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Mind the gap : accounting for measurement error and misclassification in variables generated via data mining
Yang, Mochen; Adomavicius, Gediminas; Burtch, Gordon; … - In: Information systems research : ISR 29 (2018) 1, pp. 4-24
Persistent link: https://www.econbiz.de/10011866140
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Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
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The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence
Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17
Persistent link: https://www.econbiz.de/10012139945
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Estimation of parameters in the presence of model misspecification and measurement error
Swamy, Paravastu A. V. B.; Tavlas, George S.; Hall, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10009515147
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A framework for eliciting, incorporating, and disciplining identification beliefs in linear models
DiTraglia, Francis J.; García Jimeno, Camilo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1038-1053
Persistent link: https://www.econbiz.de/10012653223
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Correcting misclassification bias in regression models with variables generated via data mining
Qiao, Mengke; Huang, Ke-Wei - In: Information systems research : ISR 32 (2021) 2, pp. 462-480
Persistent link: https://www.econbiz.de/10012599859
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Estimating production functions with robustness against errors in the proxy variables
Hu, Yingyao; Huang, Guofang; Sasaki, Yuya - In: Journal of econometrics 215 (2020) 2, pp. 375-398
Persistent link: https://www.econbiz.de/10012439471
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Econometrics illustrated, with applications from insurance-research awards
Butler, Richard - In: Asia-Pacific journal of risk and insurance : APJRI 11 (2017) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011671234
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Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj; Komunjer, Ivana; Ng, Serena - In: Journal of econometrics 200 (2017) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10011917176
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Chapter 9. Analysis of Numerical Errors
Peralta-Alva, Adrian; Santos, Manuel S. - In: Handbook of computational economics : volume 3, (pp. 517-556). 2014
This paper provides a general framework for the quantitative analysis of stochastic dynamic models. We review the convergence properties of some numerical algorithms and available methods to bound approximation errors. We then address the convergence and accuracy properties of the simulated...
Persistent link: https://www.econbiz.de/10014025713