| Modelling systemic risk using neural network quantile regression G Keilbar, W Wang Empirical Economics 62 (1), 93-118, 2022 | 75 | 2022 |
| On cointegration and cryptocurrency dynamics G Keilbar, Y Zhang Digital Finance 3, 1-23, 2021 | 32 | 2021 |
| Recursive quantile estimation: Non-asymptotic confidence bounds L Chen, G Keilbar, WB Wu Journal of Machine Learning Research 24 (91), 1-25, 2023 | 9 | 2023 |
| A projection-based approach for interactive fixed effects panel data models G Keilbar, JM Rodriguez-Poo, A Soberón, W Wang Econometric Reviews 45 (1), 93-110, 2026 | 1 | 2026 |
| Shapley curves: A smoothing perspective R Miftachov, G Keilbar, WK Härdle Journal of Business & Economic Statistics 43 (2), 312-323, 2025 | 1 | 2025 |
| Smoothed SGD for quantiles: Bahadur representation and Gaussian approximation L Chen, G Keilbar, WB Wu arXiv preprint arXiv:2505.13299, 2025 | | 2025 |
| hdthreshold: Inference on Many Jumps in Nonparametric Panel Regression Models [Version 1.0.0] G Keilbar, L Chen, L Su, W Wang Comprehensive R Archive Network (CRAN), 2024 | | 2024 |
| Inference on many jumps in nonparametric panel regression models L Chen, G Keilbar, L Su, W Wang arXiv. org Papers, 2023 | | 2023 |
| Essays on Modern Econometrics and Machine Learning G Keilbar Wirtschaftswissenschaftliche Fakultät, 2022 | | 2022 |
Weining WangUniversity of BristolVerified email at bristol.ac.uk
