Results 221 to 230 of about 41,557 (312)

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

open access: yesJournal 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

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

open access: yesJournal 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

A Joint Test of Unconfoundedness and Common Trends

open access: yesJournal 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

Bayesian Model Averaging in Causal Instrumental Variable Models

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley   +1 more source

Colourings of Uniform Group Divisible Designs and Maximum Packings

open access: yesJournal 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   +6 more
wiley   +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

open access: yesJournal 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   +2 more
wiley   +1 more source

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