47 citations · 48 across the 6 of their papers we have counts for
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econ.EM2023
Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy
Jiti Gao, Fei Liu, Bin Peng +1
In this paper, we investigate a semiparametric regression model under the context of treatment effects via a localized neural network (LNN) approach. Due to a vast number of parame…
econ.EM2021
Interactive Effects Panel Data Models with General Factors and Regressors
Bin Peng, Liangjun Su, Joakim Westerlund +1
This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asympt…
econ.EM2019★ 1 cited
Estimation of Cross-Sectional Dependence in Large Panels
Jiti Gao, Guangming Pan, Yanrong Yang +1
Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data w…