標(biāo)題: Titlebook: Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis; Essays in Honor of H Xiaohong Chen,Norman R. Sw [打印本頁(yè)] 作者: Daguerreotype 時(shí)間: 2025-3-21 17:14
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書(shū)目名稱Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis影響因子(影響力)學(xué)科排名
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書(shū)目名稱Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis被引頻次
書(shū)目名稱Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis被引頻次學(xué)科排名
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書(shū)目名稱Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis讀者反饋
書(shū)目名稱Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis讀者反饋學(xué)科排名
作者: coagulation 時(shí)間: 2025-3-21 23:26 作者: fulcrum 時(shí)間: 2025-3-22 02:05 作者: 動(dòng)脈 時(shí)間: 2025-3-22 06:18
Smooth Constrained Frontier Analysis,estimators that may be particularly appealing to practitioners who require smooth (i.e., continuously differentiable) estimates that, in addition, are consistent with theoretical axioms of production.作者: subordinate 時(shí)間: 2025-3-22 09:37
Improving U.S. GDP Measurement: A Forecast Combination Perspective,.. We propose and explore a “forecast combination” approach to combining them. We then put the theory to work, producing a superior combined estimate of GDP growth for the U.S., GDP.. We compare GDP. to GDP. and GDP., with particular attention to behavior over the business cycle. We discuss several 作者: 單色 時(shí)間: 2025-3-22 13:07
Identification Without Exogeneity Under Equiconfounding in Linear Recursive Structural Systems,ariables are exogenous or conditionally exogenous. In particular, standard instrumental variables and control variables need not be available in these systems. Instead, we demonstrate that the availability of one or two variables that are equally affected by the unobserved confounder as is the respo作者: 周興旺 時(shí)間: 2025-3-22 18:02
Optimizing Robust Conditional Moment Tests: An Estimating Function Approach,he optimality of these RCM tests by reinterpreting them as score tests under certain full specifications. This argument is in fact incompatible with the rationale of RCM tests. In this study, we consider a generalized RCM test based on the estimating function (EF) approach and explore a semi-paramet作者: aggravate 時(shí)間: 2025-3-22 22:30
Asymptotic Properties of Penalized M Estimators with Time Series Observations,operties of penalized M estimators with weakly dependent data. We first establish the convergence rate for any penalized M estimators of unknown functions with stationary beta mixing observations. While the existing theories on the convergence rates with i.i.d. data require that the random criteria 作者: Sciatica 時(shí)間: 2025-3-23 04:09 作者: Eosinophils 時(shí)間: 2025-3-23 08:34
New Directions in Information Matrix Testing: Eigenspectrum Tests,5, 1982) proposed that model misspecification could be detected by testing the null hypothesis that the Fisher information matrix (IM) Equality holds by comparing linear functions of the Hessian to outer product gradient (OPG) inverse covariance matrix estimators. Unfortunately, a number of research作者: 走調(diào) 時(shí)間: 2025-3-23 10:24 作者: 發(fā)起 時(shí)間: 2025-3-23 14:46
Hal White: Time at MIT and Early Days of Research,rantees. Hal was among my first three Ph.D. students at MIT who are Roger Gordon, Hal White, and Paul Krugman. Since my first and only job has been at MIT, I found this supervision enjoyable and remarkably easy. However, using these three sample points to predict the future would have been grossly i作者: Derogate 時(shí)間: 2025-3-23 21:20
Open-Model Forecast-Error Taxonomies, system is correctly specified in-sample with zero intercepts, despite known future values of strongly exogenous variables, changes in dynamics can induce forecast failure when they have nonzero means. The additional impact on forecast failure of incorrectly omitting such variables depends only on u作者: prediabetes 時(shí)間: 2025-3-23 22:38
Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form,tion the model errors must have a finite mean, and otherwise only need to have a fractional moment. If the errors have an infinite variance then in principle any consistent plug-in is allowed, depending on the model, including those with non-Gaussian limits and/or a sub-.-convergence rate. One test 作者: 混合 時(shí)間: 2025-3-24 06:19 作者: FATAL 時(shí)間: 2025-3-24 06:36 作者: 老人病學(xué) 時(shí)間: 2025-3-24 10:39
Estimating Misspecified Moment Inequality Models,ecomes difficult to interpret the conventional identified set. Even more seriously, this can be an empty set. We define a pseudo-true identified set whose elements can be interpreted as the least-squares projections of the moment functions that are observationally equivalent to the true moment funct作者: inhibit 時(shí)間: 2025-3-24 18:21
Model Adequacy Checks for Discrete Choice Dynamic Models,tion, which is often the case in applied work. In particular, we consider the correct specification of parametric conditional distributions in dynamic discrete choice models, not only of some particular conditional characteristics such as moments or symmetry. Knowing the true distribution is importa作者: 獨(dú)輪車 時(shí)間: 2025-3-24 21:58 作者: 落葉劑 時(shí)間: 2025-3-24 23:36
Predictability and Specification in Models of Exchange Rate Determination,any set of conditioning variables, we find parametric specifications fail. Our findings are based on a broad entropy function of the whole distribution of variables and forecasts. We also find significant evidence of nonlinearity and/or “higher moment” influences which seriously questions the habit 作者: antiquated 時(shí)間: 2025-3-25 06:26 作者: 北極人 時(shí)間: 2025-3-25 11:22
Smooth Constrained Frontier Analysis,iety of innovative methods have been proposed for estimating both “deterministic” and “stochastic” frontiers. However, existing approaches are either parametric in nature, rely on nonsmooth nonparametric methods, or rely on nonparametric or semiparametric methods that ignore theoretical axioms of pr作者: 胰島素 時(shí)間: 2025-3-25 12:10 作者: BILE 時(shí)間: 2025-3-25 16:53
Identification Without Exogeneity Under Equiconfounding in Linear Recursive Structural Systems,nse of interest, along with exclusion restrictions, permits the identification of all the system’s structural coefficients. We provide conditions under which . supports either full identification of structural coefficients or partial identification in a set consisting of two points.作者: monopoly 時(shí)間: 2025-3-25 21:54 作者: 黃瓜 時(shí)間: 2025-3-26 03:22 作者: 切碎 時(shí)間: 2025-3-26 04:26 作者: 外露 時(shí)間: 2025-3-26 09:40 作者: THE 時(shí)間: 2025-3-26 15:30 作者: SYN 時(shí)間: 2025-3-26 19:32 作者: palette 時(shí)間: 2025-3-26 21:39
Book 2013 a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical 作者: FEMUR 時(shí)間: 2025-3-27 02:35 作者: objection 時(shí)間: 2025-3-27 05:19
Optimizing Robust Conditional Moment Tests: An Estimating Function Approach,mality without sacrificing robustness in estimating and testing partial specifications. We illustrate our method using various partial specifications and demonstrate the improved power property of the optimized tests by simulations.作者: integral 時(shí)間: 2025-3-27 10:16
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastischemes, drawing on Corradi and Swanson (Int Econ Rev 48:67–109, 2007a). We then review recent extensions to the evaluation of multiple confidence intervals and predictive densities, for both the case of a known conditional distribution Corradi and Swanson (J Econ 135:187–228, 2006a; Handbook of eco作者: 脫毛 時(shí)間: 2025-3-27 14:38
New Directions in Information Matrix Testing: Eigenspectrum Tests,power of these new GIMTs using simulation studies on realistic epidemiological data and find that they exhibit appealing performance on sample sizes typically encountered in practice. Our results suggest that these new GIMTs are important tools for detecting and assessing model misspecification, and作者: Lumbar-Spine 時(shí)間: 2025-3-27 18:08 作者: 生氣地 時(shí)間: 2025-3-28 00:13
Predictability and Specification in Models of Exchange Rate Determination,ts suggest significant differences between the observed densities and their in- and out- of sample forecasts and fitted values. Much like the Diebold-Mariano approach, we are able to report statistical significance of the differences with our more general measures of forecast performance.作者: DECRY 時(shí)間: 2025-3-28 06:10
NoVaS Transformations: Flexible Inference for Volatility Forecasting,ber of real data sets and compare it to realized and range-based volatility measures. Our empirical results show that the NoVaS -based forecasts lead to a much ‘tighter’ distribution of the forecasting performance measure. Perhaps our most remarkable finding is the . of the NoVaS forecasts in the co作者: 千篇一律 時(shí)間: 2025-3-28 07:42 作者: 影響帶來(lái) 時(shí)間: 2025-3-28 12:56
ok will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index m978-1-4899-9971-9978-1-4614-1653-1作者: 星球的光亮度 時(shí)間: 2025-3-28 15:11 作者: 起波瀾 時(shí)間: 2025-3-28 18:48
Recent Advances and Future Directions in Causality, Prediction, and Specification AnalysisEssays in Honor of H作者: enterprise 時(shí)間: 2025-3-29 02:23
Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis978-1-4614-1653-1作者: heart-murmur 時(shí)間: 2025-3-29 04:02 作者: DRAFT 時(shí)間: 2025-3-29 09:54 作者: 寄生蟲(chóng) 時(shí)間: 2025-3-29 11:39 作者: 襲擊 時(shí)間: 2025-3-29 18:25 作者: 攝取 時(shí)間: 2025-3-29 19:43
David F. Hendry,Grayham E. Mizonasserkuppe über die Berge der Rh?n, mit ihr promenieren am Strande Spitzbergens, dort über m?chtige Gletscher hinweg auf die schwarzen scharfen Zinnen steigen, mit ihr auf Meereswellen herumspazieren, dem alten berühmten Moltke um die Nasenkuppe herumklettern, mit ihr auf einem lebenden Fische sitze作者: 低能兒 時(shí)間: 2025-3-30 02:35 作者: 符合你規(guī)定 時(shí)間: 2025-3-30 04:57 作者: 不要嚴(yán)酷 時(shí)間: 2025-3-30 09:54 作者: Aromatic 時(shí)間: 2025-3-30 14:41 作者: 乳汁 時(shí)間: 2025-3-30 19:44
Igor Kheifets,Carlos Velascoasserkuppe über die Berge der Rh?n, mit ihr promenieren am Strande Spitzbergens, dort über m?chtige Gletscher hinweg auf die schwarzen scharfen Zinnen steigen, mit ihr auf Meereswellen herumspazieren, dem alten berühmten Moltke um die Nasenkuppe herumklettern, mit ihr auf einem lebenden Fische sitze作者: atrophy 時(shí)間: 2025-3-31 00:39 作者: Repetitions 時(shí)間: 2025-3-31 02:32 作者: 是剝皮 時(shí)間: 2025-3-31 07:24
James G. MacKinnon?ntgens epochemachender Entdeckung verflossenen Jahren bereits einen so gewaltigen Umfang angenommen hat, da? ihre Beherrschung fast nur noch dem R?ntgenologen von Fach m?glich ist, so mu? man gestehen, da? verh?ltnism??ig selten in diesen der kindliche Organismus zum Gegenstand r?ntgenologischer Un作者: 有助于 時(shí)間: 2025-3-31 10:08 作者: 虛假 時(shí)間: 2025-3-31 14:48
Dimitris N. Politis,Dimitrios D. Thomakoso des Herzens selbst, ist eine unerl??liche Vorbedingung für die den Anforderungen gem??e Durchstr?mung des Blutgef??systems, welch letzteres seinerseits als ein ?in der Peripherie wirkendes Triebwerk“, dessen Aktion mittels Nervenbahnen geleitet wird, regulierend in den Zustrom und Abflu? des Blute作者: encyclopedia 時(shí)間: 2025-3-31 19:25
Xiaohong Chen,Norman R. SwansonContains previously unpublished chapters written by the foremost academics in their respective areas of theoretical, methodological, and applied econometrics.Presents new theoretical results on estima作者: ASTER 時(shí)間: 2025-4-1 00:10
978-1-4899-9971-9Springer Science+Business Media New York 2013作者: 中子 時(shí)間: 2025-4-1 02:36 作者: expeditious 時(shí)間: 2025-4-1 09:05
Improving U.S. GDP Measurement: A Forecast Combination Perspective,.. We propose and explore a “forecast combination” approach to combining them. We then put the theory to work, producing a superior combined estimate of GDP growth for the U.S., GDP.. We compare GDP. to GDP. and GDP., with particular attention to behavior over the business cycle. We discuss several variations and extensions.作者: CROAK 時(shí)間: 2025-4-1 13:49
Nonparametric Identification in Dynamic Nonseparable Panel Data Models, a control function approach is sufficient to identify the effects of interest, and we show how the panel structure may be helpful in finding control functions. We also provide new results for the nonparametric binary dependent variable case with a lagged dependent variable.
