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Thrivers and Divers : Using Non-Academic Measures to Predict College Success and Failure

Beattie, Graham - 2016

We collect a comprehensive set of non-academic characteristics for a representative sample of incoming freshman to explore which measures best predict the wide variance in first-year college performance unaccounted for by past grades. We focus our attention on student outliers. Students whose...

Persistent link: https://www.econbiz.de/10012456051

Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives

Corradi, Valentina (contributor); … - 2003 - [Elektronische Ressource], Rev

predictive accuracy tests, namely: the contribution of parameter estimation error, the choice of linear versus nonlinear models …

Persistent link: https://www.econbiz.de/10001848736

The Robustness of Tests for Consumer Choice Inconsistencies

Abaluck, Jason - 2015

We explore the in- and out- of sample robustness of tests for consumer choice inconsistencies based on parameter restrictions in parametric models, with a focus on tests proposed by Ketcham, Kuminoff and Powers (2015). We start by arguing that non-parametric alternatives are inherently...

Persistent link: https://www.econbiz.de/10012457052

Comparing Predictive Accuracy, Twenty Years Later : A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

Diebold, Francis X. - 2012

The Diebold-Mariano (DM) test was intended for comparing forecasts; it has been, and remains, useful in that regard. The DM test was not intended for comparing models. Unfortunately, however, much of the large subsequent literature uses DM-type tests for comparing models, in (pseudo-)...

Persistent link: https://www.econbiz.de/10012460268

What Motivates Effort? Evidence and Expert Forecasts

DellaVigna, Stefano - 2016

How much do different monetary and non-monetary motivators induce costly effort? Does the effectiveness line up with the expectations of researchers? We present the results of a large-scale real-effort experiment with 18 treatment arms. We compare the effect of three motivators: (i) standard...

Persistent link: https://www.econbiz.de/10012456482

Nutzung von Informationsineffizienzen für Zeitreihenprognosen zum Credit-Default-Swap-Markt

Bußmann, Philip - 2016

Persistent link: https://www.econbiz.de/10011454959

Predicting inflation : does the quantity theory help?

Bachmeier, Lance J. (contributor); … - 2003 - [Elektronische Ressource]

are also reported on. The first shows that cointegration vector parameter estimation error is crucial when using VEC … alternative models, due to parameter estimation error, indicating that caution needs to be exercised when interpreting the results …

Persistent link: https://www.econbiz.de/10001848940

Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices

Chen, Joseph - 2000

This paper is an investigation into the determinants of asymmetries in stock returns. We develop a series of cross-sectional regression specifications which attempt to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have...

Persistent link: https://www.econbiz.de/10012471074

Probabilistic Prediction for Binary Treatment Choice : with Focus on Personalized Medicine

Manski, Charles F. - National Bureau of Economic Research - 2021

This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization using estimates of illness probabilities in clinical choice...

Persistent link: https://www.econbiz.de/10012660036

Monetary-Based Asset Pricing : A Mixed-Frequency Structural Approach

Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - National Bureau of Economic Research - 2022

We integrate a high-frequency monetary event study into a mixed-frequency macro-finance model and structural estimation …. The model and estimation allow for jumps at Fed announcements in investor beliefs, providing granular detail on why … financial market risk. However, the structural estimation also finds that much of the causal impact of monetary policy on …

Persistent link: https://www.econbiz.de/10013210100