Improving the accuracy of bubble date estimators under time-varying volatility
econ.EM
Submitted: 2023-06-05
Updated: 2026-10-25
Terminology
Related papers
- SLIM: Stochastic Learning and Inference in Nonlinear GMM Models
- High-dimensional censored MIDAS logistic regression for corporate survival forecasting
- Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence
- Identifying Elasticities in Autocorrelated Time Series Using Causal Mechanism Graphs
- Policy design in experiments with unknown interference
- Can large language models assist choice modelling? Insights into prompting strategies and current models' capabilities