Results 221 to 230 of about 133,610 (281)

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

open access: yesJournal 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   +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

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

Exploring the Role of Dysregulated Arousal in the Relationship Between Trauma and Addictive Behaviors Among College Students

open access: yesJournal of Counseling &Development, EarlyView.
ABSTRACT The relationship between trauma and addictive behaviors is well‐established, yet factors mediating this relationship remain understudied. Given the prevalence of addictive behaviors among collegiate populations, we used path analysis to explore the mediating role of arousal dysregulation in the relationship between childhood trauma and a ...
Amanda L. Giordano   +3 more
wiley   +1 more source

Quantum tunneling and its absence in deep wells and strong magnetic fields. [PDF]

open access: yesProc Natl Acad Sci U S A
Fefferman CL, Shapiro J, Weinstein MI.
europepmc   +1 more source

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