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Georg Keilbar
Georg Keilbar
Verified email at hu-berlin.de
Title
Cited by
Cited by
Year
Modelling systemic risk using neural network quantile regression
G Keilbar, W Wang
Empirical Economics 62 (1), 93-118, 2022
422022
On cointegration and cryptocurrency dynamics
G Keilbar, Y Zhang
Digital Finance, 1-23, 2021
202021
Recursive Quantile Estimation: Non-Asymptotic Confidence Bounds
L Chen, G Keilbar, WB Wu
Journal of Machine Learning Research 24 (91), 1-25, 2023
22023
Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models
L Chen, G Keilbar, L Su, W Wang
arXiv. org Papers, 2023
2023
Shapley Curves: A Smoothing Perspective
R Miftachov, G Keilbar, WK Härdle
arXiv preprint arXiv:2211.13289, 2022
2022
Essays on Modern Econometrics and Machine Learning
G Keilbar
Humboldt-Universität zu Berlin, 2022
2022
A semiparametric approach for interactive fixed effects panel data models
G Keilbar, JM Rodriguez-Poo, A Soberon, W Wang
arXiv preprint arXiv:2201.11482, 2022
2022
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