Search Results - subject:"coverage"

Confidence sets based on penalized maximum likelihood estimators

Pötscher, Benedikt M.; Schneider, Ulrike - Volkswirtschaftliche Fakultät, … - 2008

The finite-sample coverage properties of confidence intervals based on penalized maximum likelihood estimators like the …

Persistent link: https://www.econbiz.de/10005026624

fuzzy: A program for performing qualitative comparative analyses (QCA) in Stata

Longest, Kyle C.; Vaisey, Stephen - In: Stata Journal 8 (2008) 1, pp. 79-104

Qualitative comparative analysis (QCA) is an increasingly popular analytic strategy, with applications to numerous empirical fields. This article briefly discusses the substantive motivation and technical details of QCA, as well as fuzzy-set QCA, followed by an in-depth discussion of how the new...

Persistent link: https://www.econbiz.de/10005583369

Fiscal Coverage in the Countries of the Middle East and Central Asia; Current Situation and a Way Forward

Zakharova, Daria - International Monetary Fund (IMF) - 2008

This paper reviews some broad principles of fiscal coverage, building on cross-country experience. It discusses the … level of coverage that would be appropriate to conduct good quality fiscal analysis, while striking the right balance … between the costs and the benefits of expanding the coverage. In this context, the paper examines the current status of …

Persistent link: https://www.econbiz.de/10005769172

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

Eo, Yunjong; Morley, James C. - Volkswirtschaftliche Fakultät, … - 2008

in terms of producing short confidence sets with accurate coverage rates. Our approach also has the advantages of i …

Persistent link: https://www.econbiz.de/10005620167

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

Weron, Rafal; Misiorek, Adam - Volkswirtschaftliche Fakultät, … - 2008

This empirical paper compares the accuracy of 12 time series methods for short-term (day-ahead) spot price forecasting in auction-type electricity markets. The methods considered include standard autoregression (AR) models, their extensions – spike preprocessed, threshold and semiparametric...

Persistent link: https://www.econbiz.de/10005622046

Nonlinear pricing, market coverage, and competition

Yang, Huanxing; Ye, Lixin - In: Theoretical Economics 3 (2008) 1

, in particular the market coverage and quality distortions. We characterize the symmetric equilibrium menu of price …

Persistent link: https://www.econbiz.de/10005730969

The Role of Media for Consumers' Inflation Expectation Formation

Lamla, Michael J.; Lein, Sarah M. - KOF Swiss Economic Institute, Department of Management, … - 2008

which media can influence expectations. First, the intensity of news coverage on inflation plays a role (volume channel …

Persistent link: https://www.econbiz.de/10005731499

Contingent Liabilities; Issues and Practice

Cebotari, Aliona - International Monetary Fund (IMF) - 2008

Contingent liabilities have gained prominence in the analysis of public finance. Indeed, history is full of episodes in which the financial position of the public sector is substantially altered-or its true nature uncovered-as a result of government bailouts of financial or nonfinancial...

Persistent link: https://www.econbiz.de/10005599325

Systemic Banking Crises; A New Database

Valencia, Fabian; Laeven, Luc - International Monetary Fund (IMF) - 2008

This paper presents a new database on the timing of systemic banking crises and policy responses to resolve them. The database covers the universe of systemic banking crises for the period 1970-2007, with detailed data on crisis containment and resolution policies for 42 crisis episodes, and...

Persistent link: https://www.econbiz.de/10005599378

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

Eo, Yunjong; Morley, James C. - Volkswirtschaftliche Fakultät, … - 2008

in terms of producing short confidence sets with accurate coverage rates. Our approach also has the advantages of i …

Persistent link: https://www.econbiz.de/10005619602