2 papers
stat.ME2026
Two-stage Estimation of Latent Variable Regression Models: A General, Root-N Consistent Solution
Yang Liu, Xiaohui Luo, Jieyuan Dong +4
Latent variable (LV) models are widely used in psychological research to investigate relationships among unobservable constructs. When one-stage estimation of the overall LV model…
q-fin.TR2024
Correlation emergence in two coupled simulated limit order books
Dominic Bauer, Derick Diana, Tim Gebbie
We use random walks to simulate the fluid limit of two coupled diffusive limit order books to model correlation emergence. The model implements the arrival, cancellation and diffus…