Search Results - subject:"POST Model"

A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models

Liao, Zhipeng; Shi, Xiaoxia - In: Quantitative Economics 11 (2020) 3, pp. 983-1017

provide a framework for conducting uniformly valid post model selection inference for model parameters. The finite sample … performance of the nondegenerate test and that of the post model selection inference procedure are illustrated in a mean …

Persistent link: https://www.econbiz.de/10013189742

A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models

Liao, Zhipeng; Shi, Xiaoxia - In: Quantitative economics : QE ; journal of the … 11 (2020) 3, pp. 983-1017

Persistent link: https://www.econbiz.de/10012315790

Valid confidence intervals for post-model-selection predictors

Bachoc, Francois; Leeb, Hannes; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2014

We consider inference post-model-selection in linear regression. In this setting, Berk et al.(2013) recently introduced … paper, we generalize the PoSI intervals to post-model-selection predictors. …

Persistent link: https://www.econbiz.de/10011109357

Auswirkungen der COVID-19-Pandemie auf die IFRS-Rechnungslegung deutscher Kreditinstitute : IFRS 9 und IFRS 13 im Fokus

Mbenda, Nadine; Bäthe-Guski, Martina; Weichert, Sebastian - In: IRZ : Zeitschrift für internationale Rechnungslegung 15 (2020) 7/8, pp. 351-354

Persistent link: https://www.econbiz.de/10012262316

Estimating and Correcting the Effects of Model Selection Uncertainty ; Estimating and Correcting the Effects of Model Selection Uncertainty

Nguefack Tsague, Georges Lucioni Edison - 2006

Persistent link: https://www.econbiz.de/10010353200

Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values

Leeb, Hannes; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2012

We point out that the ideas underlying some test procedures recently proposed for testing post-model-selection (and for …

Persistent link: https://www.econbiz.de/10011108819

Knowledge will set you free : Enhancing the firm’s responsiveness to institutional change

Dau, Luis Alfonso - In: International Journal of Emerging Markets 11 (2016) 2, pp. 121-147

Purpose – The purpose of this paper is to combine notions from the POST Model of Economic Geography and Learning Theory … literature by linking the POST Model with the classification of types of knowledge from Learning Theory. The paper analyzes how … combining it with the POST Model of Economic Geography to study how each of the three sources of knowledge (and their …

Persistent link: https://www.econbiz.de/10014788380

Knowledge will set you free : enhancing the firm's responsiveness to institutional change

Dau, Luis Alfonso - In: International journal of emerging markets 11 (2016) 2, pp. 121-147

Persistent link: https://www.econbiz.de/10011587820

Post-l1-penalized estimators in high-dimensional linear regression models

Belloni, Alexandre; Chernozhukov, Victor - 2010

In this paper we study post-penalized estimators which apply ordinary, unpenalized linear regression to the model selected by first-step penalized estimators, typically LASSO. It is well known that LASSO can estimate the regression function at nearly the oracle rate, and is thus hard to improve...

Persistent link: https://www.econbiz.de/10010288394

Confidence Sets Based on Sparse Estimators Are Necessarily Large

Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2007

Confidence sets based on sparse estimators are shown to be large compared to more standard confidence sets, demonstrating that sparsity of an estimator comes at a substantial price in terms of the quality of the estimator. The results are set in a general parametric or semiparametric framework.

Persistent link: https://www.econbiz.de/10005014743