8 citations · 13 across the 6 of their papers we have counts for
4 papers · 1 filter
Decoding Causality by Fictitious VAR Modeling
Xingwei Hu
In modeling multivariate time series for either forecast or policy analysis, it would be beneficial to have figured out the cause-effect relations within the data. Regression analy…
Feature Selection by a Mechanism Design
Xingwei Hu
In constructing an econometric or statistical model, we pick relevant features or variables from many candidates. A coalitional game is set up to study the selection problem where…
Sorting Big Data by Revealed Preference with Application to College Ranking
Xingwei Hu
When ranking big data observations such as colleges in the United States, diverse consumers reveal heterogeneous preferences. The objective of this paper is to sort out a linear or…
A Theory of Dichotomous Valuation with Applications to Variable Selection
Xingwei Hu
An econometric or statistical model may undergo a marginal gain if we admit a new variable to the model, and a marginal loss if we remove an existing variable from the model. Assum…