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The devil is in the tails : regression discontinuity design with measurement error in the assignment variable
Pei, Zhuan; Shen, Yi - 2016
Persistent link: https://www.econbiz.de/10011546555
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Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da; Gonzalo, Jesús; … - 2020
Persistent link: https://www.econbiz.de/10012501495
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Regression with an imputed dependent variable
Crossley, Thomas F.; Levell, Peter; Poupakis, Stavros - 2020
Researchers are often interested in the relationship between two variables, with no single data set containing both. A common strategy is to use proxies for the dependent variable that are common to two surveys to impute the dependent variable into the data set containing the independent...
Persistent link: https://www.econbiz.de/10012253297
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Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George (contributor); Yates, Anthony (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403100
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
Persistent link: https://www.econbiz.de/10008668600
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Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671730
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Measuring conditional persistence in time series
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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Evaluating travel behavior resilience across urban and rural areas during the COVID-19 pandemic : contributions of vaccination and epidemiological indicators
Xi, Haoning; Nelson, John D.; Hensher, David A.; Hu, Songhua - 2023
Persistent link: https://www.econbiz.de/10014371960
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Why did we fail to predict GDP during the last cycle? : a breakdown of forecast errors for Austria
Schneider, Martin; Ragacs, Christian - 2009
Persistent link: https://www.econbiz.de/10003810903