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stat.CO2026
Neural Inference Functions for Margins for Time Series Copula Models
Daniel Fynn, David Gunawan, Andrew Zammit-Mangion
Copula models are widely employed in multivariate time series analysis because they permit flexible modelling of marginal distributions independently of the dependence structure, w…
econ.EM2026
Flexible Bayesian Models for Time-Varying Income Distributions
David Gunawan
Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year…