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Identifying regression parameters when variables are measured with error
Rambaldi, Alicia N.; Tran, T. H. Y.; Peyrache, Antonio - 2015
Persistent link: https://www.econbiz.de/10011482218
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Minimizing bias in selection on observables estimators when unconfoundness fails
Millimet, Daniel L. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003738412
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The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality
Bailey, David H.; López de Prado, Marcos M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 94-107
Persistent link: https://www.econbiz.de/10011433463
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Minimizing bias in selection on observables estimators when unconfoundness fails
Millimet, Daniel L. (contributor);  … - 2008
We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case … situations, even when selection is only on observables. -- Treatment effects ; propensity score ; bias ; unconfoundedness …
Persistent link: https://www.econbiz.de/10003747651
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Behaviour of skewness, kurtosis and normality tests in long memory data
Boutahar, Mohamed - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10003983085
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Impulse responses of antipersistent processes
Hassler, Uwe - In: Economics letters 116 (2012) 3, pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
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A new bispectral test for nonlinear serial dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - In: Econometric reviews 28 (2009) 1/3, pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
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Interpreting estimates of forecast bias
Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
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Heterogeneity and test of risk sharing
Schulhofer-Wohl, Sam - In: Journal of political economy 119 (2011) 5, pp. 925-958
Persistent link: https://www.econbiz.de/10009486230
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Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong; Hui, Yongchang; Wong, Wing Keung; … - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 703-732
Persistent link: https://www.econbiz.de/10009671870