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structural-econometrics

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End-to-End PyTorch implementation of Chang & Kim's (2026) iVDFM pipeline, Includes: amortized encoder, RegimeNet simplex embeddings, Laplace PriorNet, diagonal AR(p) companion-form dynamics, and injective MLP decoder. Trained via ELBO with reparameterized Laplace innovations. Benchmarked against iTransformer and TimeMixer baselines.

  • Updated Apr 25, 2026
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