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…
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…
Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth
Sebastian Kripfganz, Vasilis Sarafidis
We study the drivers and spatial diffusion of U.S. state population growth using a dynamic spatial model for 49 states, 1965-2017. Methodologically, we recover the spatial network…
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach
Nektarios Aslanidis, Aurelio Bariviera, George Kapetanios +1
This paper analyzes realized return behavior across a broad set of crypto assets by estimating heterogeneous exposures to idiosyncratic and systematic risk. A key challenge arises…