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subject:"Probability theory"
isPartOf:"The review of economic studies"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
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The review of economic studies
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1
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
2
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
3
Approximate permutation tests and induced order statistics in the regression discontinuity design
Canay, Ivan A.
;
Kamat, Vishal
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1577-1608
Persistent link: https://www.econbiz.de/10011923477
Saved in:
4
Investigate Discuss Estimate Aggregate for structured expert judgement
Hanea, A. M.
;
McBride, Marissa
;
Burgman, Mark A.
; …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10011754999
Saved in:
5
Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples
Mozharovskyi, Pavlo
;
Vogler, Jan
- In:
Economics letters
148
(
2016
),
pp. 87-90
Persistent link: https://www.econbiz.de/10011619891
Saved in:
6
A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen
;
Giasemidis, Georgios
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
Saved in:
7
Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting
Mangalova, Ekaterina
;
Shesterneva, Olesya
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1023-1028
Persistent link: https://www.econbiz.de/10011621988
Saved in:
8
Lasso estimation for GEFCom2014 probabilistic electric load forecasting
Ziel, Florian
;
Liu, Bidong
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1029-1037
Persistent link: https://www.econbiz.de/10011621989
Saved in:
9
K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting
Zhang, Yao
;
Wang, Jianxue
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1074-1080
Persistent link: https://www.econbiz.de/10011622018
Saved in:
10
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal
;
Peng, Huaming
;
Zhao, Yongchen
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
Saved in:
11
The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
Kabaila, Paul
;
Mainzer, Rheanna
;
Farchione, Davide
- In:
Economics letters
131
(
2015
),
pp. 12-15
Persistent link: https://www.econbiz.de/10011422500
Saved in:
12
Inverse probability tilting for moment condition models with missing data
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
The review of economic studies
79
(
2012
)
3
,
pp. 1053-1079
Persistent link: https://www.econbiz.de/10009613909
Saved in:
13
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
14
A simulation estimator for dynamic models of discrete choice
Hotz, Vincent Joseph
(
contributor
)
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001160739
Saved in:
15
Judgmental decomposition : when does it work?
MacGregor, Donald G.
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 495-506
Persistent link: https://www.econbiz.de/10001178921
Saved in:
16
Conditional choice probabilities and the estimation of dynamic models
Hotz, Vincent Joseph
- In:
The review of economic studies
60
(
1993
)
3
,
pp. 497-529
Persistent link: https://www.econbiz.de/10001147521
Saved in:
17
Estimating the variability of the Stein estimator by bootstrap
Yi, Gang
- In:
Economics letters
37
(
1991
)
3
,
pp. 293-298
Persistent link: https://www.econbiz.de/10001114214
Saved in:
18
A grouped data semiparametric competing risks model with nonparametric unobserved heterogeneity and mover-stayer structure
Moon, Choon-geol
- In:
Economics letters
37
(
1991
)
3
,
pp. 279-285
Persistent link: https://www.econbiz.de/10001114216
Saved in:
19
Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
McDonald, James B.
- In:
Economics letters
37
(
1991
)
3
,
pp. 273-278
Persistent link: https://www.econbiz.de/10001114218
Saved in:
20
A standardized test for the error components model with the two-way layout
Honda, Yuzo
- In:
Economics letters
37
(
1991
)
2
,
pp. 125-128
Persistent link: https://www.econbiz.de/10001114367
Saved in:
21
Testing exclusion restrictions for a misspecified Tobit model
Taylor, Larry W.
- In:
Economics letters
37
(
1991
)
4
,
pp. 411-416
Persistent link: https://www.econbiz.de/10001120371
Saved in:
22
Testing for skewness of regression disturbances
Godfrey, L. G.
- In:
Economics letters
37
(
1991
)
1
,
pp. 31-34
Persistent link: https://www.econbiz.de/10001110916
Saved in:
23
An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
Quah, Danny
- In:
Economics letters
33
(
1990
)
2
,
pp. 133-140
Persistent link: https://www.econbiz.de/10001088187
Saved in:
24
An application of extended rational approximants to White's information matrix test
Taylor, Larry W.
- In:
Economics letters
1
(
1989
),
pp. 49-53
Persistent link: https://www.econbiz.de/10001068814
Saved in:
25
Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable
Nawata, Kazumitsu
- In:
Economics letters
31
(
1989
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001078208
Saved in:
26
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P.
- In:
Economics letters
31
(
1989
)
4
,
pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
Saved in:
27
Asymptotic distribution of Durbin-Watson statistic
Srivastava, M. S.
- In:
Economics letters
2
(
1987
),
pp. 157-160
Persistent link: https://www.econbiz.de/10001032589
Saved in:
28
Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene
- In:
Economics letters
20
(
1986
)
2
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
Saved in:
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