigh-dimensional survival data in case-cohort studies. (2021). Zhang, Jing ; Cai, Jianwen ; Liu, Yanyan ; Zhou, Haibo. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:27:y:2021:i:4:d:10.1007_s10985-021-09531-7.

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2021Model-free feature screening via distance correlation for ultrahigh dimensional survival data. (2021). Zhang, Jing ; Cui, Hengjian ; Liu, Yanyan. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01210-3.

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2021Feature screening for case?cohort studies with failure time outcome. (2021). Cai, Jianwen ; Liu, Yanyan ; Zhou, Haibo ; Zhang, Jing. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:349-370.

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2021The ABCs of Covid-19 prevention in Malawi: Authority, benefits, and costs of compliance. (2021). Lust, Ellen ; Kao, Kristen ; Metheney, Erica ; Harris, Adam S ; Ferree, Karen E ; Dulani, Boniface. In: World Development. RePEc:eee:wdevel:v:137:y:2021:i:c:s0305750x20302941.

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2021Estimating causal moderation effects with randomized treatments and non?randomized moderators. (2021). Bansak, Kirk. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:65-86.

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2021Unmasking the American death penalty debate: Race, context, and citizens’ willingness to execute. (2021). Ramirez, Mark D. In: Social Science Quarterly. RePEc:bla:socsci:v:102:y:2021:i:4:p:1931-1946.

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2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

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2021Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602.

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2021Economic theories and macroeconomic reality. (2021). Wang, Mu-Chun ; Matthes, Christian ; Loria, Francesca. In: Discussion Papers. RePEc:zbw:bubdps:562021.

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2021A Large Bayesian VAR of the United States Economy. (2021). Sbordone, Argia ; Giannone, Domenico ; Eusepi, Stefano ; Crump, Richard ; Qian, Eric. In: Staff Reports. RePEc:fip:fednsr:92983.

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2021Most recent changepoint detection in censored panel data. (2021). Ali, Sajid ; Siddiqa, Hajra ; Shah, Ismail. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:1:d:10.1007_s00180-020-01028-5.

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2021.

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2021Bayesian sparse mediation analysis with targeted penalization of natural indirect effects. (2021). Kang, Jian ; Zhou, Xiang ; Mukherjee, Bhramar ; Song, Yanyi ; Smith, Jennifer A ; Meeker, John D ; Liu, Yongmei ; Needham, Belinda L ; Zhao, Wei ; Zhang, Min ; Aung, Max T. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1391-1412.

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2021Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. (2021). Claeskens, Gerda ; Pircalabelu, Eugen. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021032.

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2021Conformal inference of counterfactuals and individual treatment effects. (2021). Candes, Emmanuel J ; Lei, Lihua. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:911-938.

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2021On societal security of the state: applying a perspective of sustainability to immigration. (2021). Neas, Pavel ; Beuka, Toma. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:9:y:2021:i:2:p:473-487.

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2021Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices. (2020). Teichmann, Josef ; Krach, Florian ; Herrera, Calypso . In: Papers. RePEc:arx:papers:2004.13612.

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2021Improved index insurance design and yield estimation using a dynamic factor forecasting approach. (2021). Zhu, Wenjun ; Tan, Ken Seng ; Porth, Lysa ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:208-221.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2021Forecasting volatility using double shrinkage methods. (2021). Cheng, Mingmian ; Yang, Xiye ; Swanson, Norman R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:46-61.

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2021Inference on the maximal rank of time-varying covariance matrices using high-frequency data. (2021). Winkelmann, Lars ; Reiss, Markus. In: Discussion Papers. RePEc:zbw:fubsbe:202114.

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2021Optimal Designs for Model Averaging in non-nested Models. (2021). Schorning, Kirsten ; Dette, Holger ; Alhorn, Kira. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00238-9.

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2021Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency. (2020). Li, Yehua ; Zhang, Haozhe. In: Papers. RePEc:arx:papers:2006.13489.

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2021Two-sample tests for multivariate functional data with applications. (2021). Zhang, Jin-Ting ; Chen, Jianwei ; Qiu, Zhiping. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302516.

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2021AI in Finance: Challenges, Techniques and Opportunities. (2021). Cao, Longbing. In: Papers. RePEc:arx:papers:2107.09051.

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2021Bayesian varying coefficient model with selection: An application to functional mapping. (2021). Trottier, Catherine ; Mortier, Frederic ; Heuclin, Benjamin ; Denis, Marie. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:24-50.

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2021Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification. (2021). Bhattacharya, Sourabh ; Chandra, Noirrit Kiran. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00770-3.

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2021Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2021Enhanced Doubly Robust Procedure for Causal Inference. (2021). Yuan, AO ; Tan, Ming T ; Yin, Anqi. In: Statistics in Biosciences. RePEc:spr:stabio:v:13:y:2021:i:3:d:10.1007_s12561-021-09300-y.

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2021Bayesian semi?parametric G?computation for causal inference in a cohort study with MNAR dropout and death. (2021). Daniels, Michael J ; Josefsson, Maria . In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:2:p:398-414.

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2021Scientometric review of artificial intelligence for operations & maintenance of wind turbines: The past, present and future. (2021). Dethlefs, Nina ; Chatterjee, Joyjit. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:144:y:2021:i:c:s1364032121003403.

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2021Towards Principled Causal Effect Estimation by Deep Identifiable Models. (2021). Fukumizu, Kenji ; Wu, Pengzhou. In: Papers. RePEc:arx:papers:2109.15062.

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2021Covariate balancing functional propensity score for functional treatments in cross-sectional observational studies. (2021). Wang, Qiyue ; Xue, WU ; Zhang, Xiaoke. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:163:y:2021:i:c:s0167947321001377.

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2021Deep Learning of Potential Outcomes. (2021). Foster, Jacob Gates ; Sun, Yizhou ; Jiang, Song ; Geraldo, Pablo ; Sainburg, Tim ; Koch, Bernard. In: Papers. RePEc:arx:papers:2110.04442.

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2021Deep Learning of Potential Outcomes. (2021). Geraldo, Pablo ; Sainburg, Tim ; Koch, Bernard ; Foster, Jacob G ; Sun, Yizhou ; Jiang, Song. In: SocArXiv. RePEc:osf:socarx:aeszf.

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2021Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin. (2021). Frederic, Ouimet ; Pierre, De Micheaux ; Boglioni, Beaulieu Guillaume. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:424-438:n:20.

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2021Causal Inference with Noncompliance and Unknown Interference. (2021). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2108.07455.

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2021Volatility analysis with realized GARCH-Itô models. (2021). Wang, Yazhen ; Zhou, Yong ; Lu, Zhiping ; Cui, Xiangyu ; Yuan, Huiling ; Kim, Donggyu ; Song, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:393-410.

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2021Estimation for high-frequency data under parametric market microstructure noise. (2021). Potiron, Yoann ; Clinet, Simon. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:4:d:10.1007_s10463-020-00762-3.

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2021Graph informed sliced inverse regression. (2021). Artemiou, Andreas ; Pircalabelu, Eugen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001365.

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2021Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines. (2021). Lambert, Philippe ; Gressani, Oswaldo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301791.

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2021Stochastic prognostics under multiple time-varying environmental factors. (2021). Veeramani, Dharmaraj ; Zhou, Shiyu ; Jahani, Salman. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:215:y:2021:i:c:s0951832021003963.

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2021Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294.

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2021Improving precision and power in randomized trials for COVID?19 treatments using covariate adjustment, for binary, ordinal, and time?to?event outcomes. (2021). Luedtke, Alex ; Diaz, Ivan ; Benkeser, David ; Rosenblum, Michael ; Scharfstein, Daniel ; Segal, Jodi . In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1467-1481.

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2021A statistical approach for sizing an aircraft electrical generator using extreme value theory. (2021). Salvignol, Martina ; Ruiz-Gazen, Anne ; Gendre, Xavier ; Boulfani, Feriel. In: TSE Working Papers. RePEc:tse:wpaper:126233.

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2021Loss-Based Variational Bayes Prediction. (2021). Loaiza Maya, Rubén ; Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-8.

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2021A new lack?of?fit test for quantile regression with censored data. (2021). Manteiga, Wenceslao Gonzalez ; Gonzalezmanteiga, Wenceslao ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Condeamboage, Mercedes. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:655-688.

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2021Analyzing environmental?trait interactions in ecological communities with fourth?corner latent variable models. (2021). Francis, ; Niku, Jenni ; Warton, David I ; Taskinen, Sara. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:6:n:e2683.

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2021Bayesian sparse convex clustering via global-local shrinkage priors. (2021). Kawano, Shuichi ; Shimamura, Kaito. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01101-7.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:111631.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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2021New efficient spline estimation for varying-coefficient models with two-step knot number selection. (2021). Dai, Jiajia ; Ma, Tiefeng ; Jin, Jun. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:5:d:10.1007_s00184-020-00798-8.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2021Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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2021Variable selection for partially linear models via Bayesian subset modeling with diffusing prior. (2021). Li, Runze ; Cai, Xizhen ; Wang, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:183:y:2021:i:c:s0047259x21000117.

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2021Bayesian group selection in logistic regression with application to MRI data analysis. (2021). Cao, Xuan ; Lee, Kyoungjae. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:391-400.

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2021Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

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2021An ensemble of inverse moment estimators for sufficient dimension reduction. (2021). Xue, Yuan ; Wang, Qin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s016794732100075x.

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2021Applications of Machine Learning in Document Digitisation. (2021). Westermann, Christian E ; Sorensen, Emil N ; Dahl, Christian M ; Wittrock, Simon F. In: Papers. RePEc:arx:papers:2102.03239.

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2021Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth. (2021). Fan, Qingliang (Michael) ; Grennes, Thomas ; Caner, Mehmet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:694-711.

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2021The confidence interval method for selecting valid instrumental variables. (2021). Windmeijer, Frank ; Hartwig, Fernando P ; Liang, Xiaoran ; Bowden, Jack. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:4:p:752-776.

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2021The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data. (2021). Bouzebda, Salim ; Mohammedi, Mustapha ; Laksaci, Ali. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302542.

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2021Extremile Regression. (2021). STUPFLER, Gilles ; Gijbels, Irene ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:125140.

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2021Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models. (2021). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Girard, Stephane. In: Post-Print. RePEc:hal:journl:hal-03306230.

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2021Comparison of stochastic frontier models using the Hyvärinen factor. (2021). Tsionas, Mike G. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521000926.

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2021Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704.

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2021Methods to address confounding and other biases in meta-analyses: Review and recommendations. (2021). Vanderweele, Tyler ; Mathur, Maya B. In: OSF Preprints. RePEc:osf:osfxxx:v7dtq.

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2021On a class of repulsive mixture models. (2021). Page, Garritt L ; Quintana, Fernando A ; Quinlan, Jose J. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00726-y.

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2021Heterogeneity pursuit for spatial point pattern with application to tree locations: A Bayesian semiparametric recourse. (2021). Yan, Jun ; Hu, Guanyu ; Jiao, Jieying. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:7:n:e2694.

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2021Variable selection for generalized odds rate mixture cure models with interval-censored failure time data. (2021). Sun, Jianguo ; Hu, Tao ; Zhao, Shishun ; Xu, Yang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:156:y:2021:i:c:s0167947320302061.

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2021Testing mediation effects using logic of Boolean matrices. (2021). Li, Lexin ; Shi, Chengchun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108881.

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2021Matrix optimization based Euclidean embedding with outliers. (2021). Ding, Chao ; Zhao, Xinyuan ; Zhang, Qian. In: Computational Optimization and Applications. RePEc:spr:coopap:v:79:y:2021:i:2:d:10.1007_s10589-021-00279-2.

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2021Regularization Parameter Selection for the Low Rank Matrix Recovery. (2021). Kong, Lingchen ; Shang, Pan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:189:y:2021:i:3:d:10.1007_s10957-021-01852-9.

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2021The main contributions of robust statistics to statistical science and a new challenge. (2021). Ronchetti, Elvezio. In: METRON. RePEc:spr:metron:v:79:y:2021:i:2:d:10.1007_s40300-020-00185-3.

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2021Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors. (2021). Zhou, Yi-Hui ; Wang, Wenjia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000592.

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2021Testing independence of functional variables by angle covariance. (2021). Kong, Linglong ; Wang, Yafei ; Zhang, Zhongzhan ; Lai, Tingyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:182:y:2021:i:c:s0047259x2030292x.

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2021Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models. (2021). Zhou, Yeqing ; Xu, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001353.

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2021Nonsparse Learning with Latent Variables. (2021). Jinchi Lv, ; Zheng, Zemin ; Lin, Wei. In: Operations Research. RePEc:inm:oropre:v:69:y:2021:i:1:p:346-359.

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2021Controlling the false discovery rate for latent factors via unit-rank deflation. (2021). Zhou, Jia ; Dong, Ruipeng ; Zheng, Zemin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001401.

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2021GGM knockoff filter: False discovery rate control for Gaussian graphical models. (2021). Maathuis, Marloes H ; Li, Jinzhou. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:3:p:534-558.

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2021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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2021Methodologies for assessing government efficiency. (2021). Simar, Leopold ; Wilson, Paul ; Oloughlin, Caitlin. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021002.

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2021Production Analysis with Asymmetric Noise. (2021). Henderson, Daniel ; Badunenko, Oleg. In: MPRA Paper. RePEc:pra:mprapa:110888.

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2021Outlier detection in networks with missing links. (2021). Robin, Genevieve ; Klopp, Olga ; Gaucher, Solenne. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001420.

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2021A kernel-based measure for conditional mean dependence. (2021). Wang, Yafei ; Zhang, Zhongzhan ; Lai, Tingyu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000803.

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2021The exact equivalence of distance and kernel methods in hypothesis testing. (2021). Vogelstein, Joshua T ; Shen, Cencheng. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:3:d:10.1007_s10182-020-00378-1.

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2021Testing serial independence with functional data. (2021). Hukova, Marie ; Hlavka, Zdenk ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00732-0.

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2021Estimating the class prior for positive and unlabelled data via logistic regression. (2021). Azcka, Magorzata ; Teisseyre, Pawe ; Mielniczuk, Jan. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:4:d:10.1007_s11634-021-00444-9.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

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2021Heterogeneity in Manufacturing Growth Risk. (2021). Opschoor, Daan ; Franses, Philip Hans ; van Dijk, Dick. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210036.

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2021Efficient nonparametric inference on the effects of stochastic interventions under two?phase sampling, with applications to vaccine efficacy trials. (2021). Janes, Holly E ; van der Laan, Mark J ; Hejazi, Nima S ; Benkeser, David C ; Gilbert, Peter B. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1241-1253.

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2021Adjusting for population differences using machine learning methods. (2021). Shen, Changyu ; Zhang, Zhiwei ; Cappiello, Lauren ; Yeh, Robert W ; Cui, Xinping ; Butala, Neel M. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:750-769.

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2021Spatial hierarchical modeling of threshold exceedances using rate mixtures. (2021). Opitz, Thomas ; Huser, Raphael ; Yadav, Rishikesh. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:3:n:e2662.

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2021Spatial dependence of extreme seas in the North East Atlantic from satellite altimeter measurements. (2021). Jonathan, P ; Young, I R ; Ribal, A ; Ross, E ; Shooter, R. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:4:n:e2674.

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2021Max?infinitely divisible models and inference for spatial extremes. (2021). Thibaud, Emeric ; Opitz, Thomas ; Huser, Raphael. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:321-348.

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2021Bayes linear analysis for ordinary differential equations. (2021). Jonathan, Philip ; Randell, David ; Goldstein, Michael ; Jones, Matthew. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000621.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Sparse estimation of dynamic principal components for forecasting high-dimensional time series. (2021). Yohai, Victor J ; Smucler, Ezequiel ; Pea, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1498-1508.

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2021A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

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2021Consistency of Penalized Convex Regression. (2021). Lim, Eunji. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:10:y:2021:i:1:p:69.

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2021Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects. (2020). Ma, Zhihua ; Xue, Yishu ; Hu, Guanyu. In: Papers. RePEc:arx:papers:2004.12022.

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2021Spatially varying sparsity in dynamic regression models. (2021). Hu, Guanyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:23-34.

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2021Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid. (2021). Huang, Hsin-Cheng ; Yan, Yuan ; Genton, Marc G. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:26:y:2021:i:3:d:10.1007_s13253-021-00444-4.

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2021Spatial autoregressive models for scan statistic. (2021). Ahmed, Mohamed-Salem ; Genin, Michael ; Cucala, Lionel. In: Journal in Spatial Econometrics. RePEc:spr:jospat:v:2:y:2021:i:1:d:10.1007_s43071-021-00017-0.

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2021Combining heterogeneous spatial datasets with process-based spatial fusion models: A unifying framework. (2021). Furrer, Reinhard ; Wang, Craig. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000748.

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2021Mapping out-of-school adolescents and youths in low- and middle-income countries. (2021). Christensen, A ; Omar, B ; Tatem, A J ; Pezzulo, C ; Alegana, V A. In: Palgrave Communications. RePEc:pal:palcom:v:8:y:2021:i:1:d:10.1057_s41599-021-00892-w.

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2021.

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2021Mapping malaria by sharing spatial information between incidence and prevalence data sets. (2021). Amratia, Punam ; Chestnutt, Elisabeth G ; Hancock, Penelope ; Nandi, Anita K ; Bertozzivilla, Amelia ; Arambepola, Rohan ; Python, Andre ; Rumisha, Susan F ; Nguyen, Michele ; Weiss, Daniel J ; Howes, Rosalind E ; Gething, Peter W ; Collins, Emma L ; Cameron, Ewan ; Keddie, Suzanne H ; Battle, Katherine E ; Twohig, Katherine A. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:733-749.

Full description at Econpapers || Download Assessing the Sensitivity of Synthetic Control Treatment Effect Estimates to Misspecification Error. (2020). Ross, Brad ; Ferguson, Billy. In: Papers. RePEc:arx:papers:2012.15367.

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2021Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2103.06740.

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2021Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052.

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2021Panel experiments and dynamic causal effects: A finite population perspective. (2021). Shephard, Neil ; Rambachan, Ashesh ; Bojinov, Iavor. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:4:p:1171-1196.

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2021Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation. (2021). Bruneel-Zupanc, Christophe Alain. In: TSE Working Papers. RePEc:tse:wpaper:125232.

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2021Correcting the corrected AIC. (2021). Tippett, Michael K ; Delsole, Timothy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:173:y:2021:i:c:s0167715221000262.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). van Dijk, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210053.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Hyperspectral band selection and modeling of soil organic matter content in a forest using the Ranger algorithm. (2021). Tang, Jian ; Wang, Huili ; Wu, Lichao ; Qin, Zuoyu ; Song, Xianchong ; Zhao, Junyu ; Shi, Yuan Yuan. In: PLOS ONE. RePEc:plo:pone00:0253385.

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2021Bayesian median autoregression for robust time series forecasting. (2021). Li, Meng ; Zeng, Zijian. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1000-1010.

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2021Emerging radiative materials and prospective applications of radiative sky cooling - A review. (2021). Gulfam, Raza ; Gao, Yongfeng ; Zhang, Peng ; Farooq, Abdul Samad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:144:y:2021:i:c:s1364032121002033.

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2021Designing a statistical procedure for monitoring global carbon dioxide emissions. (2021). Bennedsen, Mikkel. In: Climatic Change. RePEc:spr:climat:v:166:y:2021:i:3:d:10.1007_s10584-021-03123-y.

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2021Revisiting Gender Identity and Relative Income within Households: A Cautionary Tale on the Potential Pitfalls of Density Estimators. (2021). Ostermann, Kerstin ; Oberfichtner, Michael ; Kuhnle, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp14293.

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2021Hate Is Too Great a Burden to Bear: Hate Crimes and the Mental Health of Refugees. (2021). Graeber, Daniel ; Schikora, Felicitas. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1130.

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2021The (non-) effect of labor unionization on firm risk: Evidence from the options market. (2021). KOSTAKIS, ALEXANDROS ; Ghaly, Mohamed ; Stathopoulos, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302601.

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2021Hate is too great a burden to bear: Hate crimes and the mental health of refugees. (2021). Schikora, Felicitas ; Graeber, Daniel. In: CEPA Discussion Papers. RePEc:pot:cepadp:31.

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2021Can a supranational medicines agency restore trust after vaccine suspensions? The case of Vaxzevria. (2021). Verheyden, Bertrand ; Fallucchi, Francesco ; Albanese, Andrea . In: GLO Discussion Paper Series. RePEc:zbw:glodps:878.

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2021Rank effect in bureaucrat recruitment. (2021). Montero, Rodrigo ; Miranda, Alvaro ; Guastavino, Carlos. In: European Journal of Political Economy. RePEc:eee:poleco:v:68:y:2021:i:c:s0176268020301439.

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2021Women’s representation in politics: The effect of electoral systems. (2021). Sanz, Carlos ; Gonzalez-Eiras, Martin. In: Journal of Public Economics. RePEc:eee:pubeco:v:198:y:2021:i:c:s0047272721000359.

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2021Nonparametric Estimation of Truncated Conditional Expectation Functions. (2021). Olma, Tomasz. In: Papers. RePEc:arx:papers:2109.06150.

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2021Job Displacement, Unemployment Benefits and Domestic Violence. (2021). Sampaio, Breno ; Bhalotra, Sonia ; Pinotti, Paolo ; Britto, Diogo. In: IZA Discussion Papers. RePEc:iza:izadps:dp14543.

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2021Can a Supranational Medicines Agency Restore Trust After Vaccine Suspensions? The Case of Vaxzevria. (2021). Fallucchi, Francesco ; Albanese, Andrea ; Verheyden, Bertrand. In: IZA Discussion Papers. RePEc:iza:izadps:dp14553.

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2021Teacher Compensation and Structural Inequality: Evidence from Centralized Teacher School Choice in Perú. (2021). Nieddu, Marco ; Neilson, Christopher A ; Leon-Ciliotta, Gianmarco ; Ederer, Tim ; Bobba, Matteo. In: IZA Discussion Papers. RePEc:iza:izadps:dp14581.

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2021Child Health and Parental Responses to an Unconditional Cash Transfer at Birth. (2021). de Gendre, Alexandra ; Schurer, Stefanie ; Pilkington, Rhiannon ; Meunier, Aurelie ; Lynch, John. In: IZA Discussion Papers. RePEc:iza:izadps:dp14693.

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2021COVID-19, poverty and inclusive development. (2021). Miedema, Esther ; Cardozo, Mieke Lopes ; van Leynseele, Yves ; Hordijk, Michaela ; van Ewijk, Edith ; Bosch, Hilmer ; Verrest, Hebe ; Asubonteng, Kwabena ; Vegelin, Courtney ; Ros-Tonen, Mirjam ; Scholtens, Joeri ; Bavinck, Maarten ; Rammelt, Crelis ; Gupta, Joyeeta ; Pouw, Nicky. In: World Development. RePEc:eee:wdevel:v:145:y:2021:i:c:s0305750x2100139x.

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2021The economic impact of recession announcements. (2021). Lee, Sang Seok ; Ellison, Martin ; Eggers, Andrew C. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:40-52.

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2021Populists in Power. (2021). Potrafke, Niklas ; Roesel, Felix ; Doerr, Luisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9336.

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2021The Psychological Gains from COVID-19 Vaccination : Who Benefits the Most?. (2021). Dimitrova, Velichka ; Bagues, Manuel. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1384.

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2021The Psychological Gains from COVID-19 Vaccination: Who Benefits the Most?. (2021). Dimitrova, Velichka ; Bagues, Manuel. In: IZA Discussion Papers. RePEc:iza:izadps:dp14826.

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2021Reducing Strategic Default in a Financial Crisis. (2021). Agarwal, Sumit ; Zhang, Man ; Scholnick, Barry ; Mikhed, Slava. In: Working Papers. RePEc:fip:fedpwp:93327.

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2021The psychological gains from COVID-19 vaccination: who benefits the most?. (2021). Dimitrova, Velichka ; Bagues, Manuel. In: CAGE Online Working Paper Series. RePEc:cge:wacage:594.

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2021A Costly Commitment: Populism, Government Performance, and the Quality of Bureaucracy. (2021). Vannoni, Matia ; Morelli, Massimo ; Bellodi, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9470.

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2021Testing identifying assumptions in fuzzy regression discontinuity designs. (2021). Arai, Yoichi ; Wan, Yuanyuan ; Mourifie, Ismael ; Kitagawa, Toru ; Hsu, Yu-Chin. In: CeMMAP working papers. RePEc:ifs:cemmap:16/21.

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2021The Costs of Populism for the Bureaucracy and Government Performance: Evidence from Italian Municipalities. (2021). Vannoni, Matia ; Morelli, Massimo ; Bellodi, Luca. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21158.

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2021Do Economic Incentives Promote Physical Activity? Evidence from the London Congestion Charge. (2021). Suhrcke, Marc ; Albanese, Andrea ; Coombes, Emma ; Nakamura, Ryota. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-115.

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2021Do Economic Incentives Promote Physical Activity? Evidence from the London Congestion Charge. (2021). Suhrcke, Marc ; Albanese, Andrea ; Coombes, Emma ; Nakamura, Ryota. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1006.

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2021Two Sample Unconditional Quantile Effect. (2021). Li, Tong ; Inoue, Atsushi ; Xu, QI. In: Papers. RePEc:arx:papers:2105.09445.

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2021The Costs of Populism for the Bureaucracy and Government Performance: Evidence from Italian Municipalities. (2021). Vannoni, Matia ; Morelli, Massimo ; Bellodi, Luca. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20158.

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2021Local Regression Distribution Estimators. (2020). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2009.14367.

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2021Permutation test for heterogeneous treatment effects with a nuisance parameter. (2021). Olivares, Mauricio ; Chung, Eunyi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:148-174.

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2021Response?adaptive rerandomization. (2021). Yin, Guosheng ; Zhang, Hengtao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1281-1298.

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2021Estimating optimal treatment rules with an instrumental variable: A partial identification learning approach. (2021). Zhang, BO ; Pu, Hongming. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:2:p:318-345.

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2021Estimating and Improving Dynamic Treatment Regimes With a Time-Varying Instrumental Variable. (2021). Chen, Shuxiao ; Zhang, BO. In: Papers. RePEc:arx:papers:2104.07822.

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2021Histopathological imaging?based cancer heterogeneity analysis via penalized fusion with model averaging. (2021). Huang, Jian ; Zhong, Tingyan ; He, Baihua ; Ma, Shuangge ; Zhang, Qingzhao ; Liu, Yanyan. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1397-1408.

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2021Probabilistic Prediction for Binary Treatment Choice: with focus on personalized medicine. (2021). Manski, Charles F. In: Papers. RePEc:arx:papers:2110.00864.

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2021On sparse ensemble methods: An application to short-term predictions of the evolution of COVID-19. (2021). Sillero-Denamiel, Remedios M ; Morales, Dolores Romero ; Ramirez-Cobo, Pepa ; Molero-Rio, Cristina ; Martin-Barragan, Belen ; Jimenez-Gamero, Dolores M ; Guerrero, Vanesa ; Carrizosa, Emilio ; Benitez-Pea, Sandra. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:648-663.

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2021Accuracy in the prediction of disease epidemics when ensembling simple but highly correlated models. (2021). Madden, Laurence V ; Paul, Pierce A ; de Wolf, Erick D ; Shah, Denis A. In: PLOS Computational Biology. RePEc:plo:pcbi00:1008831.

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2021A Bayesian nonparametric analysis for zero?inflated multivariate count data with application to microbiome study. (2021). Chen, Irene A ; Verbanic, Samuel ; Shuler, Kurtis ; Lee, Ju Hee. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:961-979.

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2021Spatially Varying Coefficient Models with Sign Preservation of the Coefficient Functions. (2021). Wang, LI ; Kim, Myungjin ; Zhou, Yuyu. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:26:y:2021:i:3:d:10.1007_s13253-021-00443-5.

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2021Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481.

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2021On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables. (2021). Kim, Daeyoung ; Wei, Zheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000713.

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2021Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315.

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2021Local Whittle estimation of long?range dependence for functional time series. (2021). Shang, Han Lin ; Robinson, Peter M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:685-695.

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2021Testing a Constant Mean Function Using Functional Regression. (2021). Cho, Jin Seo ; White, Halbert ; Huang, Meng. In: Working papers. RePEc:yon:wpaper:2021rwp-190.

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2021Link-based survival additive models under mixed censoring to assess risks of hospital-acquired infections. (2021). Farcomeni, Alessio ; Radice, Rosalba ; Marra, Giampiero. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301833.

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2021Single- and Multiple-Group Penalized Factor Analysis: A Trust-Region Algorithm Approach with Integrated Automatic Multiple Tuning Parameter Selection. (2021). Moustaki, Irini ; Marra, Giampiero ; Geminiani, Elena. In: Psychometrika. RePEc:spr:psycho:v:86:y:2021:i:1:d:10.1007_s11336-021-09751-8.

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2021Single and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection. (2021). Moustaki, Irini ; Marra, Giampiero ; Geminiani, Elena. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108873.

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2021Social Network Mediation Analysis: A Latent Space Approach. (2021). Yuan, Ying ; Zhang, Zhiyong ; Jin, Ick Hoon ; Liu, Haiyan. In: Psychometrika. RePEc:spr:psycho:v:86:y:2021:i:1:d:10.1007_s11336-020-09736-z.

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2021Semiparametric estimation for space-time max-stable processes: an F-madogram-based approach. (2021). Ribereau, P ; Maume-Deschamps, V ; Abu-Awwad, A. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:2:d:10.1007_s11203-020-09232-2.

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2021Dynamic treatment effects: high-dimensional inference under model misspecification. (2021). Bradic, Jelena ; Ji, Weijie ; Zhang, Yuqian. In: Papers. RePEc:arx:papers:2111.06818.

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2021Composite quantile regression for ultra-high dimensional semiparametric model averaging. (2021). Wu, Jibo ; Lv, Jing ; Guo, Chaohui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000657.

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2021Estimating and Improving Dynamic Treatment Regimes With a Time-Varying Instrumental Variable. (2021). Chen, Shuxiao ; Zhang, BO. In: Papers. RePEc:arx:papers:2104.07822.

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2021Learning Treatment Effects in Panels with General Intervention Patterns. (2021). Peng, Tianyi ; Li, Andrew A ; Farias, Vivek F. In: Papers. RePEc:arx:papers:2106.02780.

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2021Constrained Classification and Policy Learning. (2021). Tetenov, Aleksey ; Sakaguchi, Shosei ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2106.12886.

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2021Synthetic Controls for Experimental Design. (2021). Zhao, Jinglong ; Abadie, Alberto. In: Papers. RePEc:arx:papers:2108.02196.

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2021Controlling for Unmeasured Confounding in Panel Data Using Minimal Bridge Functions: From Two-Way Fixed Effects to Factor Models. (2021). Imbens, Guido ; Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2108.03849.

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2021Causal Inference with Noncompliance and Unknown Interference. (2021). Yanagi, Takahide ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2108.07455.

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2021Causal Matrix Completion. (2021). Shen, Dennis ; Shah, Devavrat ; Dahleh, Munther ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2109.15154.

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2021Optimal Decision Rules Under Partial Identification. (2021). Yata, Kohei. In: Papers. RePEc:arx:papers:2111.04926.

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2021Dynamic treatment effects: high-dimensional inference under model misspecification. (2021). Bradic, Jelena ; Ji, Weijie ; Zhang, Yuqian. In: Papers. RePEc:arx:papers:2111.06818.

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2021An Empirical Evaluation of the Impact of New Yorks Bail Reform on Crime Using Synthetic Controls. (2021). Bergin, Tiffany ; Koppel, Stephen ; Peterson, Richard ; Ropac, Rene ; Kallus, Nathan ; Koo, Andrew ; Zhou, Angela. In: Papers. RePEc:arx:papers:2111.08664.

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2021Policy Learning Under Ambiguity. (2021). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:2111.10904.

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2021Increasing power for observational studies of aberrant response: An adaptive approach. (2021). Small, Dylan S ; Kang, Hyunseung ; Heng, Siyu ; Fogarty, Colin B. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:3:p:482-504.

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2021The Implications of Monetary Union for Income Inequality: An Empirical Assessment. (2021). Maschke, Andreas ; Kerschbaumer, Florentin. In: Wirtschaft und Gesellschaft - WuG. RePEc:clr:wugarc:y:2021v:47i:4p:537.

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2021A Bayesian Spatio-temporal model for predicting passengers occupancy at Beijing Metro. (2021). Sunhe, Flor ; Cabras, Stefano. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:33787.

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2021Review of low voltage load forecasting: Methods, applications, and recommendations. (2021). Voss, Marcus ; Giasemidis, Georgios ; Arora, Siddharth ; Haben, Stephen ; Greetham, Danica Vukadinovi. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921011326.

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2021Matching estimators with few treated and many control observations. (2021). Ferman, Bruno. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:295-307.

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2021Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078.

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2021On a necessary and sufficient identification condition of optimal treatment regimes with an instrumental variable. (2021). Tchetgen, Eric Tchetgen ; Cui, Yifan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001425.

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2021A bridge between sentiment indicators: What does Google Trends tell us about COVID-19 pandemic and employment expectations in the EU new member states?. (2021). Raiien, Agota Giedr ; Simionescu, Mihaela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s004016252100603x.

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2021Low-rank approximations of nonseparable panel models. (2021). Weidner, Martin ; Freeman, Hugo ; Fernandez-Val, Ivan. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:2:p:c40-c77..

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2021True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes. (2021). Hao, Shiming. In: MPRA Paper. RePEc:pra:mprapa:108679.

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Recent citations received in 2020

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2020Uniform Inference in High-Dimensional Generalized Additive Models. (2020). Spindler, Martin ; Kueck, Jannis ; Klaassen, Sven ; Bach, Philipp. In: Papers. RePEc:arx:papers:2004.01623.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

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2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

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2020Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2020Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263.

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2020A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029.

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2020On using electronic health records to improve optimal treatment rules in randomized trials. (2020). Zeng, Donglin ; Wu, Peng ; Wang, Yuanjia ; Fu, Haoda. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:4:p:1075-1086.

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2020Discussion. (2020). Narisetty, Naveen Naidu. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:2:p:330-334.

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2020Stable Discovery of Interpretable Subgroups via Calibration in Causal Studies. (2020). Park, Briton ; Tan, Yan Shuo ; Dwivedi, Raaz ; Yu, Bin ; Madigan, David ; Horgan, Kevin ; Wei, Mian. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:s1:p:s135-s178.

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2020Unbiased Markov chain Monte Carlo methods with couplings. (2020). Atchade, Yves F ; Oleary, John ; Jacob, Pierre E. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:543-600.

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2020Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. (2020). Franks, Jordan ; Helske, Jouni ; Vihola, Matti. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:4:p:1339-1376.

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2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2020How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets. (2020). Marques, Aurea Ponte ; Cappelletti, Giuseppe ; Martin, Diego Vila ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20202497.

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2020Safe feature screening rules for the regularized Huber regression. (2020). Pan, Shanshan ; Shang, Pan ; Kong, Lingchen ; Chen, Huangyue. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s0096300320304586.

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2020Kurtosis test of modality for rotationally symmetric distributions on hyperspheres. (2020). Jung, Sungkyu ; Schulz, Jorn ; Kim, Byungwon. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19306141.

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2020The effect of public financing on candidate reemergence and success in elections. (2020). Song, B K. In: European Journal of Political Economy. RePEc:eee:poleco:v:65:y:2020:i:c:s0176268020300677.

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2020Exploiting Distributional Temporal Difference Learning to Deal with Tail Risk. (2020). Yadav, Nitin ; Huang, Shijie ; Bossaerts, Peter. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:113-:d:434660.

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2020COVID-19 infections, labour market shocks, and subjective well-being. (2020). de New, John P ; Botha, Ferdi. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n14.

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2020COVID-19 labour market shocks and their inequality implications for financial wellbeing. (2020). Salamanca, Nicolas ; Ribar, David C ; de New, Sonja C ; Botha, Ferdi. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2020n15.

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2020Online Display Advertising Markets: A Literature Review and Future Directions. (2020). Leary, Adam ; Balseiro, Santiago R ; Mela, Carl F ; Choi, Hana. In: Information Systems Research. RePEc:inm:orisre:v:31:y:2020:i:2:p:556-575.

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2020Optimal Model Selection in RDD and Related Settings Using Placebo Zones. (2020). Siminski, Peter ; Kettlewell, Nathan. In: IZA Discussion Papers. RePEc:iza:izadps:dp13639.

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2020Quantile Factor Models. (2020). Dolado, Juan J ; Chen, Liang ; Gonzalo, Jesus. In: IZA Discussion Papers. RePEc:iza:izadps:dp13870.

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2020A New Robust Inference for Asset Return Predictability Via Quantile Regression. (2020). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202002.

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2020A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202017.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Center for Policy Research Working Papers. RePEc:max:cprwps:230.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Liu, Fei ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44.

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2020Inferring causal direction between two traits in the presence of horizontal pleiotropy with GWAS summary data. (2020). Pan, Wei ; Xue, Haoran. In: PLOS Genetics. RePEc:plo:pgen00:1009105.

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2020Insurance applications of dependence modeling: An interview with Edward (Jed) Frees. (2020). Matthias, Scherer ; Christian, Genest. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:93-106:n:15.

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2020COVID-19 labour market shocks and their inequality implications for financial wellbeing. (2020). Salamanca, Nicolas ; de New, Sonja ; Ribar, David C ; Botha, Ferdi. In: GLO Discussion Paper Series. RePEc:zbw:glodps:661.

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2020Struktureller Umbruch durch COVID-19: Implikationen für die Innovationspolitik im Land Bremen. (2020). Wedemeier, Jan ; Gunther, Jutta. In: HWWI Policy Papers. RePEc:zbw:hwwipp:n128.

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Recent citations received in 2019

YearCiting document
2019Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise. (2019). Chen, Richard Y. In: Papers. RePEc:arx:papers:1810.04725.

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2019Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490.

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2019Projection pursuit based generalized betas accounting for higher order co-moment effects in financial market analysis. (2019). Serneels, Sven. In: Papers. RePEc:arx:papers:1908.00141.

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2019The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations. (2019). Chen, Richard Y. In: Papers. RePEc:arx:papers:1911.02205.

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2019Bayesian VAR forecasts, survey information and structural change in the euro area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working Papers. RePEc:bde:wpaper:1948.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

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2019The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. (2019). Veliyev, Bezirgen ; Thyrsgaard, Martin ; Christensen, Kim. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:556-583.

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2019Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677.

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2019On the estimation of population sizes in capture–recapture experiments. (2019). Rivest, Louis-Paul ; Yauck, Mamadou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:512-524.

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2019Consistency of generalized dynamic principal components in dynamic factor models. (2019). Smucler, Ezequiel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:7.

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2019Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?. (2019). Reichlin, Lucrezia ; Lenza, Michele ; Giannone, Domenico. In: Staff Reports. RePEc:fip:fednsr:885.

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2019Robust Bayesian Inference in Stochastic Frontier Models. (2019). Tsionas, Mike. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:183-:d:294111.

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2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18.

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2019Forecasting Observables with Particle Filters: Any Filter Will Do!. (2019). McCabe, Brendan ; Martin, Gael M ; Forbes, Catherine S ; Leung, Patrick. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-22.

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2019Elucidate Structure in Intermittent Demand Series. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-27.

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2019Fast Forecast Reconciliation Using Linear Models. (2019). Shmueli, Galit ; Hyndman, Rob J ; Ashouri, Mahsa. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-29.

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2019A Hierarchical Spatiotemporal Statistical Model Motivated by Glaciology. (2019). Wikle, Christopher K ; Hrafnkelsson, Birgir ; Gopalan, Giri ; Palsson, Finnur ; Jarosch, Alexander H ; Aalgeirsdottir, Gufinna ; Rue, Hvard. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:24:y:2019:i:4:d:10.1007_s13253-019-00367-1.

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2019Deville and Särndal’s calibration: revisiting a 25-years-old successful optimization problem. (2019). Tille, Yves ; Devaud, Denis. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:4:d:10.1007_s11749-019-00681-3.

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2019Rejoinder on: Deville and Särndal’s calibration: revisiting a 25-year-old successful optimization problem. (2019). Tille, Yves ; Devaud, Denis. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:4:d:10.1007_s11749-019-00685-z.

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2019An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity. (2019). Dzemski, Andreas. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:101:y:2019:i:5:p:763-776.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: EMF Research Papers. RePEc:wrk:wrkemf:29.

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Recent citations received in 2018

YearCiting document
2018Efficient Discovery of Heterogeneous Treatment Effects in Randomized Experiments via Anomalous Pattern Detection. (2018). Neill, Daniel B ; Somanchi, Sriram ; McFowland, Edward. In: Papers. RePEc:arx:papers:1803.09159.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Papers. RePEc:arx:papers:1810.13237.

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2018High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1811.09540.

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2018Quality of Politicians and Electoral System. Evidence from a Quasi-experimental Design for Italian Cities. (2018). de Benedetto, Marco Alberto. In: BCAM Working Papers. RePEc:bbk:bbkcam:1802.

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2018The effects of tax changes on economic activity: a narrative approach to frequent anticipations. (2018). García-Uribe, Sandra ; Garcia-Uribe, Sandra. In: Working Papers. RePEc:bde:wpaper:1828.

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2018Bayesian Forecasting of Electoral Outcomes with new Parties Competition. (2018). Stumpf-Fetizon, Timothee ; Papaspiliopoulos, Omiros ; Garcia-Montalvo, Jose. In: Working Papers. RePEc:bge:wpaper:1065.

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2018
2018Time-varying asymmetry and tail thickness in long series of daily financial returns. (2018). Pipień, Mateusz ; Baej, Mazur. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:5:p:21:n:5.

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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). LINTON, OLIVER ; Chen, Jia. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1876.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2018
2018Efficient Counterfactual Learning from Bandit Feedback. (2018). Yasui, Shota ; Yata, Kohei ; Narita, Yusuke. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2155.

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2018Uniform confidence bands in deconvolution with unknown error distribution. (2018). Kato, Kengo ; Sasaki, Yuya. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:129-161.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2018Classified mixed logistic model prediction. (2018). Sun, Hanmei ; Jiang, Jiming ; Luan, Yihui ; Nguyen, Thuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:63-74.

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2018A power comparison between autocorrelation based tests. (2018). RAÏSSI, HAMDI ; Raissi, Hamdi ; Khardani, Salah ; ben Hajria, Raja. In: Statistics & Probability Letters. RePEc:eee:stapro:v:143:y:2018:i:c:p:1-6.

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2018A Two-Stage Regularization Method for Variable Selection and Forecasting in High-Order Interaction Model. (2018). Jiang, HE ; Dong, Yao. In: Complexity. RePEc:hin:complx:2032987.

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2018Double/de-biased machine learning using regularized Riesz representers. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney K. In: CeMMAP working papers. RePEc:ifs:cemmap:15/18.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:69/18.

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2018The Effect of Subscription Video-on-Demand on Piracy: Evidence from a Household-Level Randomized Experiment. (2018). Smith, Michael D ; Ferreira, Pedro ; de Matos, Miguel Godinho. In: Management Science. RePEc:inm:ormnsc:v:64:y:2018:i:12:p:5610-5630.

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2018Infrastructure Grants and the Performance of Microenterprises. (2018). Le, Duong ; Chaurey, Ritam. In: IZA Discussion Papers. RePEc:iza:izadps:dp11749.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039.

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2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12040.

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2018Average Gaps and Oaxaca–Blinder Decompositions: A Cautionary Tale about Regression Estimates of Racial Differences in Labor Market Outcomes. (2018). Słoczyński, Tymon ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp12041.

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2018Predicting elections: Experts, polls, and fundamentals. (2018). Graefe, Andreas. In: Judgment and Decision Making. RePEc:jdm:journl:v:13:y:2018:i:4:p:334-344.

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2018Rank effects in political promotions. (2018). Tukiainen, Janne ; Merilainen, Jaakko. In: Public Choice. RePEc:kap:pubcho:v:177:y:2018:i:1:d:10.1007_s11127-018-0591-8.

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2018Factor-Driven Two-Regime Regression. (2018). Shin, Youngki ; SEO, MYUNG HWAN ; Liao, Yuan ; Lee, Sokbae (Simon). In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-14.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

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2018Economists (and Economics) in Tech Companies. (2018). Athey, Susan ; Luca, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:25064.

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2018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao. In: NBER Working Papers. RePEc:nbr:nberwo:25398.

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2018A structural break test for extremal dependence in β-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643..

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2018Functional principal component analysis for identifying multivariate patterns and archetypes of growth, and their association with long-term cognitive development. (2018). Kramer, Michael S ; Wang, Jane-Ling ; Hadjipantelis, Pantelis Z ; Han, Kyunghee ; Muller, Hans-Georg ; Martin, Richard M ; Yang, Seungmi . In: PLOS ONE. RePEc:plo:pone00:0207073.

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2018Can regional policies shape migration flows?. (2018). Pellegrini, Guido ; Cerqua, Augusto ; Ceccantoni, Giulia ; Tarola, Ornella. In: MPRA Paper. RePEc:pra:mprapa:87874.

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2018Quality of Politicians and Electoral System. Evidence from a Quasi-experimental Design for Italian Cities. (2018). de Benedetto, Marco Alberto. In: MPRA Paper. RePEc:pra:mprapa:89511.

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2018An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Working papers. RePEc:rie:riecdt:1.

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2018Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric. In: Working Paper series. RePEc:rim:rimwps:18-37.

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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Doucet, Arnaud. In: Working Paper series. RePEc:rim:rimwps:18-38.

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2018Discussion of “Survival models and health sequences” by Walter Dempsey and Peter McCullagh. (2018). Kalbfleisch, John D. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:24:y:2018:i:4:d:10.1007_s10985-018-9439-2.

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2018Hypothesis Testing of the Q-matrix. (2018). Gu, Yuqi ; Ying, Zhiliang ; Xu, Gongjun ; Liu, Jingchen. In: Psychometrika. RePEc:spr:psycho:v:83:y:2018:i:3:d:10.1007_s11336-018-9629-6.

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2018Subsampling MCMC - an Introduction for the Survey Statistician. (2018). Villani, Mattias ; Kohn, Robert ; Dang, Khue-Dung ; Tran, Minh-Ngoc ; Quiroz, Matias. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-018-0153-7.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (2018). van Dijk, Herman ; Grassi, Stefano ; Baştürk, Nalan ; Hoogerheide, Lennart ; Borowska, Agnieszka ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180076.

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2018Bayesian forecasting of electoral outcomes with new parties competition. (2018). Stumpf-Fetizon, Timothee ; Papaspiliopoulos, Omiros ; Montalvo, Jose Garcia. In: Economics Working Papers. RePEc:upf:upfgen:1624.

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2018Predicting Match Outcomes in Football by an Ordered Forest Estimator. (2018). Lechner, Michael ; Knaus, Michael ; Goller, Daniel ; Okasa, Gabriel. In: Economics Working Paper Series. RePEc:usg:econwp:2018:11.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2018:17.

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2018A scoring rule for factor and autoregressive models under misspecification. (2018). Sartore, Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2018:18.

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2018Predictive analytics of insurance claims using multivariate decision trees. (2018). Emiliano, Valdez ; Zhiyu, Quan. In: Dependence Modeling. RePEc:vrs:demode:v:6:y:2018:i:1:p:377-407:n:22.

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2018A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables. (2018). Li, Degui ; LINTON, OLIVER ; Chen, Jia. In: Discussion Papers. RePEc:yor:yorken:18/14.

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2018Exploring and validating statistical reliability in forensic conservation genetics. (2018). Buschbom, Jutta. In: Thünen Reports. RePEc:zbw:jhtire:63.

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