2 papers
econ.EM2026
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series
Joshua C. C. Chan, Wei Zhang
We introduce a class of Bayesian dynamic factor models for matrix-valued time series, with autoregressive factor dynamics and idiosyncratic components that allow stochastic volatil…
stat.ME2026
A Model-Robust G-Computation Method for Analyzing Hybrid Control Studies Without Assuming Exchangeability
Zhiwei Zhang, Peisong Han, Wei Zhang
There is growing interest in a hybrid control design for treatment evaluation, where a randomized controlled trial is augmented with external control data from a previous trial or…