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04/16/2023
Penalized Likelihood Inference with Survey Data
This paper extends three Lasso inferential methods, Debiased Lasso, C(α)...
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01/19/2023
Digital Divide: Empirical Study of CIUS 2020
As Canada and other major countries investigate implementing “digital mo...
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11/21/2022
Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood
This paper considers nonlinear dynamic models where the main parameter o...
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02/18/2022
Long Run Risk in Stationary Structural Vector Autoregressive Models
This paper introduces a local-to-unity/small sigma process for a station...
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07/14/2021
Generalized Covariance Estimator
We consider a class of semi-parametric dynamic models with strong white ...
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07/14/2021
Temporally Local Maximum Likelihood with Application to SIS Model
The parametric estimators applied by rolling are commonly used in the an...
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06/18/2020
Analysis of Virus Propagation: A Transition Model Representation of Stochastic Epidemiological Models
The growing literature on the propagation of COVID-19 relies on various ...
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05/09/2020