Search Results - subject:"Regression"

Entry regulations with implementation lag : evidence from convenience store markets in Korea

Seo, Seongmin; Park, Sang Soo - In: International journal of industrial organization 93 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014549742

Regression discontinuity design with principal stratification in the mixed proportional hazard model : an application to the long-run impact of education on longevity

Bijwaard, Govert; Jones, Andrew M. - In: Empirical economics : a quarterly journal of the … 67 (2024) 1, pp. 197-223

Persistent link: https://www.econbiz.de/10015048387

Nowcasting quarterly GDP growth during the COVID-19 crisis using a monthly activity indicator

Hartigan, Luke; Rosewall, Tom - 2024

Persistent link: https://www.econbiz.de/10015066318

Recession fears and stock markets : an application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index

Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia; … - In: Research in international business and finance 72 (2024) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10015064175

Conditional nonparametric variable screening by neural factor regression

Fan, Jianqing; Wang, Weining; Zhao, Yue - 2024

-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to their … more generally a set of variables. Our test statistics are based on the estimated partial derivative of the regression … much predictors contribute additionally to the non-parametric regression after accounting for the latent factors. Our …

Persistent link: https://www.econbiz.de/10015053806

Identification of ex ante returns using elicited choice probabilities : an application to preferences for public-sector jobs

Méango, Romuald; Girsberger, Esther Mirjam - 2024

Ex ante returns, the net value that agents perceive before they take an investment decision, are understood as the main drivers of individual decisions. Hence, their distribution in a population is an important tool for counterfactual analysis and policy evaluation. This paper studies the...

Persistent link: https://www.econbiz.de/10014637254

On the different impact of local and national sources of policy uncertainty on sectoral stock volatility

Sabani, Nazmie; Bales, Stephan; Burghof, Hans-Peter - In: Research in international business and finance 72 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015065744

Claim prediction and premium pricing for telematics auto insurance data using poisson regression with lasso regularisation

Usman, Farha; Chan, Jennifer S. K.; Makov, Udi E.; … - In: Risks : open access journal 12 (2024) 9, pp. 1-33

We leverage telematics data on driving behavior variables to assess driver risk and predict future insurance claims in a case study utilising a representative telematics sample. In the study, we aim to categorise drivers according to their driving habits and establish premiums that accurately...

Persistent link: https://www.econbiz.de/10015065977

Effective experience rating for large insurance portfolios via surrogate modeling

Calcetero Vanegas, Sebastián; Badescu, Andrei L.; Lin, … - In: Insurance : mathematics and economics 118 (2024), pp. 25-43

Persistent link: https://www.econbiz.de/10015066994

Factors influencing wine ratings in an online wine community : the case of Trentino-Alto Adige

Gastaldello, Giulia; Schäufele-Elbers, Isabel; … - In: Journal of wine economics 19 (2024) 1, pp. 19-40

Consumers often struggle to make their choice in the highly diversified wine market. With wine being an experience good, consumers must rely on extrinsic characteristics, e.g., information on the label. Thus, easily available quality signals like consumer ratings have become an increasingly...

Persistent link: https://www.econbiz.de/10014636854