Search Results - subject:"Sample Splitting"

Assumption-light and computationally cheap inference on inequality measures by sample splitting : the student t approach

Midões, Catarina; Crombrugghe, Denis de - In: Journal of economic inequality 21 (2023) 4, pp. 899-924

Persistent link: https://www.econbiz.de/10014452521

Estimating bank of Ghana's policy responses in the context of Taylor rule: Is the inflation target realistic?

Iddrisu, Abdul-Aziz; Alagidede, Imhotep Paul - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-18

Although literature acknowledges the nonlinearity in monetary policy behaviour of central banks, the appropriateness of the models used to capture the nonlinearity remains questionable. Moreover, the paucity of research on nonlinear monetary policy rules in the context of Africa and Ghana in...

Persistent link: https://www.econbiz.de/10014001437

Estimating bank of Ghana's policy responses in the context of Taylor rule : is the inflation target realistic?

Iddrisu, Abdul-Aziz; Alagidede, Imhotep Paul - In: Cogent economics & finance 9 (2021) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10013184453

Cross-Fitting and Averaging for Machine Learning Estimation of Heterogeneous Treatment Effects

Jacob, Daniel - 2020

We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the … Monte Carlo study with different data generation processes and consider twelve different estimators that vary in sample-splitting … sample-splitting iterations. Some meta-learners exhibit a high variance when the lasso is included in the ML methods …

Persistent link: https://www.econbiz.de/10012433258

Inference after estimation of breaks

Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2020

sample splitting approach that improves on conventional split-sample inference. …

Persistent link: https://www.econbiz.de/10012621111

Inference after estimation of breaks

Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2020

sample splitting approach that improves on conventional split-sample inference. …

Persistent link: https://www.econbiz.de/10012241853

Inference for heterogeneous effects using low-rank estimations

Chernozhukov, Victor; Hansen, Christian Bailey; Liao, Yuan - 2019

, we argue that this procedure should be embedded with "partial out the mean structure" and "sample splitting". The …

Persistent link: https://www.econbiz.de/10012146383

Inference after estimation of breaks

Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2019

data generating process such that the target parameter remains random in the limit. We also provide a novel sample … splitting approach that improves on conventional split-sample inference. …

Persistent link: https://www.econbiz.de/10012146403

Inference for heterogeneous effects using low-rank estimations

Chernozhukov, Victor; Hansen, Christian Bailey; Liao, Yuan - 2019

, we argue that this procedure should be embedded with "partial out the mean structure" and "sample splitting". The …

Persistent link: https://www.econbiz.de/10012014117

Inference after estimation of breaks

Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2019

data generating process such that the target parameter remains random in the limit. We also provide a novel sample … splitting approach that improves on conventional split-sample inference. …

Persistent link: https://www.econbiz.de/10012109832