2 papers
stat.ME2021
GLAMLE: inference for multiview network data in the presence of latent variables, with application to commodities trading
Chaonan Jiang, Davide La Vecchia, Riccardo Rastelli
The statistical analysis of import/export data is helpful to understand the mechanism that determines exchanges in an economic network. The probability of having a commercial relat…
math.ST2020
Saddlepoint approximations for spatial panel data models
Chaonan Jiang, Davide La Vecchia, Elvezio Ronchetti +1
We develop new higher-order asymptotic techniques for the Gaussian maximum likelihood estimator in a spatial panel data model, with fixed effects, time-varying covariates, and spat…