Results 241 to 250 of about 41,111 (293)

Econometric analysis of high-frequency market microstructure

, 2019
Z. Li
openalex   +1 more source

Forecasting With Machine Learning Shadow‐Rate VARs

Journal of Forecasting, EarlyView.
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley   +1 more source

Characterization and estimation of heterogeneous spatial autocorrelation in spatial autoregressive models. [PDF]

PLoS One
Zhao J, Pu Y.
europepmc   +1 more source

A Novel Approach to Regionalize Country‐Level GDP Projections

Journal of Forecasting, EarlyView.
ABSTRACT Socioeconomic projections are policy support tools that are often limited to country‐level data, making them insufficient for policy areas that require a more nuanced, sub‐national perspective. For granular geographical analyses in a multicountry setting, international organizations often rely on straightforward regionalization techniques ...
Riccardo Curtale, Matteo Schiavone, Filipe Batista e Silva   +2 more
wiley   +1 more source

Econometrics

, 2020
openaire   +2 more sources

Cognitive behavioral therapy for psychosis: a cost-effectiveness study using the EPiSODe model. [PDF]

Eur Psychiatry
Konings SRA, Berkhof M, Veling W, Visser E, Mierau J, Feenstra T, Bruggeman R.   +6 more
europepmc   +1 more source

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Design-Based Uncertainty for Quasi-Experiments. [PDF]

J Am Stat Assoc
Rambachan A, Roth J.
europepmc   +1 more source

Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Forecast quality should be assessed in the context of what is possible in theory and what is reasonable to expect in practice. Often, one can identify an approximate upper bound to a probabilistic forecast's sharpness, which sets a lower, not necessarily achievable, limit to error metrics.
Malte C. Tichy, Illia Babounikau, Nikolas Wolke, Stefan Ulbrich, Michael Feindt   +4 more
wiley   +1 more source