Results 201 to 210 of about 773 (267)

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

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

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

Cyclothymic‐hypersensitive temperament in early adolescence: Longitudinal measurement invariance and associations with psychopathology over time

open access: yesJCPP Advances, EarlyView.
Abstract Background Cyclothymic‐Hypersensitive Temperament (CHT) is characterised by mood instability, interpersonal hypersensitivity, and emotional hyperreactivity, traits frequently observed in general population as well as clinical settings but often eluding strict diagnostic classifications.
Anna Pezzella   +9 more
wiley   +1 more source

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