Results 111 to 120 of about 77,552 (290)

How Robust is Robust Control in the Time Domain? [PDF]

By applying robust control the decision maker wants to make good decisions when his model is only a good approximation of the true one. Such decisions are said to be robust to model misspecification.
Marco P. Tucci
core  

The Impact of Changes in Real Income and the Real Effective Exchange Rate on Trade in Goods and Services

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman, Ioannis Litsios, Keith Pilbeam   +2 more
wiley   +1 more source

Model Misspecification and Assumption Violations With the Linear Mixed Model: A Meta-Analysis

SAGE Open, 2018
This meta-analysis attempts to synthesize the Monte Carlo (MC) literature for the linear mixed model under a longitudinal framework. The meta-analysis aims to inform researchers about conditions that are important to consider when evaluating model ...
Brandon LeBeau, Yoon Ah Song, Wei Cheng Liu   +2 more
doaj   +1 more source

A comparison of covariate adjustment approaches under model misspecification in individually randomized trials. [PDF]

Trials, 2023
Tackney MS, Morris T, White I, Leyrat C, Diaz-Ordaz K, Williamson E.   +5 more
europepmc   +1 more source

Forecasting Hong Kong economy using factor augmented vector autoregression [PDF]

This work applies the FAVAR model to forecast GDP growth rate, unemployment rate and inflation rate of the Hong Kong economy. There is no factor model forecasting literature on the Hong Kong economy.
Pang, Iris Ai Jao
core   +1 more source

Kryptonite for Cryptocurrencies? What Are the Effects of Regulatory Controls on Bitcoin Returns and Volatility?

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

Detecting model misspecification in cosmology with scale-dependent normalizing flows

Machine Learning: Science and Technology
Current and upcoming cosmological surveys will produce unprecedented amounts of high-dimensional data, which require complex high-fidelity forward simulations to accurately model both physical processes and systematic effects which describe the data ...
Aizhan Akhmetzhanova, Carolina Cuesta-Lazaro, Siddharth Mishra-Sharma   +2 more
doaj   +1 more source

Estimation and Model Misspecification for Recurrent Event Data with Covariates Under Measurement Errors

Mathematics
For subject i, we monitor an event that can occur multiple times over a random observation window [0, τi). At each recurrence, p concomitant variables, xi, associated to the event recurrence are recorded—a subset (q≤p) of which is measured with errors ...
Ravinath Alahakoon, Gideon K. D. Zamba, Xuerong Meggie Wen, Akim Adekpedjou   +3 more
doaj   +1 more source

Model misspecification and bias for inverse probability weighting estimators of average causal effects. [PDF]

Biom J, 2023
Waernbaum I, Pazzagli L.
europepmc   +1 more source

Equilibrium Asset Pricing with Time-Varying Pessimism [PDF]

capital asset pricing;general equilibrium;uncertainty;financial risk;model misspecification;Knightian uncertainty;first order risk ...
Sbuelz, A., Trojani, F.
core   +1 more source