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In evaluating prediction models, many researchers flank comparative ex-ante prediction experiments by significance tests on accuracy improvement, such as the Diebold-Mariano test. We argue that basing the choice of prediction models on such significance tests is problematic, as this practice may...
Persistent link: https://www.econbiz.de/10009685472
economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting. An …
Persistent link: https://www.econbiz.de/10014021057
In evaluating prediction models, many researchers flank comparative ex-ante prediction experiments by significance tests on accuracy improvement, such as the Diebold-Mariano test. We argue that basing the choice of prediction models on such significance tests is problematic, as this practice may...
Persistent link: https://www.econbiz.de/10009388627
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application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of … the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best …
Persistent link: https://www.econbiz.de/10012397877
learning can enhance and expand the econometrics toolbox in theory and in practice. Throughout the volume, the authors raise …, students, policy-makers, and practitioners, who are using econometrics in theory or in practice. . … Effects From Observational Health Care Data Using Machine Learning Methods -- Econometrics of Networks with Machine Learning …
Persistent link: https://www.econbiz.de/10013365082