This study introduces a multivariate extension to the class of stochastic volatility models, employing integrated … a multifactor formulation estimated using the INLA methodology, enabling an approach that leverages sparse linear …

This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent … parameters. These moments, when recentered, form the basis for model estimation. The resulting estimator's asymptotic properties …

For a panel data linear regression model with both individual and time effects, empirical studies select the two …-way random-effects (TWRE) estimator if the Hausman test based on the contrast between the two-way fixed-effects (TWFE) estimator … and the TWRE estimator is not rejected. Alternatively, they select the TWFE estimator in cases where this Hausman test …

Linear Model (GLM), Gradient Boosting Machine (GBM), Artificial Neural Networks (ANN), and a unique hybrid model that …