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Kejin Wu

University of California San Diego (from arXiv:2308.13346, 2023) · ORCID · OpenAlex

10 papers in scope · 9 published · 1 on the econ.EM arXiv · 44 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Sayar Karmakar
  2. Marek Chudý
  3. Wei Biao Wu
  4. Stefan Richter
  5. Niklas Ahlgren
  6. Timo Teräsvirta
  7. Alexander Back
  8. Donald W. K. Andrews
  9. George Kapetanios
  10. Likai Chen
  11. Georg Keilbar
  12. George Michailidis
  13. Jiahe Lin
  14. Ming Li
  15. Christis Katsouris
  16. Liangjun Su
  17. Otilia Boldea
  18. Jia Chen
  19. Chen Jia
  20. Degui Li

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 10)

A mixture distribution for modelling bivariate ordinal data
published2024 · Statistical Papers · 3 citations
with Ryan H. L. Ip
Statistical Papers
Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa
published2024 · Climate · 11 citations
with Sayar Karmakar, Rangan Gupta, Christian Pierdzioch
Climate
GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables
working paper2023 · arXiv
with Sayar Karmakar, Rangan Gupta
Paper profile arXiv arXiv:2308.13346
Multi-Step-Ahead Prediction Intervals for Nonparametric Autoregressions via Bootstrap: Consistency, Debiasing, and Pertinence
published2023 · Stats · 2 citations
with Dimitris N. Politis
Stats
A model-free approach to do long-term volatility forecasting and its variants
published2023 · Financial Innovation · 11 citations
with Sayar Karmakar
Financial Innovation
A Markov random field model with cumulative logistic functions for spatially dependent ordinal data
published2022 · Journal of Applied Statistics · 2 citations
with Ryan H. L. Ip
Journal of Applied Statistics
Model-Free Time-Aggregated Predictions for Econometric Datasets
published2021 · Forecasting · 6 citations
with Sayar Karmakar
Forecasting
A note on discrete multivariate Markov random field models
published2019 · Statistics & Probability Letters · 4 citations
with Ryan H. L. Ip
Statistics & Probability Letters
On a dispersion model with Pearson residual responses
published2016 · Computational Statistics & Data Analysis · 4 citations
with W.K. Li
Computational Statistics & Data Analysis
Double Generalized Threshold Models with constraint on the dispersion by the mean
published2014 · Computational Statistics & Data Analysis · 1 citations
with W.K. Li
Computational Statistics & Data Analysis

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.