Results 151 to 160 of about 23,103 (324)

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

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

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  

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

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  

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

Robust PACm: Training Ensemble Models Under Model Misspecification and Outliers

arXiv.org, 2022
Matteo Zecchin, Sangwoo Park, O. Simeone, M. Kountouris, D. Gesbert   +4 more
semanticscholar   +1 more source

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