Results 121 to 130 of about 2,633 (230)

Graphical Bayesian models in multivariate expert judgements and conditional external Bayesianity [PDF]

This thesis addresses the multivariate version of the group decision problem (French, 1985), where the opinions about the possible values of n random variables in a problem, expressed as subjective conditional probability density functions of the k ...
Faria, Alvaro Eduardo
core  

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

Generalized local class field theory III. Second form of existence theorem. Structure of analytic groups.

Duke Mathematical Journal, 1954
openaire   +2 more sources

Merits and drawbacks of variance targeting in GARCH models

Variance targeting estimation is a technique used to alleviate the numerical difficulties encountered in the quasi-maximum likelihood (QML) estimation of GARCH models.
Francq, Christian, Zakoian, Jean-Michel, Horvath, Lajos   +2 more
core  

Zero-one IP problems: Polyhedral descriptions & cutting plane procedures

, 1994
A systematic way for tightening an IP formulation is by employing classes of linear inequalities that define facets of the convex hull of the feasible integer points of the respective problems.
Mitra, G, Yarrow, L, Abdul-Hamid, F
core  

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

A Random Field Theory of Electromagnetic Information. [PDF]

Entropy (Basel)
Mikki S.
europepmc   +1 more source

Convexity in quasi-metric spaces

, 2012
Includes abstract.Includes bibliographical references.The principal aim of this thesis is to investigate the existence of an injective hull in the categories of T-quasi-metric spaces and of T-ultra-quasi-metric spaces with nonexpansive ...
Otafudu, Olivier Olela
core  

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

Applications of representation theory and of explicit units to Leopoldt's conjecture. [PDF]

Res Number Theory
Ferri F, Johnston H.
europepmc   +1 more source