Results 121 to 130 of about 77,552 (290)

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça, Daniel Pereira dos Anjos   +1 more
wiley   +1 more source

Model misspecification in stepped wedge trials: Random effects for time or treatment. [PDF]

Stat Med, 2022
Voldal EC, Xia F, Kenny A, Heagerty PJ, Hughes JP.   +4 more
europepmc   +1 more source

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley   +1 more source

MULTIPARAMETRIC AND HIERARCHICAL SPATIAL AUTOREGRESSIVE MODELS: THE EVALUATION OF THE MISSPECIFICATION OF SPATIAL EFFECTS USING A MONTE CARLO SIMULATION

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  

Using Simulated Annealing to Investigate Sensitivity of SEM to External Model Misspecification. [PDF]

Educ Psychol Meas, 2023
Fisk CL, Harring JR, Shen Z, Leite W, Suen KY, Marcoulides KM.   +5 more
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  

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

Simulation-based inference with deep ensembles: evaluating calibration uncertainty and detecting model misspecification

Machine Learning: Science and Technology
Simulation-based inference (SBI) offers a principled and flexible framework for conducting Bayesian inference in any situation where forward simulations are feasible.
James Alvey, Carlo R Contaldi, Mauro Pieroni   +2 more
doaj   +1 more source

Using recurrent neural network to estimate irreducible stochasticity in human choice behavior

eLife
Theoretical 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

Robustness of Phylogenetic Inference to Model Misspecification Caused by Pairwise Epistasis. [PDF]

Mol Biol Evol, 2021
Magee AF, Hilton SK, DeWitt WS.
europepmc   +1 more source