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INTEREST CATEGORY: MARKETING RESEARCH
POSTING TYPE: TOCs

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Multilevel matrix factor model
—Yuteng Zhang, Yongchang Hui, Junrong Song, Shurong Zheng []

Distribution regression with censored selection
—Songnian Chen, Nianqing Liu, Hanghui Zhang []

ime-varying vector error-correction models: Estimation and inference
—Jiti Gao, Bin Peng, Yayi Yan []

Multivariate stochastic volatility models based on generalized Fisher transformation
—Han Chen, Yijie Fei, Jun Yu []

A robust residual-based test for structural changes in factor models
—Bin Peng, Liangjun Su, Yayi Yan []

Asymptotic theory of the best-choice rerandomization using the Mahalanobis distance
—Yuhao Wang, Xinran Li []

Bias correction for quantile regression estimators
—Grigory Franguridi, Bulat Gafarov, Kaspar Wüthrich []

High frequency factor analysis with partially observable factors
—Dachuan Chen, Wenqi Lu, Siyu Xie []

Fast computation of exact confidence intervals for randomized experiments with binary outcomes
—P.M. Aronow, Haoge Chang, Patrick Lopatto []

Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
—Zihao Yuan, Martin Spindler []

Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework
—Xu Han []

Layered policy analysis in program evaluation using the marginal treatment effect
—Ismael Mourifié, Yuanyuan Wan []

A general test for functional inequalities
—Jia Li, Zhipeng Liao, Wenyu Zhou []

Sieve estimation of state-varying factor models
—Liangjun Su, Sainan Jin, Xia Wang []

Robust estimation for dynamic spatial autoregression models with nearly optimal rates
—Yin Lu, Chunbai Tao, Di Wang, Gazi Salah Uddin, Libo Wu, Xuening Zhu []

A comparative analysis of two-way fixed effects estimators in staggered treatment designs
—Jhordano Aguilar-Loyo []

Generalized Lee bounds
—Vira Semenova []

Neural Conformal Inference for jump diffusion processes
—Hyeong Jin Hyun, Xiao Wang []

High dimensional binary choice model with unknown heteroskedasticity or instrumental variables
—Fu Ouyang, Thomas T. Yang []

Taking advantage of biased proxies for forecast evaluation
—Giuseppe Buccheri, Roberto Renò, Giorgio Vocalelli []

A unified test for regression discontinuity designs
—Koki Fusejima, Takuya Ishihara, Masayuki Sawada []

Spatial panel data models with structural change
—Luya Wang, Kunpeng Li []

Fast on-line changepoint detection using heavily-weighted CUSUM and veto-based decision rules
—Fabrizio Ghezzi, Eduardo Rossi, Lorenzo Trapani []

Quantile regression with group-level treatments
—Songnian Chen []

Factor-guided estimation of large covariance matrix function with conditional functional sparsity
—Dong Li, Xinghao Qiao, Zihan Wang []

Bregman model averaging for forecast combination
—Yi-Ting Chen, Chu-An Liu, Jiun-Hua Su []

An order-invariant score-driven dynamic factor model
—Mariia Artemova []

Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio
—Mehmet Caner, Maurizio Daniele []

Hedonic prices and quality adjusted price indices powered by AI
—P. Bajari, Z. Cen, V. Chernozhukov, M. Manukonda, S. Vijaykumar, J. Wang, R. Huerta, J. Li, L. Leng, G. Monokroussos, S. Wang []

Identification and inference for semiparametric single index transformation models
—Yingqian Lin, Yundong Tu []

Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure
—Siqi Dai, Yongmiao Hong, Haiqi Li, Chaowen Zheng []

On regression-adjusted imputation estimators of average treatment effects
—Zhexiao Lin, Fang Han []

Support vector decision making
—Yixiao Sun []