1 citations · 1 across the 3 of their papers we have counts for
3 papers
econ.EM2026
From Vector Autoregressions to AI-based Time Series Forecasting: A Review
Likai Chen, Weining Wang
Forecasting is a central goal of time-series analysis. This review centers on three major developments in recent AI-based time-series forecasting: transformers, large pretrained mo…
econ.EM2023★ 1 cited
High-dimensional inference on jumps in nonparametric time series regression models
Likai Chen, Georg Keilbar, Liangjun Su +1
We study simultaneous inference on jumps in the conditional mean functions of a high-dimensional collection of heterogeneous nonparametric time series, where the number of series m…
econ.EM2022
A projection based approach for interactive fixed effects panel data models
Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon +1
This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. T…