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Significance testing : we can do better

Dyckman, Thomas R. - In: Abacus : a journal of accounting, finance and business … 52 (2016) 2, pp. 319-342

Persistent link: https://www.econbiz.de/10011593249

Bayesian logistic regression approaches to predict incorrect DRG assignment

Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, … - In: Health care management science 22 (2019) 2, pp. 364-375

Persistent link: https://www.econbiz.de/10012098278

Significance testing in accounting research : a critical evaluation based on evidence

Kim, Jae H.; Ahmed, Kamran; Ji, Philip Inyeob - In: Abacus : a journal of accounting, finance and business … 54 (2018) 4, pp. 524-546

Persistent link: https://www.econbiz.de/10011965506

Bayesian credibility for GLMs

Xacur, Oscar Alberto Quijano; Garrido, José - In: Insurance / Mathematics & economics 83 (2018), pp. 180-189

Persistent link: https://www.econbiz.de/10011944127

Stochastic tail index model for high frequency financial data with Bayesian analysis

Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487

Persistent link: https://www.econbiz.de/10012110325

State correlation and forecasting : a Bayesian approach using unobserved components models

Uzeda, Luis - 2018

Implications for signal extraction from specifying unobserved components (UC) models with correlated or orthogonal innovations have been well investigated. In contrast, the forecasting implications of specifying UC models with different state correlation structures are less well understood. This...

Persistent link: https://www.econbiz.de/10011809478