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Impact of the SO threshold on the statistics of economic variables for the Swiss agricultural sector
Roesch, Andreas - In: German journal of agricultural economics : GJAE 64 (2015) 1, pp. 33-41
Persistent link: https://www.econbiz.de/10010490172
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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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Least square linear prediction with two-sample data
Pacini, David H. - 2012
Persistent link: https://www.econbiz.de/10010219861
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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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Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin; Hong, Don; Wu, Qiang - In: Computational economics 61 (2023) 3, pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
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Biases in long-horizon predictive regressions
Boudoukh, Jacob; Israel, Ronen; Richardson, Matthew - In: Journal of financial economics 145 (2022) 3, pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
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Unexpected opportunities in misspecified predictive regressions
Coqueret, Guillaume; Deguest, Romain - In: European journal of operational research : EJOR 318 (2024) 2, pp. 686-700
Persistent link: https://www.econbiz.de/10015048042
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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