Search Results - subject:"Statistical inference"

Econometric causality : the central role of thought experiments

Heckman, James J.; Pinto, Rodrigo - In: Journal of econometrics 243 (2024) 1/2, pp. 1-32

Persistent link: https://www.econbiz.de/10015075232

Estimating social effects with randomized and observational network data

Chan, TszKin Julian; Estrada, Juan; Huynh, Kim P.; … - In: Journal of econometric methods 13 (2024) 2, pp. 205-224

Persistent link: https://www.econbiz.de/10015117654

Hotelling and Wilson on statistical inference : local attitudes and universal dreams

Carvajalino, Juan; Mueller, Thomas - In: History of political economy 56 (2024) 3, pp. 561-586

Persistent link: https://www.econbiz.de/10015061770

High-dimensional granger causality tests with an application to VIX and news

Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of financial econometrics 22 (2024) 3, pp. 605-635

Persistent link: https://www.econbiz.de/10015045166

Comparing sequential forecasters

Choe, Yo Joong; Ramdas, Aaditya - In: Operations research 72 (2024) 4, pp. 1368-1387

Persistent link: https://www.econbiz.de/10015045380

Statistical inference for aggregation of Malmquist productivity indices

Pham, Manh; Simar, Léopold; Zelenyuk, Valentin - In: Operations research 72 (2024) 4, pp. 1615-1629

Persistent link: https://www.econbiz.de/10015045398

Improved inference for interactive fixed effects model under cross-sectional dependence

Gong, Zhenhao; Kim, Min Seong - In: Empirical economics : a quarterly journal of the … 67 (2024) 2, pp. 727-760

Persistent link: https://www.econbiz.de/10015048786

Robust and heterogenous odds ratio : estimating price sensitivity for unbought items

Pauphilet, Jean - In: Manufacturing & service operations management : M & SOM 26 (2024) 1, pp. 11-27

Persistent link: https://www.econbiz.de/10014471180

Inference based on time-varying SVARs identified with sign restrictions

Arias, Jonas; Rubio-Ramírez, Juan Francisco; Shin, Minchul - 2024

We propose an approach for Bayesian inference in \TV SVARs identified with sign restrictions. The linchpin of our approach is a class of rotation-invariant \TV SVARs in which the prior and posterior densities of any sequence of structural parameters belonging to the class are invariant to...

Persistent link: https://www.econbiz.de/10014481197

Distinguishing common ratio preferences from common ratio effects using paired valuation tasks

McGranaghan, Christina; Nielsen, Kirby; O'Donoghue, Ted; … - In: American economic review 114 (2024) 2, pp. 307-347

Persistent link: https://www.econbiz.de/10014483987