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  • Search: subject:"Nested models"
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Year of publication
Subject
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nested models 19 Nested models 15 non-nested models 10 Theorie 9 Non-nested models 8 Theory 8 model confidence set 7 Forecasting model 6 Prognoseverfahren 6 Characteristics 5 demand 5 dimension reduction 5 revealed preference 5 Estimation 4 Estimation theory 4 Schätztheorie 4 Schätzung 4 Value-at-Risk forecasts 4 asymmetry 4 human capital 4 instrumental variables 4 leverage 4 volatility model comparison 4 Artificial nesting 3 Data mining 3 Financial variables 3 Frühindikator 3 General-to-specific model selection 3 In-sample tests 3 Leading indicator 3 Out-of-sample tests 3 Statistical method 3 Statistische Methode 3 Statistischer Test 3 Stock return predictability 3 Unemployment 3 forecast evaluation 3 generalized linear model 3 harmonization 3 international migration 3
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Online availability
All
Free 33 Undetermined 20 CC license 1
Type of publication
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Article 31 Book / Working Paper 31
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 10 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 research-article 2 Article 1
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Language
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Undetermined 32 English 29 German 1
Author
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Polisson, Matthew 5 Brunello, Giorgio 4 Fort, Margherita 4 Hutter, Christian 4 Weber, Enzo 4 Weber, Guglielmo 4 Weiss, Christoph T. 4 Binet, Marie-Estelle 3 Caporin, Massimiliano 3 Carlevaro, Fabrizio 3 Cate, Arie ten 3 Gupta, Rangan 3 McAleer, Michael 3 Modise, Mampho P. 3 Paul, Michel 3 Busetti, Fabio 2 Dabas, Chitra 2 Dahlquist, Steven H. 2 Hansen, Peter Reinhard 2 Hult, G. Tomas M. 2 Kolev, Kalin 2 Lavergne, Pascal 2 Li, Tong 2 Marcucci, Juri 2 McNelis, Paul D. 2 Ningaye, Paul 2 Timmermann, Allan 2 Vuong, Quang 2 Wilson, Paul 2 Bache, Stefan Holst Milton 1 Caporin, M. 1 Carpio, Carlos E. 1 Cho, Cheol-Keun 1 Cooray, Arusha 1 Debarsy, Nicolas 1 Elsayed, Khaled 1 Erkan Ozkaya, H. 1 Ertur, Kamil C. 1 FINGLETON, Bernard 1 Fang, Fang 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Center for Sundhedsøkonomisk Forskning (COHERE), Institut for Virksomhedsledelse og Økonomi 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Leicester University 1 Department of Economics, Oxford University 1 HAL 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institute for Fiscal Studies (IFS) 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Kyoto University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
Econometric Institute Report 2 Econometric Institute Research Papers 2 Economics letters 2 IFS Working Papers 2 IZA Discussion Papers 2 International Journal of Development Issues 2 Jahrbücher für Nationalökonomie und Statistik 2 Statistical Papers / Springer 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 Agricultural Water Management 1 Applied Econometrics 1 Applied Economics 1 Applied economics 1 COHERE Working Paper 1 CREATES Research Papers 1 CeMMAP working papers 1 Discussion Papers in Economics 1 Discussion paper series / IZA 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic Modelling 1 Economic modelling 1 Economics Letters 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Environmental & Resource Economics 1 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 1 Estudios de Economía Aplicada 1 IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung 1 IAB-Discussion Paper 1 IFS working paper 1 International Business Review 1 International Journal of Financial Studies : open access journal 1 International Journal of Forecasting 1 International business review : the official journal of the European International Business Academy 1 International journal of forecasting 1 Journal of Business Ethics 1 Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) 1 KIER Working Papers 1 MPRA Paper 1 Nota di Lavoro 1 Pacific-Basin Finance Journal 1
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Source
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RePEc 37 ECONIS (ZBW) 16 EconStor 7 Other ZBW resources 2
Showing 21 - 30 of 62
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Goods Versus Characteristics: Revealed Preference Procedures for Nested Models
Polisson, Matthew - Department of Economics, Oxford University - 2011
methodology for testing nested models of this class using nonparametric revealed preference techniques.  Of primary interest is to …
Persistent link: https://www.econbiz.de/10008829646
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Model Selection and Testing of Conditional and Stochastic Volatility Models
Caporin, Massimiliano; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2010
This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and conditions for the existence of moments and...
Persistent link: https://www.econbiz.de/10010731696
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Model Selection and Testing of Conditional and Stochastic Volatility Models
Caporin, Massimiliano; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010
This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and conditions for the existence of moments and...
Persistent link: https://www.econbiz.de/10008642393
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Model Selection and Testing of Conditional and Stochastic Volatility Models
Caporin, M.; McAleer, M.J. - Erasmus University Rotterdam, Econometric Institute - 2010
This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and conditions for the existence of moments and...
Persistent link: https://www.econbiz.de/10008677982
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The Effect of Label Information on Farmers’ Pesticide Choice
Hasing, Tomas; Carpio, Carlos E.; Willis, David B.; … - Agricultural and Applied Economics Association - AAEA - 2010
The general objective of this study was to analyze the effect of labeling information on farmers’ herbicide choice. Herbicide choices made by farmers were used to estimate their willingness to pay for different herbicide attributes. Estimation results indicate that human health and...
Persistent link: https://www.econbiz.de/10009020541
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics Letters 127 (2015) C, pp. 51-53
The Vuong test for non-nested models is being widely used as a test of zero-inflation. We show that such use is …
Persistent link: https://www.econbiz.de/10011189548
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
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Constructing a new leading indicator for unemployment from a survey among German employment agencies
Hutter, Christian; Weber, Enzo - In: Applied economics 47 (2015) 31/33, pp. 3540-3558
Persistent link: https://www.econbiz.de/10011293512
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics letters 127 (2015), pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
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A Model of Inflation for Sri Lanka
Cooray, Arusha - In: Review of Applied Economics 4 (2008) 1-2
This paper uses two models: an open economy model and a closed economy model to estimate a price equation for Sri Lanka. The results suggest greater support for the open economy model. Consistent with previous studies for Sri Lanka, supply side factors appear to be important in influencing the...
Persistent link: https://www.econbiz.de/10005256559
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