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This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10010276178
This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated...
Persistent link: https://www.econbiz.de/10005763536
Bayesian estimation and prediction procedure that allows for the possibility of new breaks over the forecast horizon, taking …
Persistent link: https://www.econbiz.de/10010276180
This review paper articulates the relationship between prediction market data and event studies, with a special focus … prediction markets can mitigate these biases. …
Persistent link: https://www.econbiz.de/10010278809
consistent with economic theory. The general model we suggest may provide future research with an interesting setting to test …
Persistent link: https://www.econbiz.de/10010262185
estimated returns to ability and education – of employer learning about unobserved worker?s productivity and statistical …
Persistent link: https://www.econbiz.de/10010262759
We propose a specification test for a wide range of parametric models for the conditional distribution function of an outcome variable given a vector of covariates. The test is based on the Cramer-von Mises distance between an unrestricted estimate of the joint distribution function of the data,...
Persistent link: https://www.econbiz.de/10010282420
Predictions of whether newly unemployed individuals will become long-term unemployed are important for the planning and policy mix of unemployment insurance agencies. We analyze unique data on three sources of information on the probability of re-employment within 6 months (RE6), for the same...
Persistent link: https://www.econbiz.de/10014377329
predict startup performance with either high or very high accuracy with the exception of high returns on assets where … derived from the BPS texts while an accurate prediction of startup survival and high employment growth needs the combination …
Persistent link: https://www.econbiz.de/10012207710
information on keyword search volumes in prediction models significantly improves forecast accuracy over a number of cross …
Persistent link: https://www.econbiz.de/10012322575