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09/23/2019
Quantile LASSO with changepoints in panel data models applied to option pricing
Panel data are modern statistical tools which are commonly used in all k...
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08/28/2019
Infinitely Stochastic Micro Forecasting
Forecasting costs is now a front burner in empirical economics. We propo...
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08/28/2019
Micro Forecasting
Forecasting costs is now a front burner in empirical economics. We propo...
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05/20/2019
Detection of similar successive groups in a model with diverging number of variable groups
In this paper, a linear model with grouped explanatory variables is cons...
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01/15/2019
Change-point Detection by the Quantile LASSO Method
A simultaneous change-point detection and estimation in a piece-wise con...
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01/05/2018