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The application of classical and neural regression models for the valuation of residential real estate
Mach, Łukasz - In: Folia oeconomica Stetinensia : FOS 17 (2017) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10011780341
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A new approach to estimating earnings forecasting models : robust regression MM-estimation
Li, Quan - In: International journal of forecasting 37 (2021) 2, pp. 1011-1030
Persistent link: https://www.econbiz.de/10012794782
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On estimation of number of species and biodiversity
Biswas, Atanu; Guha, Apratim - 2013
Persistent link: https://www.econbiz.de/10009752745
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Assessing consumer demand with noisy neural measurements
Webb, Ryan; Mehta, Nitin; Levy, Ifat - In: Journal of econometrics 222 (2021) 1,1, pp. 89-106
Persistent link: https://www.econbiz.de/10012619344
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Aggregate data yield biased estimates of voter preferences
Lang, Corey; Pearson-Merkowitz, Shanna - In: Journal of environmental economics and management : … 111 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013260201
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Matching as a regression estimator : matching avoids making assumptions about the functional form of the regression equation, making analysis more reliable
Black, Dan A. - 2015
"Matching" is a statistical technique used to evaluate the effect of a treatment by comparing the treated and non-treated units in an observational study. Matching provides an alternative to older estimation methods, such as ordinary least squares (OLS), which involves strong assumptions that...
Persistent link: https://www.econbiz.de/10011433502
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A better measure of relative prediction accuracy for model selection and model estimation
Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362
Persistent link: https://www.econbiz.de/10011417204
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Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C. - 2015
Persistent link: https://www.econbiz.de/10011349935
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CVaR regression based on the relation between CVaR and mixed-quantile quadrangles
Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22
. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a … function of some factors. Such regression is called CVaR (superquantile) regression. The main statement of this paper is: CVaR … linear regression can be reduced to minimizing the Rockafellar error function with linear programming. The theoretical basis …
Persistent link: https://www.econbiz.de/10012025262
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Time series forecasting using a moving average model for extrapolation of number of tourist
Ivanovski, Zoran; Milenkovski, Ace; Narasanov, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 2, pp. 121-132
Time series is a collection of observations made at regular time intervals and its analysis refers to problems in correlations among successive observations. Time series analysis is applied in all areas of statistics but some of the most important include macroeconomic and financial time series....
Persistent link: https://www.econbiz.de/10012178433