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Data vs. methods : quasi-experimental evaluation of alternative sample selection corrections for missing college entrance exam score data
Garlick, Robert; Hyman, Joshua - 2016
In 2007, Michigan began requiring all high school students to take the ACT college entrance exam. This natural experiment allows us to evaluate the performance of several parametric and semiparametric sample selection correction models. We apply each model to the censored, prepolicy test score...
Persistent link: https://www.econbiz.de/10011524271
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Multidimensional polarization for ordinal data
Kobus, Martyna; Kurek, Radosław - In: Journal of economic inequality 17 (2019) 3, pp. 301-317
Persistent link: https://www.econbiz.de/10012224970
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Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98
Persistent link: https://www.econbiz.de/10012486044
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Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation
Xia, Steve Q.; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 135-144
Persistent link: https://www.econbiz.de/10012486055
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The Gerber statistic : a robust co-movement measure for portfolio optimization
Gerber, Sander; Markowitz, Harry; Ernst, Philip A.; … - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 87-102
Persistent link: https://www.econbiz.de/10013175439
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Big data for twenty-first-century economic statistics
Abraham, Katharine G. (ed.); Jarmin, Ronald S. (ed.);  … - Conference on Research in Income and Wealth <2019, … - 2022
"The measurement infrastructure for the production of economic statistics in the United States largely was established … interest in alternative sources of data that might allow the economic statistics agencies to better address users' demands for … statistics. These include item-level transactional data on price and quantity from retail scanners or companies' internal systems …
Persistent link: https://www.econbiz.de/10012590132