Econometric models of strategic interactions among people or firms have received a great deal of attention in the literature. Less attention has been paid to the role of the underlying …
H Ma, L Feng, Z Wang, J Bao - 2024 - tandf.figshare.com
Here we also propose the simulation results of different sparsity levels with (N, T)=(200,100) in Figure 1 and 2. Here the signal strength are c= 15 for Example 1 and c= 20 for Example 2 …
n-rate finite sample Berry–Esseen bound for m-dependent high-dimensional random vectors over the class of hyperrectangles. This bound imposes minimal assumptions on the random …
Econometric models of strategic interactions among people or firms have received a great deal of attention in the literature. Less attention has been paid to the role of the underlying …