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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002120362
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Interpreting prediction market prices as probabilities
Wolfers, Justin (contributor); Zitzewitz, Eric (contributor) - 2006
of future events, Manski (2004) has recently argued that there is little existing theory supporting this practice. We …
Persistent link: https://www.econbiz.de/10003310964
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Mobility in an enlarging European Union : projections of potential flows from EU's eastern neighbors and Croatia
Fertig, Michael; Kahanec, Martin - 2013
This study evaluates potential migration flows to the European Union from its eastern neighbors and Croatia. We perform out-of-sample forecasts using an adaption of the model of Hatton (1995) to time series cross-sectional data about post-enlargement migration flows following the EU's 2004...
Persistent link: https://www.econbiz.de/10010194751
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Forecasts : consumption, production, and behavioral responses
Ahmad, Husnain Fateh; Gibson, Matthew; Nadeem, Fatiq; … - 2022
forecast errors; the training effect suggests that modest educational interventions can durably improve forecasting skills …. Forecast receipt increased demand for protective masks and increased the responsiveness of outdoor time to pollution. Forecast …
Persistent link: https://www.econbiz.de/10013472006
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Fatal errors : the mortality value of accurate weather forecasts
Shrader, Jeffrey; Bakkensen, Laura; Lemoine, Derek - 2023
mortality if and only if mortality risk is convex in forecast errors. We test for such convexity using data on the universe of …
Persistent link: https://www.econbiz.de/10014309747
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Google econometrics and unemployment forecasting
Askitas, Nikolaos; Zimmermann, Klaus F. - 2009
The current economic crisis requires fast information to predict economic behavior early, which is difficult at times of structural changes. This paper suggests an innovative new method of using data on internet activity for that purpose. It demonstrates strong correlations between keyword...
Persistent link: https://www.econbiz.de/10003859346
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Assessing forecast uncertainties in a VECX model for Switzerland : an exercise in forecast combination across models and observation windows
Assenmacher-Wesche, Katrin (contributor);  … - 2007
We investigate the effect of forecast uncertainty in a cointegrating vector error correction model for Switzerland …. Forecast uncertainty is evaluated in three different dimensions. First, we investigate the effect on forecasting performance of … whether using weighting schemes from the machine learning literature improves the average forecast. Compared to equal weights …
Persistent link: https://www.econbiz.de/10003561644
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Forecasting errors : yet more problems for identification?
Contini, Bruno - 2009
Forecasting errors pose a serious problem of identification, often neglected in empirical applications. Any attempt of estimating choice models under uncertainty may lead to severely biased results in the presence of forecasting errors even when individual expectations on future events are...
Persistent link: https://www.econbiz.de/10003816521
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
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Time aggregation and state dependence in welfare receipt
Bhuller, Manudeep; Brinch, Christian; Königs, Sebastian - 2016
Dynamic discrete-choice models are an important tool in studies of state dependence in benefit receipt. A common assumption of such models is that benefit receipt sequences follow a conditional Markov process. This property has implications for how estimated period-to-period benefit transition...
Persistent link: https://www.econbiz.de/10011453987