Related papers: Estimating HANK with Micro Data

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Models implicitly defined through a random simulator of a process have become widely used in scientific and industrial applications in recent years. However, simulation-based inference methods for such implicit models, like approximate…

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Vector autoregressive (VAR) processes are ubiquitously used in economics, finance, and biology. Order selection is an essential step in fitting VAR models. While many order selection methods exist, all come with weaknesses. Order selection…

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Logistic regression is an important statistical tool for assessing the probability of an outcome based upon some predictive variables. Standard methods can only deal with precisely known data, however many datasets have uncertainties which…

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