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Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Yang, Lixiong - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 533-551
Persistent link: https://www.econbiz.de/10012819480
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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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Nearly unbiased estimation of sample skewness
Li, Yifan - In: Economics letters 192 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
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A practical guide for the computation of domain-level estimates with the Socio-Economic Panel (and other household surveys)
Hainbach, Natascha; Halbmeier, Christoph; Schmid, Timo; … - 2019
There is a huge interest in deriving and comparing socio-economic indicators across societal groups and domains. The indicators are usually derived from population surveys like the German Socio-Economic Panel (SOEP) by direct estimation. Small sample sizes in the domains can limit the precision...
Persistent link: https://www.econbiz.de/10012117652
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Forecasting financial time series using model averaging
Ravazzolo, Francesco - 2007
Persistent link: https://www.econbiz.de/10003580042
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Estimation of linear and non-linear indicators using interval censored income data
Walter, Paul; Groß, Markus; Schmid, Timo; Tzavidis, Nikos - 2017
Among a variety of small area estimation methods, one popular approach for the estimation of linear and non-linear indicators is the empirical best predictor. However, parameter estimation using standard maximum likelihood methods is not possible, when the dependent variable of the underlying...
Persistent link: https://www.econbiz.de/10011703587
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Improving estimates of asset condition using historical data
Brint, A.; Black, M. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 242-251
Persistent link: https://www.econbiz.de/10010239938
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Testing the perturbation sensitivity of abortion-Crime regressions
Brzezinski, Michal; Halber, Maria - In: Contemporary economics 6 (2012) 2, pp. 58-63
The hypothesis that the legalisation of abortion contributed significantly to the reduction of crime in the United … Freakonomics. This paper expands on the existing literature about the computational stability of abortion-crime regressions by … use a new data set on crime correlates for each of the US states, the original model specifica-tion and estimation …
Persistent link: https://www.econbiz.de/10009767615
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Identification of attrition bias using different types of panel refreshments
Chadi, Adrian - 2016
Selective attrition out of longitudinal datasets is a concern for empirical researchers. This paper discusses a simple way to identify both direction and magnitude of potential sample bias in household panels. The idea is to exploit multiple types of simultaneous entries into the panel. The...
Persistent link: https://www.econbiz.de/10011455538
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Using weights to adjust for sample selection when auxiliary information is available
Nevo, Aviv - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10001728816