Time Series Approach to the Evolution of Networks: Prediction and Estimation
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Cites work
- A bayesian approach to dynamic tobit models
- An econometric model of network formation with degree heterogeneity
- Asymptotic efficiency in semi-parametric models with censoring
- Central Limit Theorems for dependent variables. I
- Dynamic Censored Regression and the Open Market Desk Reaction Function
- Estimating Trade Flows: Trading Partners and Trading Volumes*
- Financial and macroeconomic connectedness. A network approach to measurement and monitoring
- Iterations of dependent random maps and exogeneity in nonlinear dynamics
- Least absolute deviations estimation for the censored regression model
- Limit theory for an explosive autoregressive process
- Mixing properties of the dynamic Tobit model with mixing errors
- Non-strong mixing autoregressive processes
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- On the network topology of variance decompositions: measuring the connectedness of financial firms
- Stationarity and mixing properties of the dynamic Tobit model
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
- Tobit models: A survey
- Towards a unified asymptotic theory for autoregression
- Two-step estimation of semiparametric censored regression models
Cited in
(5)- Optimal adaptive identification under saturated output observations and non-i.i.d data
- Cointegration with occasionally binding constraints
- Asymptotically efficient adaptive identification under saturated output observations
- Tobit models for count time series
- Random interval distillation for detection of change-points in Markov chain Bernoulli networks
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