Search Results - subject:"Distributional regression"

Regression adjustment for estimating distributional treatment effects in randomized controlled trials

Oka, Tatsushi; Yasui, Shota; Hayakawa, Yuta; … - In: Econometric reviews 45 (2026) 1, pp. 2-17

Persistent link: https://www.econbiz.de/10015554928

Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices : the benefits of using isotonic distributional regression

Lipiecki, Arkadiusz; Uniejewski, Bartosz; Weron, Rafał - In: Energy economics 139 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015533113

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

Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression

Feng, Yuanhua; Härdle, Wolfgang - 2021

Persistent link: https://www.econbiz.de/10012625953

Bayesian inference for regression copulas

Smith, Michael S.; Klein, Nadja - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 712-728

Persistent link: https://www.econbiz.de/10012587971

Beta dispersion and market timing

Kuntz, Laura-Chloé - 2020

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...

Persistent link: https://www.econbiz.de/10012264452

A specification test for dynamic conditional distribution models with function-valued parameters

Troster, Victor; Wied, Dominik - In: Econometric reviews 40 (2021) 2, pp. 109-127

Persistent link: https://www.econbiz.de/10012483803

Subjective returns to education : rational expectations of disadvantaged groups in India

Balasubramanian, Pooja - 2020

subjective returns to education, we use a novel statistical technique: distributional regression. This method can be a complement …. Using the distributional regression, we observe that females and Muslims have left-skewed earnings distributions relative to …

Persistent link: https://www.econbiz.de/10012265523

The impact of a minimum wage change on the distribution of wages and household income

Redmond, Paul; Doorley, Karina; McGuinness, Séamus - 2020

We use distributional regression analysis to study the impact of a six percent increase in the Irish minimum wage on …

Persistent link: https://www.econbiz.de/10012161171

Beta dispersion and market timing

Kuntz, Laura-Chloé - In: Journal of empirical finance 59 (2020), pp. 235-256

Persistent link: https://www.econbiz.de/10012437978

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