Results 121 to 130 of about 24,401 (306)

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

Journal 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, Christian Matthes, Mu‐Chun Wang   +2 more
wiley   +1 more source

Generalization Analysis for Bayesian Optimal Experiment Design under Model Misspecification [PDF]

In many settings in science and industry, such as drug discovery and clinical trials, a central challenge is designing experiments under time and budget constraints.
Tang, Roubing, Kaski, Samuel; id_orcid, Sloman, Sabina J.; id_orcid   +2 more
core   +1 more source

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

DSGE Estimation Using Generalized Empirical Likelihood and Generalized Minimum Contrast

Entropy
We investigate the performance of estimators of the generalized empirical likelihood and minimum contrast families in the estimation of dynamic stochastic general equilibrium models, with particular attention to the robustness properties under ...
Gilberto Boaretto, Márcio Poletti Laurini   +1 more
doaj   +1 more source

Inference for Iterated GMM Under Misspecification and Clustering

, 2018
This paper develops a new distribution theory and inference methods for over-identified Generalized Method of Moments (GMM) estimation focusing on the iterated GMM estimator, allowing for moment misspecification, and for clustered dependence with ...
Lee, Seojeong ; https://orcid.org/, Seojeong Lee, Bruce E. Hansen, Hansen, Bruce E   +3 more
core   +1 more source

Corticosterone and Mitochondrial Efficiency Are Associated With Changes in DNA Oxidative Damage During an Acute Stress Response in Leach's Storm‐Petrels (Hydrobates leucorhous)

Journal of Experimental Zoology Part A: Ecological and Integrative Physiology, EarlyView.
ABSTRACT The ability of organisms to effectively respond to challenges is critical for survival. We investigated how an acute stressor affected corticosterone, mitochondrial function, and DNA oxidative damage in a wild population of Leach's storm‐petrels (Hydrobates leucorhous).
Kayla E. Lichtner, Jack K. Dziubek, Nicole A. Joseph, Sarah E. Chapman, Tori J. Chace, Dongxiao Sun, Zachary T. Bitzer, Antoine Stier, Robert A. Mauck, Patricia L. Jones, Mark F. Haussmann   +10 more
wiley   +1 more source

Investigating item complexity as a source of cross-national DIF in TIMSS math and science

Large-scale Assessments in Education
Background Large scale international assessments depend on invariance of measurement across countries. An important consideration when observing cross-national differential item functioning (DIF) is whether the DIF actually reflects a source of bias, or ...
Qi Huang, Daniel M. Bolt, Weicong Lyu
doaj   +1 more source

Cougar density on the Oregon Coast: Using dead recovery modeling in an open population

The Journal of Wildlife Management, EarlyView.
The primary objective of this study was to determine cougar density in western Oregon. Our results demonstrate that integrating DNA collected via bio‐darting, mandatory hunter‐harvest check‐ins, and GPS collar data into the OPCR2 is a reliable method for estimating cougar densities in densely forested coastal systems.
Jason A. Kirchner, Joel S. Ruprecht, Jennifer R. Adams, Lisette P. Waits, Gregory C. Reed   +4 more
wiley   +1 more source

Revisiting Simpson's Paradox: a statistical misspecification perspective

, 2016
The primary objective of this paper is to revisit Simpson's paradox using a statistical misspecification perspective. It is argued that the reversal of statistical associations is sometimes spurious, stemming from invalid probabilistic assumptions ...
Spanos, Aris
core  

Robust Design and Misspecification Detection for Count Models

Count models, such as the Poisson and negative binomial models, are widely utilized in various fields, including epidemiology, engineering, and social sciences, to model the occurrence of events within fixed periods of time or space.
Slessor, Jordan
core   +1 more source