| Modelling systemic risk using neural network quantile regression G Keilbar, W Wang Empirical Economics 62 (1), 93-118, 2022 | 50 | 2022 |
| On cointegration and cryptocurrency dynamics G Keilbar, Y Zhang Digital Finance, 1-23, 2021 | 20 | 2021 |
| Recursive quantile estimation: Non-asymptotic confidence bounds L Chen, G Keilbar, WB Wu Journal of Machine Learning Research 24 (91), 1-25, 2023 | 2 | 2023 |
| Shapley Curves: A Smoothing Perspective R Miftachov, G Keilbar, WK Härdle Journal of Business & Economic Statistics, 1-12, 2024 | | 2024 |
| Inference on Many Jumps in Nonparametric Panel Regression Models L Chen, G Keilbar, L Su, W Wang Available at SSRN 4934508, 2024 | | 2024 |
| Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models L Chen, G Keilbar, L Su, W Wang arXiv. org Papers, 2023 | | 2023 |
| 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 |
Weining WangUniversity of GroningenVerified email at rug.nl
