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20122026
most citedEstimation of Dynamic Panel Threshold Model using Stata

352 citations · 680 across the 21 of their papers we have counts for

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stat.ML2021★ 19 cited

Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling

Sokbae Lee, Yuan Liao, Myung Hwan Seo +1

We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms. We lever…