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econ.EM2026
Panel Local Projections with Missing Data
Yubo Tao
A panel local projection can remain identified even when missing data leave no complete regression case. We recover the projection over specified dates by combining factor-based co…
econ.EM2026
Vine Copula VAR:From Recursive Margins to Joint Forecast Inference
Hunter Ng, Yubo Tao
Joint-event forecasts combine an estimated dependence model with current marginal forecasts. Retaining historical transforms at the marginal fits available when each outcome arrive…