Results 141 to 150 of about 76,914 (334)
Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU [PDF]
One of the central research questions in modelling space-time data is the right econometric model. At least three problems must be tackled: (i) The observations on each spatial unit might be correlated over time, (ii) The observations at each point in ...
J.Paul Elhorst
core
Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Forecasting systems have a long tradition in providing outputs accompanied by explanations. While the vast majority of such explanations relies on inherently interpretable linear statistical models, research has put forth eXplainable Artificial Intelligence (XAI) methods to improve the comprehensibility of nonlinear machine learning models. As
Felix Haag +2 more
wiley +1 more source
Spatial Fixed Effects and Spatial Dependence [PDF]
We investigate the common conjecture in applied econometric work that the inclusion of spatial fixed effects in a regression specification re- moves spatial dependence.
Daniel Arribas-Bel, Luc Anselin
core
Optimal Variance Forecasting in a Trading Context
Journal of Forecasting, EarlyView.ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley +1 more source
A spatial model based on the endogenous growth theory for Portugal. Another approach [PDF]
We built a model analyzing, through cross-section estimation methods, the influence of spatial effects in the conditional product convergence in the parishes’ economies of mainland Portugal between 1991 and 2001 (the last year with data available for ...
Martinho, Vítor João Pereira Domingues
core +1 more source
Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU [PDF]
, 2005 One of the central research questions in modelling space-time data is the right econometric model. At least three problems must be tackled: (i) The observations on each spatial unit might be correlated over time, (ii) The observations at each point in ...
Elhorst, J.Paul
core
Mortality Forecasting Using Variational Inference
Journal of Forecasting, EarlyView.ABSTRACT This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two‐step process, possibly losing efficiency, or relying on methods that are cumbersome for the practitioner to use.
Patrik Andersson, Mathias Lindholm
wiley +1 more source
The Impact of EU Regional Support on Growth and Employment [PDF]
In this paper the authors assess the impact of structural funds on the per capita GDP and employment convergence process of 145 European regions over 1989–1999. This paper goes beyond the recent contributions on European regional policies and convergence
Julie Le Gallo, Sandy Dall’erba
core