Non-linear dimension reduction in factor-augmented vector autoregressions

9 September 2023

Papers citing "Non-linear dimension reduction in factor-augmented vector autoregressions"

9 / 9 papers shown

Title
Improving KernelSHAP: Practical Shapley Value Estimation via Linear Regression Ian Covert Su-In Lee FAtt 54 170 0 02 Dec 2020
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner 31 84 0 28 Aug 2020
Deep Dynamic Factor Models P. Andreini Cosimo Izzo G. Ricco 28 11 0 23 Jul 2020
Deep Factors for Forecasting Bernie Wang Alex Smola Danielle C. Maddix Jan Gasthaus Dean Phillips Foster Tim Januschowski BDL 54 173 0 28 May 2019
Deep Neural Networks for Estimation and Inference M. Farrell Tengyuan Liang S. Misra BDL 143 254 0 26 Sep 2018
Deep Learning for Predicting Asset Returns Guanhao Feng Jingyu He Nicholas G. Polson 43 58 0 25 Apr 2018
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter 35 296 0 16 Jun 2017
Bayesian Approximate Kernel Regression with Variable Selection Lorin Crawford K. Wood Xiaoping Zhou Sayan Mukherjee 53 44 0 05 Aug 2015
Representation Learning: A Review and New Perspectives Yoshua Bengio Aaron Courville Pascal Vincent OOD SSL 222 12,422 0 24 Jun 2012