Results 61 to 70 of about 79,637 (281)
Aversion to ambiguity and model misspecification in dynamic stochastic environments [PDF]
, 2018 Preferences that accommodate aversion to subjective uncertainty and its potential misspecification in dynamic settings are a valuable tool of analysis in many disciplines.
Hansen, Lars Peter, Miao, Jianjun
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Deep Underground Science and Engineering, EarlyView.In this work, we propose an improved particle swarm optimization (PSO) algorithm and develop an improved PSO‐relevance vector machine (RVM) model as a substitute for traditional true‐triaxial testing. The model's high prediction accuracy was validated through comparisons with two other machine learning methods and five three‐dimensional Hoek–Brown type
Qi Zhang +4 more
wiley +1 more source
Structural Break Tests Robust to Regression Misspecification
Econometrics, 2018 Structural break tests for regression models are sensitive to model misspecification. We show—analytically and through simulations—that the sup Wald test for breaks in the conditional mean and variance of a time series process exhibits severe
Alaa Abi Morshed +2 more
doaj +1 more source
Model misspecification in peaks over threshold analysis
, 2010 Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances.
Davison, Anthony C., Süveges, Mária
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Monetary Policy Misspecification in VAR Models [PDF]
SSRN Electronic Journal, 2000 We examine the effects of extracting monetary policy disturbances with semi-structural and structural VARs, using data generated by a limited participation model under partial accommodative and feedback rules. We find that, in general, misspecification is substantial: short run coefficients often have wrong signs; impulse responses and variance ...
Fabio Canova, Joaquim Pires Pina
openaire +4 more sources
A consensus model in legislative decision‐making: The council of the European Union
European Policy Analysis, EarlyView.Abstract The culture of consensus influences legislative decision‐making within the Council of the European Union, often leading to broad coalitions in which even the preferences of isolated member states are considered. Nevertheless, despite its significance, this culture has been insufficiently studied through formal models predicting EU legislative ...
Arash Pourebrahimi
wiley +1 more source
Convex Models, MLS and Misspecification
The Annals of Statistics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Journal of Biostatistics and Epidemiology, 2015 Background & Aim: Multi-state models can help better understand the process of chronic diseases such as cancers. These models are influenced by assumptions like individual homogeneity.
Ali Zare +5 more
doaj
Shaking the trees: Abilities and Capabilities of Regression and Decision Trees for Political Science
ITM Web of Conferences, 2017 When committing to quantitative political science, a researcher has a wealth of methods to choose from. In this paper we compare the established method of analyzing roll call data using W-NOMINATE scores to a data-driven supervised machine learning ...
Waldhauser Christoph, Hochreiter Ronald
doaj +1 more source