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Estimating dynamic treatment effects in event studies with heterogeneous treatment effects

Journal of econometrics, 2021-12, Vol.225 (2), p.175-199

2021

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DeepAR: Probabilistic forecasting with autoregressive recurrent networks

International journal of forecasting, 2020-07, Vol.36 (3), p.1181-1191

2020

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Temporal Fusion Transformers for interpretable multi-horizon time series forecasting

International journal of forecasting, 2021-10, Vol.37 (4), p.1748-1764

2021

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Recurrent Neural Networks for Time Series Forecasting: Current status and future directions

International journal of forecasting, 2021-01, Vol.37 (1), p.388-427

2021

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WHY YOU SHOULD NEVER USE THE HODRICK-PRESCOTT FILTER

The review of economics and statistics, 2018-12, Vol.100 (5), p.831-843

Hamilton, James D.

2018

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Bayesian Forecasting of Many Count-Valued Time Series

Journal of business & economic statistics, 2020-10, Vol.38 (4), p.872-887

2020

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Principles and algorithms for forecasting groups of time series: Locality and globality

International journal of forecasting, 2021-10, Vol.37 (4), p.1632-1653

2021

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Dynamic factor models with infinite-dimensional factor spaces: One-sided representations

Journal of econometrics, 2015-04, Vol.185 (2), p.359-371

2015

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HAR Inference: Recommendations for Practice

Journal of business & economic statistics, 2018-10, Vol.36 (4), p.541-559

2018

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GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

Journal of applied econometrics (Chichester, England), 2013-08, Vol.28 (5), p.777-795

2013

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Macroeconomics and the reality of mixed frequency data

Journal of econometrics, 2016-08, Vol.193 (2), p.294-314

Ghysels, Eric

2016

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Static and dynamic photovoltaic models’ parameters identification using Chaotic Heterogeneous Comprehensive Learning Particle Swarm Optimizer variants

Energy conversion and management, 2019-02, Vol.182, p.546-563

2019

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THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS

Journal of economic surveys, 2014-04, Vol.28 (2), p.344-375

2014

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Inferential theory for generalized dynamic factor models

Journal of econometrics, 2024-02, Vol.239 (2), p.105422, Article 105422

2024

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Realized GARCH: a joint model for returns and realized measures of volatility

Journal of applied econometrics (Chichester, England), 2012-09, Vol.27 (6), p.877-906

2012

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Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity

Journal of the American Statistical Association, 2020-01, Vol.115 (529), p.266-279

2020

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An Introductory Guide to Event Study Models

The Journal of economic perspectives, 2023-04, Vol.37 (2), p.203-230

Miller, Douglas L.

2023

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Quantile Regression: 40 Years On

Annual review of economics, 2017-01, Vol.9 (1), p.155-176

Koenker, Roger

2017

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Modeling time series when some observations are zero

Journal of econometrics, 2020-01, Vol.214 (1), p.33-45

2020

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Forecasting cryptocurrencies under model and parameter instability

International journal of forecasting, 2019-04, Vol.35 (2), p.485-501

2019

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Mechanical model development of rolling bearing-rotor systems: A review

Mechanical systems and signal processing, 2018-03, Vol.102, p.37-58

2018

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Progress of mathematical modeling on ejectors

Renewable & sustainable energy reviews, 2009-10, Vol.13 (8), p.1760-1780

2009

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Constrained Factor Models for High-Dimensional Matrix-Variate Time Series

Journal of the American Statistical Association, 2020-04, Vol.115 (530), p.775-793

2020

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Factor Models for High-Dimensional Tensor Time Series

Journal of the American Statistical Association, 2022-01, Vol.117 (537), p.94-116

2022

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Factor extraction using Kalman filter and smoothing: This is not just another survey

International journal of forecasting, 2021-10, Vol.37 (4), p.1399-1425

2021

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Estimating dynamic treatment effects in event studies with heterogeneous treatment effects

DeepAR: Probabilistic forecasting with autoregressive recurrent networks

Temporal Fusion Transformers for interpretable multi-horizon time series forecasting

Recurrent Neural Networks for Time Series Forecasting: Current status and future directions

WHY YOU SHOULD NEVER USE THE HODRICK-PRESCOTT FILTER

Bayesian Forecasting of Many Count-Valued Time Series

Principles and algorithms for forecasting groups of time series: Locality and globality

Dynamic factor models with infinite-dimensional factor spaces: One-sided representations

HAR Inference: Recommendations for Practice

GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

Macroeconomics and the reality of mixed frequency data

Static and dynamic photovoltaic models’ parameters identification using Chaotic Heterogeneous Comprehensive Learning Particle Swarm Optimizer variants

THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS

Inferential theory for generalized dynamic factor models

Realized GARCH: a joint model for returns and realized measures of volatility

Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity

An Introductory Guide to Event Study Models

Quantile Regression: 40 Years On

Modeling time series when some observations are zero

Forecasting cryptocurrencies under model and parameter instability

Mechanical model development of rolling bearing-rotor systems: A review

Progress of mathematical modeling on ejectors

Constrained Factor Models for High-Dimensional Matrix-Variate Time Series

Factor Models for High-Dimensional Tensor Time Series

Factor extraction using Kalman filter and smoothing: This is not just another survey

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