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Found 5 papers, 1 papers with code
Inflation Target at Risk: A Time-varying Parameter Distributional Regression
Macro variables frequently display time-varying distributions, driven by the dynamic and evolving characteristics of economic, social, and environmental factors that consistently reshape the fundamental patterns and relationships governing these variables.
Safe Collaborative Filtering
Excellent tail performance is crucial for modern machine learning tasks, such as algorithmic fairness, class imbalance, and risk-sensitive decision making, as it ensures the effective handling of challenging samples within a dataset.
Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series.
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects
We study the estimation of heterogeneous effects of group-level policies, using quantile regression with interactive fixed effects.
Semiparametric Single-Index Estimation for Average Treatment Effects
We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data.
