Search Results - subject:"Type 1 errors"

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Time-variation, multiple testing, and the factor zoo

Smith, Simon C. - In: International review of financial analysis 84 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013472944

A Bayesian solution to multicollinearity through unobserved common factors

Assaf, A. Georges; Tsionas, Efthymios G. - In: Tourism management : research, policies, practice 84 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012494601

Assessing Early Warning Systems; How Have they Worked in Practice?

Berg, Andrew; Borensztein, Eduardo; Pattillo, Catherine A. - International Monetary Fund (IMF) - 2004

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork and to available non-model-based forecasts, such as agency ratings and private...

Persistent link: https://www.econbiz.de/10005768990