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Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics

The American Economic Review, 2020
The credibility revolution in economics has promoted causal identification using randomized control trials (RCT), difference-in-differences (DID), instrumental variables (IV) and regression discontinuity design (RDD). Applying multiple approaches to over
A. Brodeur, Nikolai Cook, A. Heyes
semanticscholar   +1 more source

Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Comment

The American Economic Review, 2022
Brodeur, Cook, and Heyes (2020) study hypothesis tests from economic articles and find evidence for p-hacking and publication bias, in particular for instrumental variable and difference-in-difference studies.
Sebastian Kranz, Peter Pütz
semanticscholar   +1 more source

What is Missing in Asset-Pricing Factor Models?

Social Science Research Network, 2022
Our objective is to develop a methodology to price the cross section of asset returns. Despite the hundreds of systematic risk factors considered in the literature (“factor zoo”), there is still a sizable pricing error.
Massimo Dello Preite   +3 more
semanticscholar   +1 more source

Trade Data Falsification and Informal Capita Movement: A Study of Bangladesh with Major Asian Trade Partners

Foreign Trade Review, 2022
The imposition of restrictive trade policies and consequent fabrication of foreign trade statistics acts as hindrance for effective policy formulations in the developing countries.
Samir Das, A. Biswas
semanticscholar   +1 more source

Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets

South Asian Journal of Macroeconomics and Public Finance, 2021
Determinism and non-linear behaviour in log-return and conditional volatility time series of the stock market index is examined for twenty-six countries.
Zouhaier Dhifaoui
semanticscholar   +1 more source

Alpha Go Everywhere: Machine Learning and International Stock Returns

Social Science Research Network, 2020
We apply machine learning techniques to predict international stock returns using firm characteristics. Market-specific training is important, as neural network models (NNs) achieve stronger results when they are trained in each market separately than ...
Darwin Choi, Wenxi Jiang, Chao Zhang
semanticscholar   +1 more source

Greek GDP Forecasting Using Bayesian Multivariate Models

Social Science Research Network
Building on a proper selection of macroeconomic variables for constructing a Gross Domestic Product (GDP) forecasting multivariate model (Kazanas, 2017), this paper evaluates whether alternative Bayesian model specifications can provide greater ...
Zacharias G. Bragoudakis   +1 more
semanticscholar   +1 more source

Unconventional Monetary Policy and the Anchoring of Inflation Expectations

Social Science Research Network, 2017
The effects of the unconventional monetary policy (UMP) measures undertaken by the U.S. Federal Reserve (and other major central banks) remain a crucial topic for research.
Matteo Ciccarelli   +2 more
semanticscholar   +1 more source

The Model Selection Curse

American Economic Review: Insights, 2018
A statistician takes an action on behalf of an agent, based on the agent’s self-reported personal data and a sample involving other people. The action that he takes is an estimated function of the agent’s report.
K. Eliaz, R. Spiegler
semanticscholar   +1 more source

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