Search Results - subject:"measurement errors."

An Evaluation of the World Economic Outlook Forecasts

Timmermann, Allan - International Monetary Fund (IMF) - 2006

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forecasts. This paper conducts a series of statistical tests to evaluate the quality of...

Persistent link: https://www.econbiz.de/10005769333

Theorical and empirical implications of the new definition of unemployment in colombia

Guataquí, Juan Carlos; TABORDA, Rodrigo - In: REVISTA DE ECONOMÍA DEL ROSARIO (2006)

In June 2000 Colombia adopted a new definition of unemployment following the standars of the International Labour Organisation (ILO). This change implied a reduction of the unemployment rate of about two (percentage) points. In this paper we contrast the Colombian case with other...

Persistent link: https://www.econbiz.de/10005262817

Common Factors in Latin America's Business Cycles

Timmermann, Allan; Catão, Luis; Aiolfi, Marco - International Monetary Fund (IMF) - 2006

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financial variables spanning over a century. The constructed indices are used to derive a...

Persistent link: https://www.econbiz.de/10005264082

Semiparametric analysis of additive isotonic errors-in-variables regression models

Sun, Zhimeng; Zhang, Zhongzhan - In: Statistics & Probability Letters 83 (2013) 1, pp. 100-114

We consider the estimation of a semiparametric additive isotonic regression model with error-prone covariates. We show the limiting distributions of the proposed estimators of the parametric component as well as the functional component. A simulation study is carried out to investigate the...

Persistent link: https://www.econbiz.de/10010593893

Estimation in linear regression models with measurement errors subject to single-indexed distortion

Zhang, Jun; Gai, Yujie; Wu, Ping - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 103-120

In this paper, we consider statistical inference for linear regression models when neither the response nor the predictors can be directly observed, but are measured with errors in a multiplicative fashion and distorted as single index models of observable confounding variables. We propose a...

Persistent link: https://www.econbiz.de/10010595075

Partial linear single index models with distortion measurement errors

Zhang, Jun; Yu, Yao; Zhu, Li-Xing; Liang, Hua - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 237-267

We study partial linear single index models when the response and the covariates in the parametric part are measured with errors and distorted by unknown functions of commonly observable confounding variables, and propose a semiparametric covariate-adjusted estimation procedure. We apply the...

Persistent link: https://www.econbiz.de/10010634435

The information content of implied volatility index (India VIX)

Shaikh, Imlak; Padhi, Puja - In: Global business perspectives 1 (2013) 4, pp. 359-378

Persistent link: https://www.econbiz.de/10010230219

Quasi Score is more efficient than Corrected Score in a polynomial measurement error model

Shklyar, Sergiy; Schneeweiss, Hans; Kukush, Alexander - 2005

We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The measurement error variance is supposed to be known. The covariate is normally distributed with known mean and variance. Quasi Score (QS) and Corrected Score (CS) are two consistent estimation...

Persistent link: https://www.econbiz.de/10010266230

Total Factor Productivity and the Mongolian Transition

Chessa, Antonio G.; Schouwstra, Marije C. - 2005

Productivity of Mongolia was tested not only for errors in all estimated values but also for measurement errors in the data. It was … the data of Mongolia much more closely than closing only the least efficient enterprises; and that measurement errors in …

Persistent link: https://www.econbiz.de/10010325301

Some recent advances in measurement error models and methods

Schneeweiss, Hans; Augustin, Thomas - 2005

A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding … these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several … nature, classification errors play a similar role as measurement errors in continuous data. The paper also reviews some …

Persistent link: https://www.econbiz.de/10010332971