Results 91 to 100 of about 17,240 (299)

Using the prior mean of a nuisance parameter

Nuisance parameter, Prior mean, Mean squared error, Normal distribution,
Julián Horra
core   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Reducción de modelos en la presencia de parámetros de perturbación

Revista Colombiana de Estadística, 2009
En muchos problemas de inferencia estadística existe interés en estimar solamente algunos elementos del vector de parámetros que definen el modelo adoptado.
RAFAEL FARIAS, GERMÁN MORENO, ALEXANDRE PATRIOTA   +2 more
doaj  

Global fits of GUT-scale SUSY models with GAMBIT

European Physical Journal C: Particles and Fields, 2017
We present the most comprehensive global fits to date of three supersymmetric models motivated by grand unification: the constrained minimal supersymmetric standard model (CMSSM), and its Non-Universal Higgs Mass generalisations NUHM1 and NUHM2.
The GAMBIT Collaboration:, Peter Athron, Csaba Balázs, Torsten Bringmann, Andy Buckley, Marcin Chrząszcz, Jan Conrad, Jonathan M. Cornell, Lars A. Dal, Joakim Edsjö, Ben Farmer, Paul Jackson, Abram Krislock, Anders Kvellestad, Farvah Mahmoudi, Gregory D. Martinez, Antje Putze, Are Raklev, Christopher Rogan, Roberto Ruiz de Austri, Aldo Saavedra, Christopher Savage, Pat Scott, Nicola Serra, Christoph Weniger, Martin White   +25 more
doaj   +1 more source

Testing generalized linear models with high-dimensional nuisance parameter. [PDF]

Biometrika, 2023
Chen J, Li Q, Chen HY.
europepmc   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

REDUCTION OF MODELS IN THE PRESENCE OF NUISANCE PARAMETERS REDUCCIÓN DE MODELOS EN LA PRESENCIA DE PARÁMETROS DE PERTURBACIÓN

Revista Colombiana de Estadística, 2009
In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model.
Farias Rafael, Moreno Germán, Patriota Alexandre   +2 more
doaj  

A Joint Test of Unconfoundedness and Common Trends

Journal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

Bootstrap Tests for Overidentification in Linear Regression Models

Econometrics, 2015
We study the finite-sample properties of tests for overidentifying restrictions in linear regression models with a single endogenous regressor and weak instruments.
Russell Davidson, James G. MacKinnon
doaj   +1 more source

Effects of Acute Aerobic Exercise and Task Repetition on the Neural Correlates of Executive Function in Young and Older Adults: A Crossover fMRI Study

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Background Acute aerobic exercise may alter neural recruitment supporting executive function; however, age‐related differences and task repetition effects remain unclear. Purpose To investigate the effects of acute aerobic exercise and task repetition on brain activity during task switching in young and older adults.
Ryota Asahara, Marina Fukuie, Daisuke Hoshi, Junyeon Won, Rong Zhang, Jun Sugawara, Takashi Tarumi   +6 more
wiley   +1 more source