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Hidden in plain sight : influential sets in linear models
Kuschnig, Nikolas; Zens, Gregor; Crespo Cuaresma, Jesús - 2021
Assessing the robustness of the results of econometric analysis is a long standing subject of lively research. The … influential observations has received relatively little attention. A major obstacle in this context is masking, a phenomenon where … demonstrate the merits of these algorithms via simulation studies and empirical applications. These exercises show that masking …
Persistent link: https://www.econbiz.de/10012494906
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Reconciling International Trade Data
Shaar, Karam - 2019
International trade data are filled with discrepancies–where two countries report different values of trade with each other. I develop a novel trade data quality index for reconciling the discrepancies in bilateral trade data. I calculate the quality for each country’s imports and exports...
Persistent link: https://www.econbiz.de/10012140434
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Finite Sample Optimality of Score-Driven Volatility Models
Blasques, Francisco; Lucas, André; van Vlodrop, Andries - 2017
-tailed and robustness is important. Moreover, they perform better when filtered volatilities differ most across alternative …
Persistent link: https://www.econbiz.de/10011819504
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Finite Sample Optimality of Score-Driven Volatility Models
Blasques, Francisco - 2017
-tailed and robustness is important. Moreover, they perform better when filtered volatilities differ most across alternative …
Persistent link: https://www.econbiz.de/10012942866
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Hidden in Plain Sight : Influential Sets in Linear Models
Kuschnig, Nikolas; Zens, Gregor; Cuaresma, Jesús Crespo - 2021
Assessing the robustness of the results of econometric analysis is a long standing subject of lively research. The … influential observations has received relatively little attention. A major obstacle in this context is masking, a phenomenon where … that masking problems and a pronounced sensitivity to influential sets are present in a wide range of scenarios. Overall …
Persistent link: https://www.econbiz.de/10013235110
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Finite sample optimality of score-driven volatility models
Blasques, Francisco; Lucas, André; Vlodrop, Andries van - 2017
-tailed and robustness is important. Moreover, they perform better when filtered volatilities differ most across alternative …
Persistent link: https://www.econbiz.de/10011772958
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Usefulness of Correlation Analysis
Senthilnathan, Samithamby - 2019
The measure of correlation coefficient (r or R) provides information on closeness of two variables. Irrespective of non-linear correlation, this paper mainly considers the linear correlation analysis, as it is most likely applied in social science studies. Explicitly, the purpose of carrying out...
Persistent link: https://www.econbiz.de/10014105367
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Business Development, Marketing Automation and Predictive Analysis : An Integration Perspective - An Overview Towards New Opportunities for Studying Consumer Behavior and Business...
Sestino, Andrea - 2020
The exponential increase in data today derives from the big amount of interactions among consumers that spreads in social media, using mobile devices, IT, localization, historical data in purchase, data owned by companies, behavioral insights and so on through connected online devices and mobile...
Persistent link: https://www.econbiz.de/10014033098
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Why Transform Y? A Critical Assessment of Dependent-Variable Transformations in Regression Models for Skewed and Sometimes-Zero Outcomes
Mullahy, John; Norton, Edward C. - National Bureau of Economic Research - 2022
Dependent variables that are non-negative, follow right-skewed distributions, and have large probability mass at zero arise often in empirical economics. Two classes of models that transform the dependent variable y -- the natural logarithm of y plus a constant and the inverse hyperbolic sine --...
Persistent link: https://www.econbiz.de/10013477227
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Operationalising ‘safe statistics’: the case of linear regression
Ritchie, Felix - Department of Accounting, Economics and Finance, … - 2014
The recent growth in research access to confidential government microdata has prompted the development of more general 'output-based statistical disclosure control' (OSDC) methods which go beyond tabular protection. Central to OSDC is the concept of 'safe/unsafe statistics', allowing researchers...
Persistent link: https://www.econbiz.de/10011122447