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Asset Pricing Models with Conditional Betas and Alphas : The Effects of Data Snooping and Spurious Regression
Ferson, Wayne E. - 2006
joint effects of data snooping and spurious regression. We find that the regressions are reasonably well specified for …
Persistent link: https://www.econbiz.de/10012466003
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Spurious Regressions in Financial Economics?
Ferson, Wayne E. - 2002
Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions … variables interacts with spurious regression bias. The two effects reinforce each other, because more highly persistent series …
Persistent link: https://www.econbiz.de/10012469566
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Knowledge accelerator by transversal competences and multivariate adaptive regression splines
Graczyk-Kucharska, Magdalena; Özmen, Ayse; … - In: Central European journal of operations research 28 (2020) 2, pp. 645-669
Persistent link: https://www.econbiz.de/10012242731
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A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 211 (2019) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
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Clusterwise support vector linear regression
Joki, Kaisa; Bagirov, Adil; Karmitsa, Napsu; Mäkelä, … - In: European journal of operational research : EJOR 287 (2020) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10012293707
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A conceptual and pragmatic review of regression analysis for predictive analytics
Kalaian, Sema A.; Kasim, Rafa M.; Kasim, Nabeel R. - In: Organizational productivity and performance …, (pp. 277-292). 2017
Persistent link: https://www.econbiz.de/10011568368
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Machine learning versus econometrics : prediction of box office
Liu, Yan; Xie, Tian - In: Applied economics letters 26 (2019) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10012204147
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Analysis of book sales prediction at Amazon marketplace in India : a machine learning approach
Sharma, Satyendra Kumar; Chakraborti, Swapnajit; Jha, Tanaya - In: Information systems and e-business management : ISeB 17 (2019) 2/4, pp. 261-284
Persistent link: https://www.econbiz.de/10012139413
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An innovative topic-based customer complaints sentiment classification system
Basha, Syed Muzamil; Rajput, Dharmendra Singh - In: International journal of business innovation and research 20 (2019) 3, pp. 375-391
Persistent link: https://www.econbiz.de/10012144521
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Estimating the anomaly base rate
Chinco, Alexander M.; Neuhierl, Andreas; Weber, Michael - 2019
Persistent link: https://www.econbiz.de/10012169660