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We consider structural vector autoregressions that are identified through stochastic volatility under Bayesian estimation. Three contributions emerge from our exercise. First, we show that a non-centred parameterization of stochastic…
This article is an extension of the work of one of us (Coopersmith, 2011) in deriving the relationship between certain interest rates and the inflation rate of a two component economic system. We use the well-known Fisher relation between…
Unobserved confounding is a central barrier to drawing causal inferences from observational data. Several authors have recently proposed that this barrier can be overcome in the case where one attempts to infer the effects of several…
This paper serves as a starting point for machine learning researchers, engineers and students who are interested in but not yet familiar with causal inference. We start by laying out an important set of assumptions that are collectively…
In causal inference, sensitivity models assess how unmeasured confounders could alter causal analyses, but the sensitivity parameter -- which quantifies the degree of unmeasured confounding -- is often difficult to interpret. For this…
The aim of our work is to propose a natural framework to account for all the empirically known properties of the multivariate distribution of stock returns. We define and study a "nested factor model", where the linear factors part is…
We calculate the scalar spectral index $n_s$ and the tensor-to-scalar ratio $r$ in a class of recently proposed two-field no-scale inflationary models in supergravity. We show that, in order to obtain correct predictions, it is crucial to…
This paper proposes a Vector Autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model. First, modeling potential nonlinearities nonparametrically…
We discuss various tests of the factorization hypothesis making use of the close relationship between semi-leptonic and factorized nonleptonic decay amplitudes. It is pointed out that factorization leads to truely model-independent…
We first investigate the attractor solution associated with Assisted Inflation in Heterotic M-Theory to see if it is stable. By perturbing the solutions we find a solitary stable fixed point with the general path through phase space…
Approximating time-varying unobserved heterogeneity by discrete types has become increasingly popular in economics. Yet, provably valid post-clustering inference for target parameters in models that do not impose an exact group structure is…
Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…
In this article, we propose a new nonparametric data analysis tool, which we call nonparametric modal regression, to investigate the relationship among interested variables based on estimating the mode of the conditional density of a…
We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…
A new family of inflationary models is introduced and analysed. The behaviour of the parameters characterising the models suggest preferred values, which generate the most interesting testable predictions. Results are further improved if…
Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…
Split-plot designs find wide applicability in multifactor experiments with randomization restrictions. Practical considerations often warrant the use of unbalanced designs. This paper investigates randomization based causal inference in…
The inflationary mechanism of mode amplification predicts that the state of each mode with a given wave vector is correlated to that of its partner mode with the opposite vector. This implies nonlocal correlations which leave their imprint…
Analytic infinite derivative (AID) non-local quadratic curvature gravity in Weyl basis is known to be ghost free, superrenormalizable or finite and perturbatively Unitary and as such it is Ultra-Violet (UV) complete. Recently $R+R^2$…
Non-adiabatic pressure perturbations naturally occur in models of inflation consisting of more than one scalar field. The amount of non-adiabatic pressure present at the end of inflation can have observational consequences through changes…