Search Results

Assessing External Validity in Practice,
Sebastian Galiani and Brian Quistorff, from National Bureau of Economic Research, Inc (2022)

Equilibrium Data Mining and Data Abundance,
Jerome Dugast and Thierry Foucault, from HEC Paris (2021)
Keywords: Big Data; Active Asset Management; Data Mining; Price Informativeness.

Credit Risk Analysis using Machine and Deep learning models,
Peter Martey Addo, Dominique Guegan and Bertrand Hassani, from Department of Economics, University of Venice "Ca' Foscari" (2018)
Keywords: Credit risk, Financial regulation, Data Science, Bigdata, Deep learning

Testing-Based Forward Model Selection,
Damian Kozbur, from Department of Economics - University of Zurich (2018)
Keywords: Model selection, forward regression, sparsity, hypothesis testing

Regulatory Learning: how to supervise machine learning models? An application to credit scoring,
Dominique Guegan and Bertrand Hassani, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017)
Keywords: Big Data; Credit scoring; machine learning; AUC; regulation

Regulatory Learning: how to supervise machine learning models? An application to credit scoring,
Dominique Guegan and Bertrand Hassani, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017)
Keywords: Financial Regulation; Algorithm; Big Data; Risk

Economic Surveillance using Corporate Text,
Tarek Hassan, Stephan Hollander, Aakash Kalyani, Markus Schwedeler, Ahmed Tahoun and Laurence van Lent, from Federal Reserve Bank of St. Louis (2024)
Keywords: text as data; natural language processing

Utilization and Development of Big Data for Official Statistics,
Jin-Myon Lee and Kayoung Park, from Korea Institute for Industrial Economics and Trade (2018)
Keywords: big data; traditional statistics; big data utilization; official statistics; statistical theory; statistical databases; data policy; Korea

Big Data Is a Big Deal But How Much Data Do We Need?,
Nikos Askitas, from Institute of Labor Economics (IZA) (2016)
Keywords: causality, social science, endogeneity, Big Data, prediction

Credit risk analysis and lending decisions: new Machine Learning techniques,
Cristina Caprara and Daniele Vergari, in BANCARIA (2020)

Econometrics at scale: Spark up big data in economics,
Benjamin Bluhm and Jannic Cutura, from Leibniz Institute for Financial Research SAFE (2020)
Keywords: Econometrics, Distributed Computing, Apache Spark

Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system,
György Inzelt, Gábor Szappanos and Zsolt Armai, in Financial and Economic Review (2016)
Keywords: modelling and analysis based on large databases, forecasting

A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models,
Jingjie Xiang, Kunpeng Li and Guowei Cui, in Economics Letters (2018)
Keywords: Constrained factor models; Least squares estimation; Asymptotic distribution; Bias-corrected estimator;

Determining the number of factors in approximate factor models by twice K-fold cross validation,
Jie Wei and Hui Chen, in Economics Letters (2020)
Keywords: Approximate factor models; K-fold cross validation; Consistency; Finite sample performance;

A time-varying diffusion index forecasting model,
Jie Wei and Yonghui Zhang, in Economics Letters (2020)
Keywords: Diffusion index; Factor model; Local PCA; Time-varying parameter;

On rank estimators in increasing dimensions,
Yanqin Fan, Fang Han, Wei Li and Xiao-Hua Zhou, in Journal of Econometrics (2020)
Keywords: Bahadur-type bounds; Degenerate U-processes; Maximal inequalities; Uniform bounds;

Multivariate spatial autoregressive model for large scale social networks,
Xuening Zhu, Danyang Huang, Rui Pan and Hansheng Wang, in Journal of Econometrics (2020)
Keywords: Least squares estimator; Quasi maximum likelihood estimator; Multivariate responses; Social network; Network autoregression;

Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects,
John Galbraith and Victoria Zinde-Walsh, in Journal of Econometrics (2020)
Keywords: Confounding; High-dimensional data; Principal components; Subspace consistency; Treatment effect; Wide data;

Application of GARCH Models For Volatility Modelling of Stock Market Returns: Evidences From BSE India,
Neeti Mathur and Himanshu Mathur, from International Institute of Social and Economic Sciences (2020)
Keywords: ARCH Model, Custer Analysis Diversification, Expansion, Generalized ARCH Model (GARCH Model), Growth, Return, Risk

Stock index futures price prediction using feature selection and deep learning,
Wan-Lin Yan, in The North American Journal of Economics and Finance (2023)
Keywords: Stock index futures price prediction; Long short-term memory; AdaBoost algorithm; Feature selection; Technical analysis;

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension,
Jushan Bai and Kunpeng Li, in The Review of Economics and Statistics (2016)
Keywords: Factor analysis, Approximate factor models, Maximum likelihood, Principal components, Inferential theory

Two-mode network autoregressive model for large-scale networks,
Danyang Huang, Feifei Wang, Xuening Zhu and Hansheng Wang, in Journal of Econometrics (2020)
Keywords: Two-mode network; Quasi-maximum likelihood estimator; Least squares estimator; Network autoregressive model; Large-scale network;

Paired completion: quantifying issue-framing at scale with LLMs,
Simon D Angus and Lachlan O'Neill, from Monash University, SoDa Laboratories (2024)
Keywords: slant detection, text-as-data, synthetic data, computational linguistics

Dealing with Interpretability Issues in Predicting Firm Growth: Factor Analysis Approach,
Bilandžić Ana, Marina Jeger and Šarlija Nataša, in Business Systems Research (2016)
Keywords: factor analysis, logistic regression, interpretability, growth prediction model

Graphical model inference with external network data,
Jack Jewson, Li Li, Laura Battaglia, Stephen Hansen, David Rossell and Piotr Zwiernik, from C.E.P.R. Discussion Papers (2022)

Lasso inference for high-dimensional time series,
Robert Adamek, Stephan Smeekes and Ines Wilms, in Journal of Econometrics (2023)
Keywords: Honest inference; Lasso; Time series; High-dimensional data;

Analyzing business and financial cycles using multi-level factor models,
Jörg Breitung and Sandra Eickmeier, from Deutsche Bundesbank (2014)
Keywords: factor models, canonical correlations, international business cycles, financial cycles, business cycle asymmetries

First-author gender differentials in business journal publishing: top journals versus the rest,
Steven T. Joanis and Vivek H. Patil, in Scientometrics (2022)
Keywords: Academic publishing, Gender equality, Gender gap, Research productivity, Scholarly performance

Understanding the meanings of citations using sentiment, role, and citation function classifications,
Indra Budi and Yaniasih Yaniasih, in Scientometrics (2023)
Keywords: Citation meaning, Citation sentiment, Citation role, Citation function, Convolutional neural network, Multi-output model

Dynamic factor models: Does the specification matter?,
Karen Miranda, Pilar Poncela and Esther Ruiz, in SERIEs: Journal of the Spanish Economic Association (2022)
Keywords: EM algorithm, Kalman filter, Macroeconomic forecasting, Principal components, State-space model

Big Data Analytics: A New Perspective,
Alexander Chudik, George Kapetanios and Mohammad Pesaran, from CESifo (2016)
Keywords: one covariate at a time, multiple testing, model selection, high dimensionality, penalized regressions, boosting, Monte Carlo experiments

Fixed-effect regressions on network data,
Koen Jochmans and Martin Weidner, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
Keywords: fixed effects, graph, Laplacian, network data, two-way regression model,

Fixed-effect regressions on network data,
Koen Jochmans and Martin Weidner, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: fixed effects, graph, Laplacian, network data, variance bound

Analyzing business and financial cycles using multi-level factor models,
Jörg Breitung and Sandra Eickmeier, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
Keywords: Factor models, canonical correlations, international business cycles, financial cycles, business cycle asymmetries

Nowcasting GDP Using Available Monthly Indicators,
Davor Kunovac and Borna Špalat, from The Croatian National Bank, Croatia (2014)
Keywords: nowcasting GDP, nowcasting, factor models, Kalman filter

Big data analytics: a new perspective,
Alexander Chudik, George Kapetanios and Mohammad Pesaran, from Federal Reserve Bank of Dallas (2016)

A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models,
Alexander Chudik, George Kapetanios and Mohammad Pesaran, from Federal Reserve Bank of Dallas (2016)

A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models,
Alexander Chudik, George Kapetanios and Mohammad Pesaran, from Faculty of Economics, University of Cambridge (2016)
Keywords: One covariate at a time, multiple testing, model selection, high dimensionality, penalised regressions, boosting, Monte Carlo experiments

Big Data Analytics: A New Perspective,
Alexander Chudik, George Kapetanios and Mohammad Pesaran, from Faculty of Economics, University of Cambridge (2016)
Keywords: One covariate at a time, multiple testing, model selection, high dimensionality, penalised regressions, boosting, Monte Carlo experiments

Fixed-Effect Regressions on Network Data,
Koen Jochmans and Martin Weidner, from Faculty of Economics, University of Cambridge (2019)
Keywords: connectivity, fixed effects, graph, Laplacian, limited mobility, teacher value-added, two-way regression model

Latent Position-Based Modeling of Parameter Heterogeneity,
Julius Vainora, from Faculty of Economics, University of Cambridge (2024)
Keywords: Networks, Spectral Embedding, Clustering, Generalized Random Dot Product Graph, Stochastic Block Model

Theory of Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market

What Is a Regular Economy?,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Regular Economies and Genericity,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Formalization of Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

The Number of Equilibria in Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Stability of Equilibria in Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Space of Utility Functions,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Transversality and Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Transversality Theorems and Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

The Number of Extended Equilibria in Regular Economies,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Production Economy with Linear Activities,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Incomplete Markets I,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Incomplete Markets II,
Ryo Nagata, from World Scientific Publishing Co. Pte. Ltd. (2004)
Keywords: General Equilibrium Theory, Regular Economy, Finiteness of Equilibria, Genericity, Transversality, Activity Analysis, Incomplete Market,

Predictive regressions under asymmetric loss: factor augmentation and model selection,
Matei Demetrescu and Sinem Hacioglu Hoke, from Bank of England (2018)
Keywords: Predictive regressions; many predictors; cost-of-error function; latent variables; volatility

Forecasting UK GDP growth with large survey panels,
Nikoleta Anesti, Eleni Kalamara and George Kapetanios, from Bank of England (2021)
Keywords: Forecasting; survey data; text indicators; machine learning

Identification Through Sparsity in Factor Models,
Simon Freyaldenhoven, from Federal Reserve Bank of Philadelphia (2020)
Keywords: identification; factor models; sparsity; local factors

Model reduction in dynamical VAR systems,
Mohammed Alaoui Kbiri and Hassan Belkacem Ghassan, from University Library of Munich, Germany (2020)
Keywords: Complexity; Dynamic system; Dimension reduction; Economic analysis; Reduced VAR; Reduced structural VAR.

Does Governance Facilitate Foreign Direct Investment in Developing Countries?,
Md. Shakib Hossain and Md. Ziaur Rahman, in International Journal of Economics and Financial Issues (2017)
Keywords: Governance, Foreign Direct Investment, Generalized Least Square, Generalized Estimating Equation

Philosophy of the Multilevel Reality. Applications in Economics (II) [Filozofia realitǎţii multinivel. Aplicaţii în economie (II)],
Popovici Alexandru, in Revista OEconomica (2014)
Keywords: enterprise organization, collective decisions, data aggregation, business cycles

Data Management for Photovoltaic Power Plants Operation and Maintenance,
Bâra Adela, Oprea Simona Vasilica and Preoțescu Dan, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: data manament, photovoltaic systems, operation and maintenance

Decision Support System Design for Photovoltaic Systems Operation and Maintenance by using Big Data Technologies,
Oprea Simona Vasilica, Bâra Adela and Elefterescu Luminița, in Ovidius University Annals, Economic Sciences Series (2018)
Keywords: Big Data, decision support systems, photovoltaic systems, operation and maintenance

The potential of tax microdata for tax policy,
Seán Kennedy, from OECD Publishing (2019)
Keywords: big data, economic mobility, income distributions, income inequality, tax administration data, tax policy analysis

Crédits à l’habitat: taux d’intérêt, durée des crédits et profil des emprunteurs,
E. Burdeau and L. Potier, in Bulletin de la Banque de France (2016)
Keywords: crédits nouveaux à l’habitat, taux d’intérêt bancaire, profil des emprunteurs, durée des prêts à l’habitat

Improvement of E-Commerce Recommendation Systems with Deep Hybrid Collaborative Filtering with Content: A Case Study,
Wójcik Filip and Górnik Michał, in Econometrics. Advances in Applied Data Analysis (2020)
Keywords: collaborative filtering, deep learning, content model, product recommendation

A machine learning approach to domain specific dictionary generation. An economic time series framework,
Hanjo Odendaal, from Stellenbosch University, Department of Economics (2021)
Keywords: Sentometrics, Machine learning, Domain-specific dictionaries

Modeling COVID-19 spread in the Russian Federation using global VAR approach,
Andrei Zubarev and Maria Kirillova, in Applied Econometrics (2022)
Keywords: COVID-19; pandemic; global VAR; infection; cross-country spillovers; Google trends; second wave forecast

Tenfold Bootstrap as Resampling Method in Classification Problems,
Borislava Vrigazova, from IRENET - Society for Advancing Innovation and Research in Economy, Zagreb (2020)
Keywords: the bootstrap, cross validation, repeated train/test splitting

The Effects of Temporal Aggregation on Search Engine Data,
Heather L.R. Tierney, Kim, Jiyoon (June) and Zafar Nazarov, from University Library of Munich, Germany (2018)
Keywords: Big Data, Machine Learning, Data Mining, Aggregation, Unit roots, Scaling Effects, Normalization Effects

Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso,
Ning Xu, Jian Hong and Timothy Fisher, from University Library of Munich, Germany (2016)
Keywords: Model selection, VC theory, generalization ability, Lasso, high-dimensional data, structural risk minimization, cross validation.

Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression,
Ning Xu, Jian Hong and Timothy Fisher, from University Library of Munich, Germany (2016)
Keywords: generalization ability, upper bound of generalization error, penalized regression, bias-variance trade-off, lasso, high-dimensional data, cross-validation, $\mathcal{L}_2$ difference between penalized and unpenalized regression

Estimation and inference for high dimensional factor model with regime switching,
Giovanni Urga and Fa Wang, from University Library of Munich, Germany (2022)
Keywords: Factor model, Regime switching, Maximum likelihood, High dimension, EM algorithm, Turning points

Estimation and Inference for High Dimensional Factor Model with Regime Switching,
Giovanni Urga and Fa Wang, from University Library of Munich, Germany (2023)
Keywords: Factor model, Regime switching, Maximum likelihood, High dimension, EM algorithm, Turning points

Quantitative Discourse Analysis at Scale - AI, NLP and the Transformer Revolution,
Lachlan O'Neill, Nandini Anantharama, Wray Buntine and Simon Angus, from Monash University, SoDa Laboratories (2021)
Keywords: text as data, artificial intelligence, machine learning, natural language processing, transformer models

The Effects of Temporal Aggregation on Search Engine Data,
Heather L.R. Tierney, Jiyoon Kim and Zafar Nazarov, in Review of Economics & Finance (2018)
Keywords: Big data; Machine learning; Data mining; Aggregation; Unit roots; Scaling effects; Normalization effects

High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research,
Marco Lippi, Manfred Deistler and Brian Anderson, in Econometrics and Statistics (2023)
Keywords: High-dimensional vector processes; Dynamic factor models; State-space representations; Singular ARMA vector processes;

Double instrumental variable estimation of interaction models with big data,
Patrick Gagliardini and Christian Gourieroux, in Journal of Econometrics (2017)
Keywords: Interaction model; Factor analysis; Big data; Instrumental variable; Recommender system;

Testing for jumps and jump intensity path dependence,
Valentina Corradi, Mervyn J. Silvapulle and Norman Swanson, in Journal of Econometrics (2018)
Keywords: Diffusion model; Jump intensity; Jump size density; Tricity;

Projected estimation for large-dimensional matrix factor models,
Long Yu, Yong He, Xinbing Kong and Xinsheng Zhang, in Journal of Econometrics (2022)
Keywords: Matrix factor model; Vector factor model; Column covariance matrix; Row covariance matrix;

An autocovariance-based learning framework for high-dimensional functional time series,
Jinyuan Chang, Cheng Chen, Xinghao Qiao and Qiwei Yao, in Journal of Econometrics (2024)
Keywords: Block regularized minimum distance estimation; Dimension reduction; Functional time series; High-dimensional data; Non-asymptotics; Sparsity;

Estimation of the Distribution of Remaning Life Time of the People in Turkey,
Mehmet Fedai Kaya, Muslu Kaz?m Körez and Süleyman Dündar, from International Institute of Social and Economic Sciences (2014)
Keywords: Lifetime Distribution, Dagum Distribution, Parameter, Estimation, Average Life

SynthETIC: An individual insurance claim simulator with feature control,
Benjamin Avanzi, Greg Taylor, Melantha Wang and Bernard Wong, in Insurance: Mathematics and Economics (2021)
Keywords: Granular models; Individual claims; Individual claim simulator; Loss reserving; Partial payments; Simulated losses; Superimposed inflation; SynthETIC;

Forecasting oil price volatility using high-frequency data: New evidence,
Wang Chen, Feng Ma, Yu Wei and Jing Liu, in International Review of Economics & Finance (2020)
Keywords: Volatility forecasting; Oil futures price; Volatility of realized volatility; Forecasting evaluation;

Generalized linear models with structured sparsity estimators,
Mehmet Caner, in Journal of Econometrics (2023)
Keywords: Uniformity; Size and power of the test; Restrictions;

High-dimensional linear models with many endogenous variables,
Alexandre Belloni, Christian Hansen and Whitney Newey, in Journal of Econometrics (2022)
Keywords: Honest confidence regions; Instrumental variables; High dimensional models;

Many Average Partial Effects: with an Application to Text Regression,
Harold Chiang, from Job Market Papers (2019)

Estimating Interdependence Across Space, Time and Outcomes in Binary Choice Models Using Pseudo Maximum Likelihood Estimators,
Julian Wucherpfennig, Aya Kachi, Nils-Christian Bormann and Philipp Hunziker, from Faculty of Business and Economics - University of Basel (2018)

Cheater detection in Real Time Bidding system – panel approach,
Michał Bernardelli, in Collegium of Economic Analysis Annals (2015)
Keywords: Real Time Bidding, big data, wykrywanie oszustw, liniowy model prawdopodobieństwa

Econometric modeling of panel data using parallel computing with Apache Spark,
Michał Bernardelli, in Collegium of Economic Analysis Annals (2016)
Keywords: fixed effects estimator, panel data, Apache Spark, Big Data, MapReduce

Anonimowość w Internecie – identyfikacja płci użytkowników na podstawie historii odwiedzanych stron internetowych,
Łukasz Lipiński and Michał Bernardelli, in Collegium of Economic Analysis Annals (2018)
Keywords: Internet, zagadnienie klasyfikacji, preferencje użytkowników, word2vec, Big Data