62 citations · 104 across the 6 of their papers we have counts for
Showing 2020 · econ.EMShow all
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econ.EM2020
Nonparametric prediction with spatial data
Abhimanyu Gupta, Javier Hidalgo
We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing tha…
econ.EM2020★ 3 cited
Inference without smoothing for large panels with cross-sectional and temporal dependence
J. Hidalgo, M. Schafgans
This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences th…