Results 101 to 110 of about 20,763 (296)
A Nonparametric Bootstrap Comparison of Variances of Robust Regression Estimators.
, 2019 While various robust regression estimators are available for the standard linear regression model, performance comparisons of individual robust estimators over real or simulated datasets seem to be still lacking.
Kalina, Jan
core
, 2013 Nonparametric bootstrap values are shown above branches.
Warren Booth (253172) +3 more
core +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
Journal of Forecasting, EarlyView.ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Nowcasting World Trade With Machine Learning: A Three‐Step Approach
Journal of Forecasting, EarlyView.ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn +2 more
wiley +1 more source
Nonparametric tail estimation using a double bootstrap method
Computational Statistics & Data Analysis, 1998 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Caers, Jef, Van Dyck, Jozef
openaire +2 more sources
Parametrization of the Davis Growth Model using data of crossbred Zebu cattle
Scientia Agricola: The system of differential equations proposed by Oltjen et al. [1986, named Davis Growth Model (DGM)] to represent cattle growth has been parameterized with data from Bos taurus (British) and Bos indicus (Nellore) breeds.
Adriele Giaretta Biase +9 more
doaj +1 more source
The Sector Liquidity Timing Ability of Bond Mutual Funds
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin +3 more
wiley +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Land Use Policy and Racial Segregation
International Studies of Economics, EarlyView.ABSTRACT Land use policies, though seemingly race‐neutral, can inadvertently contribute to racial segregation. Our study focuses on examining the impact of minimum lot size regulations on the likelihood of ethnic minorities integrating into a community, which reveals compelling evidence suggesting that black households exhibit a preference for smaller ...
Ling Huang
wiley +1 more source
Journal of Counseling &Development, EarlyView.ABSTRACT The symptoms of anxiety and depression are commonly reported within military‐ and non‐military‐affiliated populations, with considerable evidence available to counselors regarding which relational characteristics function as protective factors among these populations.
A. Stephen Lenz +2 more
wiley +1 more source