Results 241 to 250 of about 76,485 (317)

Threshold MIDAS Forecasting of Canadian Inflation Rate

Journal of Forecasting, EarlyView.
ABSTRACT We propose several threshold mixed data sampling (TMIDAS) autoregressive models to forecast the Canadian inflation rate using predictors observed at different frequencies. These models take two low‐frequency variables and a high‐frequency index as threshold variables.
Chaoyi Chen, Yiguo Sun, Yao Rao
wiley   +1 more source

Strategies for evaluating the assumptions of the regression discontinuity design: a case study using a human papillomavirus vaccination programme. [PDF]

Int J Epidemiol, 2017
Smith LM, Lévesque LE, Kaufman JS, Strumpf EC.   +3 more
europepmc   +1 more source

The relationship between corporate governance and tax avoidance - evidence from Germany using a regression discontinuity design [PDF]

, 2017
Dirk Kiesewetter, Johannes Manthey
openalex  

Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Forecast quality should be assessed in the context of what is possible in theory and what is reasonable to expect in practice. Often, one can identify an approximate upper bound to a probabilistic forecast's sharpness, which sets a lower, not necessarily achievable, limit to error metrics.
Malte C. Tichy, Illia Babounikau, Nikolas Wolke, Stefan Ulbrich, Michael Feindt   +4 more
wiley   +1 more source

Testing the Social Investment Principle Around Childbirth: Little Evidence for Personality Maturation Before and After Becoming a Parent

European Journal of Personality, EarlyView., 2020
Abstract In line with the social investment principle, becoming a parent should lead to more mature behaviour and an increase in conscientiousness, agreeableness, and emotional stability. However, previous research provided mixed results that do not support this idea.
Eva Asselmann, Jule Specht, Christian Kandler   +2 more
wiley   +1 more source

Old age pension and intergenerational living arrangements: a regression discontinuity design. [PDF]

Rev Econ Househ, 2017
Chen X.
europepmc   +1 more source

The Effects of School Term Length on Education and Earnings: Evidence from a Regression Discontinuity Design [PDF]

, 2013
Rasyad Parinduri
openalex  

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Do Prices Matter for Healthcare Accessibility? Evidence From a Means‐Tested Complementary Health Insurance in France

Health Economics, EarlyView.
ABSTRACT In France, the Couverture Maladie Universelle Complémentaire (CMU‐C) scheme is a means‐tested, state‐financed, complementary health insurance program that fully covers healthcare. Using administrative claims data and a staggered difference‐in‐differences approach, we estimate the impact of enrollment in the program on healthcare utilization ...
Benoît Carré, Florence Jusot, Jérôme Wittwer   +2 more
wiley   +1 more source