Estimating high-dimensional Markov-switching VARs

Autor: Maung, Kenwin

Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or exceeds the samp

Externí odkaz: http://arxiv.org/abs/2107.12552

Time-varying forecast combination for high-dimensional data

Autor: Chen, Bin, Maung, Kenwin

Publikováno v: In Journal of Econometrics December 2023 237(2) Part C

Estimating direct and spill-over impacts of political elections on COVID-19 transmission using synthetic control methods.

Autor: Lim, Jue Tao¹ (AUTHOR), Maung, Kenwin² (AUTHOR), Tan, Sok Teng¹ (AUTHOR), Ong, Suan Ee^1,3,4 (AUTHOR), Lim, Jane Mingjie¹ (AUTHOR), Koo, Joel Ruihan¹ (AUTHOR), Sun, Haoyang¹ (AUTHOR), Park, Minah¹ (AUTHOR), Tan, Ken Wei¹ (AUTHOR), Yoong, Joanne^3,5 (AUTHOR), Cook, Alex R.¹ (AUTHOR) ephcar@nus.edu.sg, Dickens, Borame Sue Lee¹ (AUTHOR)

Publikováno v: PLoS Computational Biology. 5/27/2021, Vol. 17 Issue 5, p1-15. 15p. 1 Graph, 2 Maps.

Gender differences in countries' adaptation to societal ageing: an international cross-sectional comparison.

Autor: Chen C; Saw Swee Hock School of Public Health, National University of Singapore and National University Health System, Singapore; Schaeffer Center, University of Southern California, Los Angeles, CA, USA. Electronic address: ephchc@nus.edu.sg., Maung K; Department of Economics, University of Rochester, Rochester, NY, USA., Rowe JW; Mailman School of Public Health, Columbia University, New York, NY, USA.

Publikováno v: The lancet. Healthy longevity [Lancet Healthy Longev] 2021 Aug; Vol. 2 (8), pp. e460-e469.