Results 221 to 230 of about 29,745 (305)

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Incorporating external risk information with the Cox model under population heterogeneity: applications to trans-ancestry polygenic hazard scores. [PDF]

J R Stat Soc Ser A Stat Soc
Wang D, Ye W, Zhu J, Xu G, Tang W, Zawistowski M, Fritsche LG, He K.   +7 more
europepmc   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

SPARCC: Semi-Parametric Robust Estimation in a Right-Censored Covariate Model. [PDF]

J Am Stat Assoc
Lee SH, Richardson BD, Ma Y, Marder KS, Garcia TP.   +4 more
europepmc   +1 more source

A Joint Test of Unconfoundedness and Common Trends

Journal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

YOLO-AMI: enhancing online quality monitoring in 3D printing with composite loss and parameter-free attention. [PDF]

Sci Rep
Li Z, Abu Mansor MS.
europepmc   +1 more source

Colourings of Uniform Group Divisible Designs and Maximum Packings

Journal of Combinatorial Designs, EarlyView.
ABSTRACT A weak c $c$‐colouring of a design is an assignment of colours to its points from a set of c $c$ available colours, such that there are no monochromatic blocks. A colouring of a design is block‐equitable, if for each block, the number of points coloured with any available pair of colours differ by at most one.
Andrea C. Burgess, Peter Danziger, Diane Donovan, Tara Kemp, James G. Lefevre, David A. Pike, E. Şule Yazıcı   +6 more
wiley   +1 more source

Metabolic Saliency as KL-Divergence Estimator: Information-Geometric Attribution of Systemic Stress in JSE Equity Network. [PDF]

Entropy (Basel)
Moroke ND.
europepmc   +1 more source

Performance Evaluation of a Premier Resolution HPLC System for Detecting Hemoglobin Constant Spring, Hemoglobin Paksé, and Coexisting α‐ and β‐Thalassemia Mutations

Journal of Clinical Laboratory Analysis, EarlyView.
This study compared Premier Resolution HPLC with Capillary Electrophoresis for detecting HbCS/Hb Paksé variants and coexisting thalassemia mutations. Premier Resolution HPLC demonstrated superior performance with 50% fewer false negative cases (11 vs. 22) compared to Capillary Electrophoresis, particularly in heterozygous cases.
Surada Satthakarn, Wibhasiri Srisuwan, Sitthichai Panyasai   +2 more
wiley   +1 more source