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Cebrián, Eduardo; Domenech, Josep - In: Applied economics letters 30 (2023) 6, pp. 811-815

Persistent link: https://www.econbiz.de/10013554014

Exposure to war and its labor market consequences over the life cycle

Braun, Sebastian; Stuhler, Jan - 2023

With 70 million dead, World War II remains the most devastating conflict in history. Of the survivors, millions were displaced, returned maimed from the battlefield, or spent years in captivity. We examine the impact of such wartime experiences on labor market careers and show that they often...

Persistent link: https://www.econbiz.de/10013554737

Health state utilities for beta-thalassemia : a time trade-off study

Martin, Antony P.; Ferri Grazzi, Enrico; Mighiu, Claudia; … - In: The European journal of health economics 24 (2023) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10013557035

Taming Estimation Errors in the HAR Model : Insights from Forecast Combination

Cheng, Mingmian - 2023

This paper conducts a comprehensive investigation of the "forecast combination puzzle" in the context of the heterogeneous autoregressive (HAR) model for volatility forecasting. The widely-used HAR model can be considered as a theoretically optimal combination of three random-walk forecasts...

Persistent link: https://www.econbiz.de/10014353414

Estimation Error and Partial Moments

Nawrocki, David; Viole, Fred - 2023

While partial moments like semivariance, lower and upper partial moments have seen acceptance by both academics and investment professionals, there are some who consider these measures to be ad hoc measures of investment performance. This paper seeks to provide the academic foundation for the...

Persistent link: https://www.econbiz.de/10014354807

Does Measurement Error Distort Our Perception of Crime Rates?

Boylan, Richard T. - 2023

often impute crime rates to compensatefor the 20--40% of agencies that do not report crime statistics. I show that all … commonly used methods underestimate crime. First, I show that passage of state laws requiring agencies to report crime leads to … underestimate local jurisdictions' crimes rates in states that do not require crime reporting. Second, I compare commonly used …

Persistent link: https://www.econbiz.de/10014357335

Machine Learning and Prediction Errors in Causal Inference

Allon, Gad; Chen, Daniel; Jiang, Zhenling; Zhang, Dennis - 2023

Machine learning is a growing method for causal inference. In machine learning settings, prediction errors are a commonly overlooked problem that can bias results and lead to arbitrarily incorrect parameter estimates. We consider a two-stage model where (1) machine learning is used to predict...

Persistent link: https://www.econbiz.de/10014359177

Inventory Systems with Record Inaccuracy : Transaction Errors vs Unobservable Loss

Chehrazi, Naveed - 2023

Problem definition. We present a continuous-time Bayesian model for managing inventory in a retail setting when inventory records are inaccurate. In our formulation, the inventory level and its record have separate dynamics. The former is driven by the demand and unobservable loss process while...

Persistent link: https://www.econbiz.de/10014359929

An Optimization Study on Assembly Errors

Kim, Geunhong; Kim, Hyunsu - 2023

Products cannot be produced as perfect as nominal values due to errors in manufacturing and assembly processes. These complex errors eventually affect the function and performance of the finished products. This paper deals with how to minimize the overall errors when assembling each part which...

Persistent link: https://www.econbiz.de/10014361021

Information-criterion-based lag length selection in vector autoregressive approximations for I(2) processes

Bauer, Dietmar - In: Econometrics : open access journal 11 (2023) 2, pp. 1-11

practice for more general processes, for example, unit root processes. In the I(1) case, the literature suggests that the … behavior is analogous to the stationary case. For I(2) processes, no such results are currently known. This note closes this … gap, concluding that information-criteria-based lag length selection for I(2) processes indeed shows similar properties to …

Persistent link: https://www.econbiz.de/10014362549