Similar Search Results - EconBiz

The predictive accuracy of credit ratings : measurement and statistical inference

Orth, Walter - In: International journal of forecasting 28 (2012) 1, pp. 288-296

Persistent link: https://www.econbiz.de/10009581936

The Predictive Accuracy of Credit Ratings : Measurement and Statistical Inference

Orth, Walter - 2011

Credit ratings are ordinal predictions for the default risk of an obligor. To evaluate the accuracy of such predictions commonly used measures are the Accuracy Ratio or, equivalently, the Area under the ROC curve. The disadvantage of these measures is that they treat default as a binary variable...

Persistent link: https://www.econbiz.de/10013133758

Measuring vulnerability to poverty using long-term panel data

Landau, Katja; Klasen, Stephan; Zucchini, Walter - 2012

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of …

Persistent link: https://www.econbiz.de/10010358150

Measuring vulnerability to poverty using long-term panel data

Landau, Katja; Klasen, Stephan; Zucchini, Walter - 2012

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of …

Persistent link: https://www.econbiz.de/10009615143

Measuring risks for consumers, firms, and investors in the digital economy

Alves Werb, Gabriela - 2020

Persistent link: https://www.econbiz.de/10012618693

In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - 2016

Persistent link: https://www.econbiz.de/10011524318

Differencies transformations and inference in predictive regression models

Camponovo, Lorenzo - In: Econometric theory 31 (2015) 6, pp. 1331-1358

Persistent link: https://www.econbiz.de/10011545547

In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - 2016

Persistent link: https://www.econbiz.de/10011582617

In-sample inference and forecasting in misspecified factor models

Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338

Persistent link: https://www.econbiz.de/10011691438

Essays on the large dimensional approximate dynamic factor model

Schmid, Frank - 2009

Persistent link: https://www.econbiz.de/10013436419

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