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Estimating fixed effects : perfect prediction and bias in binary response panel models, with an application to the hospital readmissions reduction program

Kunz, Johannes; Staub, Kevin E.; Winkelmann, Rainer - 2017

) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as … these have become increasingly important in applied work. Second, we build on a bias-reduction approach originally developed …

Persistent link: https://www.econbiz.de/10011764680

What predicts U.S. recessions?

Liu, Weiling; Mönch, Emanuel - 2014

We reassess the predictability of U.S. recessions at horizons from three months to two years ahead for a large number of previously proposed leading-indicator variables. We employ an efficient probit estimator for partially missing data and assess relative model performance based on the receiver...

Persistent link: https://www.econbiz.de/10010404520

The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations

Lange, Ronald Henry - In: The North American journal of economics and finance : a … 44 (2018), pp. 80-91

Persistent link: https://www.econbiz.de/10012036297

Estimation bias and feasible conditional forecasts from the first-order moving average model

Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80

Persistent link: https://www.econbiz.de/10010225248

Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression

Phillips, Peter C. B. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 521-555

Persistent link: https://www.econbiz.de/10011339279

Forecast bias and MSFE encompassing

Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542

Persistent link: https://www.econbiz.de/10001522147

Outlier robust small area estimation under spatial correlation

Schmid, Timo; Tzavidis, Nikos; Münnich, Ralf T.; … - 2015

Modern systems of official statistics require the estimation and publication of business statistics for disaggregated … area estimation. Recently proposed outlier robust modelbased small area methods assume, however, uncorrelated random …

Persistent link: https://www.econbiz.de/10010486950

Pitfalls and possibilities in predictive regression

Phillips, Peter C. B. - 2015

Persistent link: https://www.econbiz.de/10011312325

Modeling and forecasting the additive bias corrected extreme value volatility estimator

Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176

Persistent link: https://www.econbiz.de/10010529043

Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect

Kumar, Dilip - In: Journal of quantitative economics 16 (2018) 2, pp. 313-335

Persistent link: https://www.econbiz.de/10012418486