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econ.EM2023
Estimation and Inference for a Class of Generalized Hierarchical Models
Chaohua Dong, Jiti Gao, Bin Peng +1
In this paper, we consider estimation and inference for the unknown parameters and function involved in a class of generalized hierarchical models. Such models are of great interes…
econ.EM2023
Smoothing the Nonsmoothness
Chaohua Dong, Jiti Gao, Bin Peng +1
To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmoot…
econ.EM2023
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy
Jiti Gao, Fei Liu, Bin Peng +1
In this paper, we investigate a semiparametric regression model under the context of treatment effects via a localized neural network (LNN) approach. Due to a vast number of parame…