Showing 1 - 10 of 699,981
To their credit, empirical legal scholars try to live up to the highest methodological standards from the social sciences. But these standards do not always match the legal research question. This paper focuses on normative legal argument based on empirical evidence. Whether there is a normative...
Persistent link: https://www.econbiz.de/10011645949
Bayesian predictive synthesis is a flexible method of combining density predictions. The flexibility comes from the ability to choose an arbitrary synthesis function to combine predictions. I study the choice of synthesis function when combining large numbers of predictions-a common occurrence...
Persistent link: https://www.econbiz.de/10014456598
the PIT of the score. The second is based on comparing the expected performance of the forecast distribution (i.e., the … and power properties in simulations and solve various problems of existing tests. We apply the new tests to forecast …
Persistent link: https://www.econbiz.de/10013472781
Persistent link: https://www.econbiz.de/10010511556
Persistent link: https://www.econbiz.de/10012815391
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
. We apply the proposed models by including three realized volatility measures to forecast one-step-ahead tail risks over a …
Persistent link: https://www.econbiz.de/10014239179
Persistent link: https://www.econbiz.de/10014443187
This paper is concerned with the problem of deriving expressions for the Bayesian predictive survival functions for the median of future sample of generalized order statistics having odd and even sizes. Both of the informative and future samples are drawn from a population whose distribution is...
Persistent link: https://www.econbiz.de/10009769905
Persistent link: https://www.econbiz.de/10011644980