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Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.; Ma, Tong; Barajas-Solano, … - In: International journal of forecasting 39 (2023) 2, pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
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Regression analysis : assumptions, alternatives, applications
Kleijnen, Jack P. C. - 1983
Persistent link: https://www.econbiz.de/10002229275
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Chapter 20. Wanting Robustness in Macroeconomics
Hansen, Lars Peter; Sargent, Thomas J. - In: Handbook of monetary economics : volume 3, (pp. 1097-1157). 2010
. Detection error probabilities can be used to discipline empirically plausible amounts of robustness. We describe applications to …
Persistent link: https://www.econbiz.de/10014025622
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Robustness Checks in Structural Analysis
Catherine, Sylvain; Ebrahimian, Mehran; Sraer, David … - 2023
Robustness checks, such as adding controls or sample splits, are a standard feature of reduced-form empirical research … the potentially large number of structural estimations required for such robustness checks. We demonstrate the validity …
Persistent link: https://www.econbiz.de/10014236835
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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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Robustness checks and robustness tests in applied economics
Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
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The largest nonidentifiable outlier : a comparison of multivariate simultaneous outlier identification rules
Becker, Claudia; Gather, Ursula - 2000
The aim of detecting outliers in a multivariate sample can be pursued in different ways. We investigate here the performance of several simultaneous multivariate outlier identification rules based on robust estimators of location and scale. It has been shown that the use of estimators with high...
Persistent link: https://www.econbiz.de/10009783550
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - In: Annals of financial economics 8 (2013) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010250276
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Robust estimation of Cronbach's alpha
Christmann, Andreas; Van Aelst, Stefan - 2002
Cronbach’s alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to...
Persistent link: https://www.econbiz.de/10009770913
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Quantile regression and structural change in the Italian wage equation
Furno, Marilena - In: Economic modelling 30 (2013), pp. 420-434
Persistent link: https://www.econbiz.de/10009706908