Search Results - subject:"Model Selection"

Wang, Shanchao; Alston, Julian Mark; Pardey, Philip G. - 2023

Persistent link: https://www.econbiz.de/10014286313

Can a Single Model Account for Both Risky Choices and Inter-Temporal Choices? Testing the Assumptions Underlying Models of Risky-Intertemporal Choice : A Conceptual Replication

Fidanoski, Filip; Dixit, Vinayak; Ortmann, Andreas - 2023

Luckman et al. (2018) experimentally tested the conjecture that a single model of risky intertemporal choice can account for both risky and intertemporal choices, and under the conditions of their experiment, found evidence supporting it. Given the existing literature, that is a remarkable...

Persistent link: https://www.econbiz.de/10014351420

Linking frequentist and Bayesian change-point methods

Ardia, David; Dufays, Arnaud; Ordás Criado, Carlos - 2023

Persistent link: https://www.econbiz.de/10014483203

Model uncertainty and selection of risk models for left-truncated and right-censored loss data

Zhao, Qian; Upretee, Sahadeb; Yu, Daoping - In: Risks : open access journal 11 (2023) 11, pp. 1-17

to validate the models, and their performances on the model selection are evaluated through the probability of each … parent distribution being correctly selected. The effectiveness of each tool on model selection is also illustrated using …

Persistent link: https://www.econbiz.de/10014435618

Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?

Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21

Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models-in terms, that is, of their goodness-of-fit and prediction...

Persistent link: https://www.econbiz.de/10014391729

Optimal out-of-sample forecast evaluation under stationarity

Staněk, Filip - In: Journal of forecasting 42 (2023) 8, pp. 2249-2279

Persistent link: https://www.econbiz.de/10014432888

Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions

Karlsson, Sune; Österholm, Pär - In: The Scandinavian journal of economics 125 (2023) 1, pp. 287-314

Persistent link: https://www.econbiz.de/10014303987

Measuring stability and structural breaks : applications in social sciences

Loginova, Daria; Mann, Stefan - In: Journal of economic surveys 37 (2023) 2, pp. 302-320

Persistent link: https://www.econbiz.de/10014287833

The role of collaborations in successful R&D projects

Altuğ, Sema; Ekici, Oya - In: Istanbul business research 52 (2023) 3, pp. 521-542

R&D and innovation studies often involve complex and highly uncertain tasks, which require experts to work together. This paper aims to investigate how collaboration affects the probability of success for an R&D (Research and Development) project while controlling some other factors or groups....

Persistent link: https://www.econbiz.de/10014518357

A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models

Liao, Zhipeng; Shi, Xiaoxia - In: Quantitative Economics 11 (2020) 3, pp. 983-1017

This paper proposes a new model selection test for the statistical comparison of semi/non-parametric models based on a … provide a framework for conducting uniformly valid post model selection inference for model parameters. The finite sample … performance of the nondegenerate test and that of the post model selection inference procedure are illustrated in a mean …

Persistent link: https://www.econbiz.de/10013189742