2 papers
econ.EM2023
Deep Neural Network Estimation in Panel Data Models
Ilias Chronopoulos, Katerina Chrysikou, George Kapetanios +2
In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the co…
econ.EM2022
Bayesian Modeling of TVP-VARs Using Regression Trees
Niko Hauzenberger, Florian Huber, Gary Koop +1
In light of widespread evidence of parameter instability in macroeconomic models, many time-varying parameter (TVP) models have been proposed. This paper proposes a nonparametric T…