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stat.ME2026
Separating Time-Varying Network Composition from Predictive Dependence under Noisy Network Measurement
Marios Papamichalis, Regina Ruane, Theofanis Papamichalis
A common question about networked time series is whether outcomes changed because shocks transmit more strongly or because the pattern of connections changed. Standard practice ins…
stat.ME2025
State-Space Modeling of Time-Varying Spillovers on Networks
Marios Papamichalis, Regina Ruane, Theofanis Papamichalis
Crime counts in city neighbourhoods, disease counts in counties, and sales at firms joined by trade are naturally represented as counts on the nodes of a network. In each case a hi…