From the 1 of 8 linked papers with an AI index.
8 papers
Nonlinear Boosting with Multiple Testing in High-Dimensional Generalised Linear Models with Binary Responses
Charisios Grivas, George Kapetanios, Zacharias Psaradakis +3
This paper proposes a nonlinear boosting with multiple testing (BMT) approach to variable selection in high-dimensional generalised linear models with binary responses. At each sta…
Estimation and Inference for Latent Dual Networks Using High-Dimensional IV Screening
Arturas Juodis, George Kapetanios, Vasilis Sarafidis
The paper proposes a method to estimate and conduct inference on high‑dimensional panel models where outcomes are influenced by two types of network interactions—reinforcing and co…
Grow and Pollute but Invest and Clean: Dynamic Associations between Parent Firm Characteristics and Facility Toxic Releases
George Kapetanios, Steven Ongena, Alexia Ventouri +1
This paper examines how relationships between parent-firm characteristics and facility-level toxic releases evolve over time. Using 238,304 observations for 7,447 U.S. manufacturin…
Network Effects in Corporate Emissions: Evidence from a Data-Dependent Spatial Panel Model
Stylianos Asimakopoulos, George Kapetanios, Vasilis Sarafidis +1
We study spillover effects in corporate toxic emissions using a heterogeneous panel network of U.S. industrial facilities from 2000-2023. Rather than imposing a network structure a…
Model Selection in High-Dimensional Linear Regression using Boosting with Multiple Testing
George Kapetanios, Vasilis Sarafidis, Alexia Ventouri
High-dimensional regression specification and analysis is a complex and active area of research in statistics, machine learning, and econometrics. This paper proposes a new approac…
Detecting Network Instability via Multiscale Detrended Cross-Correlations and MST Topology
Jose De Leon Miranda, Marina Dolfin, George Kapetanios +1
We introduce a multiscale measure of network instability based on the joint use of Detrended Cross-Correlation Analysis (DCCA) and Minimum Spanning Tree (MST) filtering. The propos…