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Statistics, data analysis, and decision modeling

Evans, James R.; Olson, David L. - 2003 - 2. ed

Persistent link: https://www.econbiz.de/10001665256

Threshold mixed data sampling logit model with an application to forecasting US bank failures

Yang, Lixiong; Ren, Mingjian; Bai, Jianming - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 433-477

Persistent link: https://www.econbiz.de/10015193798

Statistics, data analysis, and decision modeling

Evans, James R.; Basu, Ayanendranath - 2013 - 5th ed., internat. ed.

Persistent link: https://www.econbiz.de/10009525190

Statistics, data analysis, and decision modeling

Evans, James R. - 2010 - 4. ed., internat. ed.

Persistent link: https://www.econbiz.de/10003857594

Statistics, data analysis, and decision modeling

Evans, James R. - 2007 - 3. edition

Persistent link: https://www.econbiz.de/10003201028

Large Language Models : An Applied Econometric Framework

Ludwig, Jens; Mullainathan, Sendhil; Rambachan, Ashesh - National Bureau of Economic Research - 2025

How can we use the novel capacities of large language models (LLMs) in empirical research? And how can we do so while accounting for their limitations, which are themselves only poorly understood? We develop an econometric framework to answer this question that distinguishes between two types of...

Persistent link: https://www.econbiz.de/10015194989

Joint censoring of regressors and outcomes : survey nonresponse and attrition

Horowitz, Joel; Manski, Charles F. - 1994

Persistent link: https://www.econbiz.de/10000896408

Implications of stratified sampling for fair lending binary logit models

Clarke, Judith A.; Courchane, Marsha J. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 5-31

Persistent link: https://www.econbiz.de/10002694018

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011

Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by … high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the … macroeconomic applications, however, differences in sampling frequencies are often small. In such a case, it might not be necessary …

Persistent link: https://www.econbiz.de/10009490826

U-MIDAS : MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2012

Persistent link: https://www.econbiz.de/10009512876