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Optimal feasible expectations in economics and finance
Lake, Alfred - 2020
Persistent link: https://www.econbiz.de/10013206359
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …
Persistent link: https://www.econbiz.de/10013176894
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Data pooling in stochastic optimization
Gupta, Vishal; Kallus, Nathan - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1595-1615
Persistent link: https://www.econbiz.de/10013259939
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House prices and interest rates : Bayesian evidence from Germany
Hanck, Christoph; Prüser, Jan - In: Applied economics 52 (2020) 28, pp. 3073-3089
Persistent link: https://www.econbiz.de/10012221482
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2021
Persistent link: https://www.econbiz.de/10012698511
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Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio - In: International review of financial analysis 77 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012806338
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Inference on a distribution from noisy draws
Jochmans, Koen; Weidner, Martin - 2021
for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …
Persistent link: https://www.econbiz.de/10012792731
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Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter; Lindström, Erik; Møller, Jan K.; … - In: International journal of forecasting 37 (2021) 3, pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
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Optimal betting under parameter uncertainty : improving the Kelly criterion
Baker, Rose D.; McHale, Ian - In: Decision analysis : a journal of the Institute for … 10 (2013) 3, pp. 189-199
Persistent link: https://www.econbiz.de/10010127787
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Three Essays on Semiparametric Econometric Evaluation : Methods and Applications
Seiberlich, Ruben - 2013
Diese Dissertation besteht aus drei eigenständigen Aufsätzen zur semiparametrischen Schätzung von Behandlungseffekten. Behandlungseffekte bezeichnen den kausalen Effekt einer Variablen auf eine bestimmte Zielgröße und die semiparametrischen Schätzungen vermeiden die parametrischen Annahmen...
Persistent link: https://www.econbiz.de/10010192110