Results 121 to 130 of about 21,776,804 (321)
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
Model misspecification misleads inference of the spatial dynamics of disease outbreaks. [PDF]
Proc Natl Acad Sci U S A, 2023 Gao J, May MR, Rannala B, Moore BR.
europepmc +1 more source
Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators [PDF]
This paper compares generalized method of moments (GMM) and simulated maximum likelihood (SML) approaches to the estimation of the panel probit model. Both techniques circumvent multiple integration of joint density functions without the need to restrict
Joachim Inkmann
core
Robust PACm: Training Ensemble Models Under Model Misspecification and Outliers
arXiv.org, 2022 Matteo Zecchin +4 more
semanticscholar +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
Using recurrent neural network to estimate irreducible stochasticity in human choice behavior
eLifeTheoretical computational models are widely used to describe latent cognitive processes. However, these models do not equally explain data across participants, with some individuals showing a bigger predictive gap than others.
Yoav Ger, Moni Shahar, Nitzan Shahar
doaj +1 more source
Model misspecification, learning and the exchange rate disconnect puzzle [PDF]
Rational expectations models fail to explain the disconnect between the exchange rate and macroeconomic fundamentals. In line with survey evidence on the behaviour of foreign exchange traders, we introduce model misspecification and learning into a ...
Agnieszka Markiewicz, Vivien Lewis
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
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 +2 more
doaj +1 more source