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stat.ML2021
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…
stat.ML2021★ 1 cited
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…