From the 1 of 4 linked papers with an AI index.
1 citations · 1 across the 2 of their papers we have counts for
4 papers
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…
Counterfactual Density Effects and the German East--West Income Gap
Georg Keilbar, Sonja Greven
We propose a novel framework for conducting causal inference based on counterfactual densities. While the current paradigm of causal inference is mostly focused on estimating avera…
Smoothed SGD for quantiles: Bahadur representation and Gaussian approximation
Likai Chen, Georg Keilbar, Wei Biao Wu
This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the score function in the conventional SGD…
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…