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econ.EM2026
The Promise of Time-Series Foundation Models for Agricultural Forecasting: Evidence from Commodity Prices
Le Wang, Boyuan Zhang
Forecasting agricultural markets remains challenging due to nonlinear dynamics, structural breaks, and sparse data. A long-standing belief holds that simple time-series methods out…
econ.EM2023
Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
Hyungsik Roger Moon, Frank Schorfheide, Boyuan Zhang
We incorporate a version of a spike and slab prior, comprising a pointmass at zero ("spike") and a Normal distribution around zero ("slab") into a dynamic panel data framework to m…