A Localized Neural Network with Dependent Data: Estimation and Inference

no code implementations • 8 Jun 2023 • Jiti Gao, Bin Peng, Yanrong Yang

In this paper, we propose a localized neural network (LNN) model and then develop the LNN based estimation and inferential procedures for dependent data in both cases with quantitative/qualitative outcomes.

valid

Interactive Effects Panel Data Models with General Factors and Regressors

no code implementations • 22 Nov 2021 • Bin Peng, Liangjun Su, Joakim Westerlund, Yanrong Yang

This paper considers a model with general regressors and unobservable factors.

Factor-augmented Smoothing Model for Functional Data

no code implementations • 4 Feb 2021 • Yuan Gao, Han Lin Shang, Yanrong Yang

We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component.

Methodology Statistics Theory Statistics Theory

Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model

no code implementations • 17 Jan 2021 • Yufeng Mao, Bin Peng, Mervyn Silvapulle, Param Silvapulle, Yanrong Yang

This study decomposes the bilateral trade flows using a three-dimensional panel data model.