Results 31 to 40 of about 145 (95)
Asymptotically unbiased synthetic control methods by moment matching
Journal of Causal InferenceSynthetic control methods have become a fundamental tool for comparative case studies. The core idea behind synthetic control methods is to estimate treatment effects by predicting counterfactual outcomes for a treated unit using a weighted combination ...
Kato Masahiro, Ohda Akari
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A new family of tempered distributions
, 2016 Tempered distributions have received considerable attention, both from a theoretical point of view and in several important application fields. The most popular choice is perhaps the Tweedie model, which is obtained by tempering the Positive Stable ...
L. Barabesi +3 more
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Estimating the effects of staggered interventions with count and binary outcomes: a simulation study
Journal of Causal InferenceDifference-in-Differences and Event-Study regression estimators are commonly used to estimate treatment effects. However, when effects are heterogeneous, the standard two-way fixed effects (TWFE) regression can provide biased estimates. Recent literature
Yadav Anil +3 more
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Consistent estimation, Measurement errors, Reliability matrix, Stochastic linear restriction, Ultrastructural model, 62J05, 62H12, 62P20,
Shalabh, Gaurav Garg, Neeraj Misra
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Assessment of Information Asymmetry [PDF]
, 2005 2000 Mathematics Subject Classification: 62P20, 91B42In the process of trading, the seller and buyer participate with different initial knowledge about the technical capabilities and about the expected use of the good. This two-side asymmetry affects the
Mateev, P., Christozov, D.
core
Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models
Latent factor models, EM algorithm, Conditional heteroskedasticity, HMM, Time series segmentation, Forecasting, 62H25, 62M05, 62M10, 62P20,
Mohamed Saidane, Christian Lavergne
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Robust estimation of efficient mean–variance frontiers
, 2011 Standard methods for optimal allocation of shares in a financial portfolioare determined by second-order conditions which are very sensitive to outliers.
GROSSI, Luigi +6 more
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Nonparametric factor analysis of residual time series
factor analysis, nonparametric kernel regression, time series, 62G08, 62G10, 62P20,
Oliver Linton, Juan Rodríguez-Poo
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Extraction of Fraud Schemes from Trade Series [PDF]
, 2007 2000 Mathematics Subject Classification: 62H30, 62M10, 62M20, 62P20, 94A13.It is very often the case that the patterns of a fraudulent activity in trade are hidden within existing trade data time series.
Moussas, Charalambos, Noncheva, Veska
core
Single proxy synthetic control
Journal of Causal InferenceSynthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit’s pretreatment outcome and covariates ...
Park Chan, Tchetgen Tchetgen Eric J.
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