Topic modeling methods such as Latent Dirichlet Allocation (LDA) are powerful tools for analyzing massive amounts of textual data. They have been extensively used in information systems and management research to identify latent topics for data exploration and as a feature-engineering mechanism...

We use dynamic panel data models to generate density forecasts for daily Covid-19 infections for a panel of countries/regions. At the core of our model is a specification that assumes that the growth rate of active infections can be represented by autoregressive fluctuations around a downward...

Structural breaks are pervasive among macroeconomic and financial time series; consequently, forecasts may lose accuracy out of sample, which renders monitoring structural breaks a critical practice. We develop a structural break monitoring scheme, Bayesian Sequential Probability Test (BSPT),...

In~[1], authors consider a general model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all players. The authors present a sequential decomposition algorithm to find...

The main idea of this work is to rebuilding the intellectual assets portfolio model taking into account strong heterogeneity of its structural components. Our research shows that more than 40% of assets may be not saleable at all and thus not influence to overall earnings and portfolio risk...

Introduction: Coronavirus disease 2019 (COVID-19) is an emerging infectious disease that was first reported in Wuhan, China, and has subsequently spread worldwide. Knowledge of coronavirus-related risk factors can help countries build more systematic and successful responses to COVID-19 disease...

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This Chapter provides a review of popular estimation...

We study a multi-player model of sequential communication. A receiver obtains information from two sources. The first is cheap talk with a sender, who acquires the information, while the second is Bayesian persuasion with a mediator, who modifies the initial information. We prove that Bayesian...

This paper considers the problem of model averaging for regression models that can be nonlinear in their parameters and variables. We consider a nonlinear model averaging (NMA) framework and propose a weight-choosing criterion, the nonlinear information criterion (NIC). We show that up to a...