From the 2 of 3 linked papers with an AI index.
1 citations · 1 across the 2 of their papers we have counts for
3 papers
From Vector Autoregressions to AI-based Time Series Forecasting: A Review
Likai Chen, Weining Wang
The paper reviews recent AI-driven time‑series forecasting methods—including transformers, large pretrained zero‑shot models, and diffusion‑based forecasters—and relates them to tr…
High-dimensional inference on jumps in nonparametric time series regression models
Likai Chen, Georg Keilbar, Liangjun Su +1
The paper develops statistical tests for detecting and comparing jumps in the conditional mean of many nonparametric time series, even when the number of series exceeds the sample…
A projection based approach for interactive fixed effects panel data models
Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon +1
This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. T…