Results 101 to 110 of about 79,637 (281)
BMC Medical Research Methodology, 2018 Background Log-binomial and robust (modified) Poisson regression models are popular approaches to estimate risk ratios for binary response variables. Previous studies have shown that comparatively they produce similar point estimates and standard errors.
Wansu Chen +3 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the impact of regulatory controls on Bitcoin's excess returns and volatility. The paper innovates by proxying changes in the regulatory environment using global Google search volume intensity data. The generated regulatory indices accurately identify episodes of regulatory tightening within cryptocurrency markets.
Robert Mullings
wiley +1 more source
Acta Universitatis Lodziensis. Folia Oeconomica, 2014 The aim of this paper is to evaluate the spatial and hierarchical models for data generating processes with spatial heterogeneity and spatial dependence at the higher level.
Edyta Łaszkiewicz
doaj
How much structure in empirical models? [PDF]
This chapter highlights the problems that structural methods and SVAR approaches have when estimating DSGE models and examining their ability to capture important features of the data.
Fabio Canova
core
Misspecification tests based on quantile residuals [PDF]
The Econometrics Journal, 2012 Summary We develop quantile residual-based misspecification tests and apply them to non-linear time series models for which conventional residuals are unsuited. We formulate a general framework and use it to obtain computationally simple tests aimed at detecting autocorrelation, conditional heteroscedasticity and non-normality in quantile residuals ...
openaire +1 more source
Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source
Monetary policy analysis with potentially misspecified models [PDF]
The paper proposes a novel method for conducting policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models and applies it to a New Keynesian DSGE model along the lines of Christiano, Eichenbaum, and Evans (JPE ...
Frank Schorfheide, Marco Del Negro
core
Count Data Models With Heterogeneous Peer Effects Under Rational Expectations
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper develops a peer effect model for count responses under rational expectations. The model accounts for heterogeneity in peer effects across groups based on observed characteristics. Identification is based on the linear model condition that requires the presence of friends of friends who are not direct friends.
Aristide Houndetoungan
wiley +1 more source
JCPP Advances, EarlyView.Using causal machine learning, we estimated the causal effect of meeting government guidelines on physical activity on psychological distress in young people. Whilst observing no overall impact, we did identify some groups who benefit relatively more from meeting the physical activity guidelines, including males.
Lewis W. Paton +6 more
wiley +1 more source
Nature Communications, 2018 Standard approaches for heritability and set testing in statistical genetics rely on parametric models that might not hold in reality and give inflated p-values.
Regev Schweiger +9 more
doaj +1 more source