33 citations · 115 across the 11 of their papers we have counts for
4 papers · 1 filter
Bayesian Singular Value Regularization via a Cumulative Shrinkage Process
Masahiro Tanaka
This study proposes a novel hierarchical prior for inferring possibly low-rank matrices measured with noise. We consider three-component matrix factorization, as in singular value…
On the Likelihood of Local Projection Models
Masahiro Tanaka
A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different ti…
Bayesian Matrix Completion Approach to Causal Inference with Panel Data
Masahiro Tanaka
This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by comp…
Bayesian Inference of Local Projections with Roughness Penalty Priors
Masahiro Tanaka
A local projection is a statistical framework that accounts for the relationship between an exogenous variable and an endogenous variable, measured at different time points. Local…