Search Results - subject:"Model Selection"

Consumption and the interest rate : a changing dynamic?

Nordström, Martin - In: Applied economics 52 (2020) 51, pp. 5564-5578

Persistent link: https://www.econbiz.de/10012307780

A smooth transition finite mixture model for accommodating unobserved heterogeneity

Kappe, Eelco; DeSarbo, Wayne; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 580-592

Persistent link: https://www.econbiz.de/10012262497

The estimation of compensating wage differentials : lessons from the deadliest catch

Lavetti, Kurt - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 165-182

Persistent link: https://www.econbiz.de/10012179536

Multistep forecast selection for panel data

Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406

Persistent link: https://www.econbiz.de/10012181429

Model selection uncertainty and multimodel inference in partial least squares structural equation modeling (PLS-SEM)

Danks, Nicholas P.; Sharma, Pratyush N.; Sarstedt, Marko - In: Journal of business research : JBR 113 (2020), pp. 13-24

Persistent link: https://www.econbiz.de/10012230426

Combining models in longitudinal data analysis

Liu, Song; Yang, Yuhong - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 233-254

Persistent link: https://www.econbiz.de/10010848656

Estimating the marginal abatement cost curve of CO2 emissions in China: Provincial panel data analysis

Du, Limin; Hanley, Aoife; Wei, Chu - 2015

This paper estimates the Marginal Abatement Cost Curve (MACC) of CO2 emissions in China based on a provincial panel for the period of 2001-2010. The provincial marginal abatement cost (MAC) of CO2 emissions is estimated using a parameterized directional output distance function. Four types of...

Persistent link: https://www.econbiz.de/10010471506

Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area

Schwarzmüller, Tim - 2015

I study the performance of single predictor bridge equation models as well as a wide range of model selection and … area GDP growth. I explore to what extend model selection and model pooling techniques are able to outperform a simple …-samples. Moreover, model selection techniques turn out to produce quite poor forecasts in some sub-samples. On the contrary, model …

Persistent link: https://www.econbiz.de/10010471511

Restrictions on Risk Prices in Dynamic Term Structure Models

Bauer, Michael D. - 2015

Restrictions on the risk-pricing in dynamic term structure models (DTSMs) can unleash the power of no-arbitrage by creating a tighter link between cross-sectional and time-series variation of interest rates. This paper presents a new econometric framework for estimation of affine Gaussian DTSMs...

Persistent link: https://www.econbiz.de/10010500406

Disentangling irregular cycles in economic time series

Schober, Dominik; Woll, Oliver - 2015

Cycles play an important role when analyzing market phenomena. In many markets, both overlaying (weekly, seasonal or business cycles) and time-varying cycles (e.g. asymmetric lengths of peak and off peak or variation of business cycle length) exist simultaneously. Identification of these market...

Persistent link: https://www.econbiz.de/10011335347