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Weighted-average least squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021
LASSO). We discuss confidence intervals for the focus parameter and prediction intervals for the outcome of interest, and … conclude that the WALS approach leads to superior confidence and prediction intervals, but only if we apply a bias correction. …
Persistent link: https://www.econbiz.de/10012510747
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The informational affective tie mechanism : on the role of uncertainty, context, and attention in caring
Winden, Frans A. A. M. van - 2021
results, model-based brain scanning (fMRI) findings, additional neurobiological evidence, and translational and evolutionary … evidence. Applications address: the impact of time pressure and cognitive load; the endogeneity of different behavioral …
Persistent link: https://www.econbiz.de/10012424657
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The construction and interpretation of combined cross-section and time-series inequality datasets
Francois, Joseph F.; Rojas-Romagosa, Hugo - 2005
The inequality dataset compiled in the 1990s by the World Bank and extendedby the UN has been both widely used and strongly criticized. The criticisms raisequestions about conclusions drawn from secondary inequality datasets in general. Wedevelop techniques to deal with national and...
Persistent link: https://www.econbiz.de/10011346482
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Meta-analysis : a tool for upgrading inputs of macroeconomic policy models
Florax, Raymond J. G. M.; Groot, Henri L. F. de; Mooij, … - 2002
Meta-analysis is a research method to synthesise previously obtained researchresults. It is best seen as a statistical approach towards reviewing and summarising theliterature. This paper aims to introduce and critically review the research method ofmeta-analysis and to illustrate its potential...
Persistent link: https://www.econbiz.de/10011326969
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The methodology of modern macroeconomics and the descriptive approach to discounting
Vermeylen, Koen - 2013
then use the insights from this thought experiment to point out some pitfalls of the modern macroeconomic methodology. …
Persistent link: https://www.econbiz.de/10010226540
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Quality weighted citations versus total citations in the sciences and social sciences
Chang, Chia-Lin; McAleer, Michael - 2014
The paper analyses academic journal quality and research impact using quality weighted citations versus total citations, based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A new Index of Citations Quality (ICQ) is presented, based on quality weighted citations....
Persistent link: https://www.econbiz.de/10010246747
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Ranking economics and econometrics ISI journals by quality weighted citations
Chang, Chia-Lin; McAleer, Michael - 2014
The paper analyses academic journal quality and impact using quality weighted citations that are based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A recently developed Index of Citations Quality (ICQ), based on quality weighted citations, is used to analyse...
Persistent link: https://www.econbiz.de/10010250533
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Bibliometric rankings of journals based on the Thomson Reuters citations database
Chang, Chia-Lin; McAleer, Michael - 2015
Virtually all rankings of journals are based on citations, including self citations by journals and individual academics. The gold standard for bibliometric rankings based on citations data is the widely-used Thomson Reuters Web of Science (2014) citations database, which publishes, among...
Persistent link: https://www.econbiz.de/10010504012
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A Bayesian analysis of unobserved component models using Ox
Bos, Charles S. - 2011
Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility models. While variants of the GARCH model are applied in scores of articles, use of the stochastic volatility model is less widespread. In this articleit is argued that one...
Persistent link: https://www.econbiz.de/10011386121
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Relating stochastic volatility estimation methods
Bos, Charles S. - 2011
Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility models. While variants of the GARCH model are applied in scores of articles, use of the stochastic volatility model is less widespread. In this article it is argued that one...
Persistent link: https://www.econbiz.de/10011386124