Showing 1 - 10 of 99,708
applicability of cross validation. On the other hand, it is shown, however, that a well designed experiment might lead to a factor …
Persistent link: https://www.econbiz.de/10010316438
applicability of cross validation. On the other hand, it is shown, however, that a well designed experiment might lead to a factor …
Persistent link: https://www.econbiz.de/10010955421
Persistent link: https://www.econbiz.de/10009708916
Over the last four decades, several methods for selecting the smoothing parameter, generally called the bandwidth, have been introduced in kernel regression. They differ quite a bit, and although there already exist more selection methods than for any other regression smoother we can still see...
Persistent link: https://www.econbiz.de/10010349165
Persistent link: https://www.econbiz.de/10011502510
This paper presents a new hierarchical methodology for estimating multi factor dynamic asset pricing models. The approach is loosely based on the sequential approach of Fama and MacBeth (1973). However, the hierarchical method uses very flexible bandwidth selection methods in kernel weighted...
Persistent link: https://www.econbiz.de/10011960113
Persistent link: https://www.econbiz.de/10014430121
-- Acknowledgments -- References -- On Interpreting the Regression Discontinuity Design as a Local Experiment -- 1. The Continuity …
Persistent link: https://www.econbiz.de/10012684244
On interpreting the regression discontinuity design as a local experiment -- Identification and estimation using a … validity of a geographic quasi-experiment embedded in a cluster-randomized experiment -- The comparative regression … discontinuity (CRD) design: an overview and demonstration of its performance relative to basic RD and the randomized experiment …
Persistent link: https://www.econbiz.de/10011663651
Persistent link: https://www.econbiz.de/10011349044