Search Results - subject:"conditional mean"

Regression-based causal analysis from the potential outcomes perspective

Terza, Joseph Vincent - In: Journal of econometric methods 9 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012197288

Estimation of fixed effects dynamic panel data models : linear differencing or conditional expectation

Hsiao, Cheng - In: Econometric reviews 39 (2020) 8, pp. 858-874

Persistent link: https://www.econbiz.de/10012295585

Portfolio turnover when IC is time-varying

Ding, Zhuanxin; Martin, R. Douglas; Yang, Chaojun - In: The journal of asset management 21 (2020) 7, pp. 609-622

Persistent link: https://www.econbiz.de/10012421074

The reserve uncertainties in the chain ladder model of mack revisited

Gisler, Alois - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 787-821

Persistent link: https://www.econbiz.de/10012125164

Optimum thresholding using mean and conditional mean squared error

Figueroa-López, José E.; Mancini, Cecilia - In: Journal of econometrics 208 (2019) 1, pp. 179-210

Persistent link: https://www.econbiz.de/10012139829

Money-Income Granger-Causality in Quantiles

Lee, Tae-Hwy; Yang, Weiping - Department of Economics, University of California-Riverside - 2014

. However, those empirical studies are almost entirely on Granger-causality in the conditional mean. Compared to conditional …. On the other hand, money-income Granger-causality in the conditional mean is quite weak and unstable. These empirical … testing Granger-causality in conditional mean. Money does Granger-cause income more strongly than it has been known and …

Persistent link: https://www.econbiz.de/10010944665

A generalized goodness-of-functional form test for binary and fractional regression models

Ramalho, Esmeralda A.; Ramalho, Joaquim J.S.; Murteira, … - Centro de Estudos e Formação Avançada em Gestão e … - 2013

This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression …

Persistent link: https://www.econbiz.de/10010668026

A frequentist approach to Bayesian asymptotics

Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - In: Journal of econometrics 206 (2018) 2, pp. 359-378

Persistent link: https://www.econbiz.de/10012110394

Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints

Yamada, Yuji; Primbs, James A. - In: Asia-Pacific financial markets 25 (2018) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012032980

Testing conditional mean independence under symmetry

Chen, Tao; Ji, Yuanyuan; Zhou, Yahong; Zhu, Pingfang - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 615-627

Persistent link: https://www.econbiz.de/10012249219