60 citations · 84 across the 9 of their papers we have counts for
12 papers
Principal Component Analysis for a Mix of Stationary and Nonstationary Variables
James D. Hamilton, Xinwei Ma, Jin Xi
This paper develops a procedure for uncovering the common cyclical factors that drive a mix of stationary and nonstationary variables. The method does not require knowing which var…
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)
Matias D. Cattaneo, Xinwei Ma, Yusufcan Masatlioglu
Barseghyan and Molinari (2023) give sufficient conditions for semi-nonparametric point identification of parameters of interest in a mixture model of decision-making under risk, al…
Breaking the Winner's Curse in Mendelian Randomization: Rerandomized Inverse Variance Weighted Estimator
Xinwei Ma, Jingshen Wang, Chong Wu
Developments in genome-wide association studies and the increasing availability of summary genetic association data have made the application of two-sample Mendelian Randomization…
lpcde: Estimation and Inference for Local Polynomial Conditional Density Estimators
Matias D. Cattaneo, Rajita Chandak, Michael Jansson +1
This paper discusses the R package lpcde, which stands for local polynomial conditional density estimation. It implements the kernel-based local polynomial smoothing methods introd…
Boundary Adaptive Local Polynomial Conditional Density Estimators
Matias D. Cattaneo, Rajita Chandak, Michael Jansson +1
We begin by introducing a class of conditional density estimators based on local polynomial techniques. The estimators are boundary adaptive and easy to implement. We then study th…
Attention Overload
Matias D. Cattaneo, Paul Cheung, Xinwei Ma +1
We introduce an Attention Overload Model (AOM) in which alternatives compete for attention, so each alternative's consideration probability weakly decreases as the choice problem e…