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Displaying results 1 to 12 of 12.

  1. Journal for studies in economics and econometrics
    SEE
    Published: 17 Feb 2022-; -2020
    Publisher:  Taylor & Francis, Abingdon ; [Verlag nicht ermittelbar], Stellenbosch

    Hochschule Aalen, Bibliothek
    21.1997,1 -
    No inter-library loan
    Max-Planck-Institut für Bildungsforschung, Bibliothek und wissenschaftliche Information
    No inter-library loan
    Max-Planck-Institut für Wissenschaftsgeschichte, Bibliothek
    lizenziert: 2008 - 2020
    No inter-library loan
    Max-Planck-Institut für Wissenschaftsgeschichte, Bibliothek
    lizenziert: 21.1997,1 -
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Stiftung Wissenschaft und Politik (SWP), Bibliothek
    21.1997,1 -
    No inter-library loan
    Universitätsbibliothek Braunschweig
    lizenziert: 21.1997,1 -
    No inter-library loan
    Technische Universität Chemnitz, Universitätsbibliothek
    2008 - 2020
    No inter-library loan
    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    2008 - 2020
    No inter-library loan
    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    21.1997,1 -
    No inter-library loan
    Fachhochschule Erfurt, Hochschulbibliothek
    lizenziert: 21.1997,1 -
    No inter-library loan
    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
    lizenziert: 21.1997,1 -
    No inter-library loan
    DIPF | Leibniz-Institut für Bildungsforschung und Bildungsinformation, Bibliothek
    21.1997,1 -
    No inter-library loan
    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
    21.1997,1 -
    No loan of volumes, end user receives digital copy
    Universitätsbibliothek Greifswald
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Leibniz-Institut für Agrarentwicklung in Transformationsökonomien, Bibliothek
    lizenziert: 21.1997,1 -
    No inter-library loan
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    HafenCity Universität Hamburg, Bibliothek
    lizenziert: 21.1997,1 -
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    lizenziert: 2008 - 2020
    No loan of volumes, only paper copies will be sent
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    lizenziert: 21.1997,1 -
    No inter-library loan
    Universitätsbibliothek Heidelberg
    2008 - 2020
    No loan of volumes, only paper copies will be sent
    Bibliothek LIV HN Sontheim
    21.1997,1 -
    No inter-library loan
    Universitätsbibliothek Hildesheim
    lizenziert: 2008 - 2020
    No loan of volumes, only paper copies will be sent
    Max-Planck-Institut für Chemische Ökologie und Max-Planck-Institut für Biogeochemie, Wissenschaftliche Bibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    lizenziert: 2008 -
    No loan of volumes, only paper copies will be sent
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    lizenziert: 2008 -
    No loan of volumes, only paper copies will be sent
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    2008 - 2020
    No loan of volumes, only paper copies will be sent
    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Max-Planck-Institut für Dynamik Komplexer Technischer Systeme, Bibliothek
    No inter-library loan
    Otto-von-Guericke-Universität, Universitätsbibliothek
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Otto-von-Guericke-Universität, Universitätsbibliothek, Medizinische Zentralbibliothek
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Universitätsbibliothek Mannheim
    21.1997,1 -
    No inter-library loan
    Max-Planck-Institut für Sozialrecht und Sozialpolitik, Abteilung für ausländisches und internationales Sozialrecht sowie Abteilung Munich Center for the Economics of Aging (MEA), Bibliothek
    No inter-library loan
    Max-Planck-Institut für Psycholinguistik, Bibliothek
    No inter-library loan
    Universitätsbibliothek Osnabrück
    No inter-library loan
    Max-Planck-Institut für Evolutionsbiologie, Bibliothek
    No inter-library loan
    Universität Potsdam, Universitätsbibliothek
    lizenziert: 21.1997,1 -
    No loan of volumes, only paper copies will be sent
    Hochschulbibliothek Reutlingen (Lernzentrum)
    21.1997,1 -
    No inter-library loan
    Universitätsbibliothek Rostock
    lizenziert: 2008 - 2020
    No loan of volumes, only paper copies will be sent
    Universitätsbibliothek Rostock
    lizenziert: 21.1997,1 - 30.2006,3
    No inter-library loan
    Universitätsbibliothek Rostock
    lizenziert: 31.2007,1 - 35.2011,3
    No inter-library loan
    Hochschule für Technik und Wirtschaft des Saarlandes, Bibliothek / Bereich Goebenstraße
    21.1997,1 -
    No inter-library loan
    Max-Planck-Institut für Informatik, Campusbibliothek für Informatik und Mathematik
    21.1997,1 -
    No inter-library loan
    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
    2008 - 2020
    No loan of volumes, only paper copies will be sent
    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
    21.1997,1 -
    No loan of volumes, end user receives digital copy
    Universitätsbibliothek der Eberhard Karls Universität
    21.1997,1 -
    No loan of volumes, end user receives digital copy
    Universitätsbibliothek Vechta
    No inter-library loan
    UB Weimar
    lizenziert: 21.1997,1 -
    No inter-library loan
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    Source: Staatsbibliothek zu Berlin
    Language: English; Afrikaans
    Media type: E-Journal
    Format: Online
    ISSN: 2693-5198
    Parent title: In: African journals onLine; Oxford : INASP, 1998
    Subjects: Wirtschaftswissenschaft; Ökonometrie; Südafrika
    Notes:

    Gesehen am 24.05.2023

  2. Bayesian approaches to shrinkage and sparse estimation
    Published: [2022]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

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    Verlag (kostenfrei)
    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 714
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 22, 02
    Subjects: Bayes-Statistik; Ökonometrie; Ökonometrisches Modell; Algorithmus
    Scope: 1 Online-Ressource (circa 122 Seiten), Illustrationen
  3. The Inverse Hyperbolic Sine Transformation and Retransformed Marginal Effects
    Published: April 2022
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    This paper shows how to calculate consistent marginal effects on the original scale of the outcome variable in Stata after estimating a linear regression with a dependent variable that has been transformed by the inverse hyperbolic sine function. The... more

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    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    No inter-library loan
    Universitätsbibliothek Freiburg
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan

     

    This paper shows how to calculate consistent marginal effects on the original scale of the outcome variable in Stata after estimating a linear regression with a dependent variable that has been transformed by the inverse hyperbolic sine function. The method uses a nonparametric retransformation of the error term and accounts for any scaling of the dependent variable. The inverse hyperbolic sine function is not invariant to scaling, which is known to shift marginal effects between those from an untransformed dependent variable to those of a log-transformed dependent variable

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w29998
    Subjects: Ökonometrie
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  4. Highly Powered Analysis Plans
    Published: March 2022
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    Formal analysis plans limit false discoveries by registering and multiplicity adjusting statistical tests. As each registered test reduces power on other tests, researchers prune hypotheses based on prior knowledge, often by combining related... more

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    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    No inter-library loan
    Universitätsbibliothek Freiburg
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan

     

    Formal analysis plans limit false discoveries by registering and multiplicity adjusting statistical tests. As each registered test reduces power on other tests, researchers prune hypotheses based on prior knowledge, often by combining related indicators into evenly-weighted indices. We propose two improvements to maximize learning within these types of analysis plans. First, we develop data-driven optimized indices that can yield more powerful tests than evenly-weighted indices. Second, we discuss organizing the logical structure of an analysis plan into a gated tree that directs type I error towards these high-powered tests. In simulations we show that researchers may prefer these "optimus gates" across a wide range of data-generating processes. We then assess our strategy using the community-driven development (CDD) application from Casey et al. (2012) and the Oregon Health Insurance Experiment from Finkelstein et al. (2012). We find substantial power gains in both applications, meaningfully changing the conclusions of Casey et al. (2012)

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w29843
    Subjects: Mikroökonometrie; Versuchsplanung; Experimentelle Ökonomik; Ökonometrie
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  5. Essays on risk and econometrics
    Author: Yuan, Yue
    Published: [2022]
    Publisher:  Rozenberg Publishers, [Amsterdam]

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    B 430198
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    ISBN: 9789036106825
    Series: Tinbergen Institute research series ; no. 793
    Subjects: Immobilienpreis; Erdbeben; Risiko; Stadt; Japanisch; Ökonometrie; Regressionsanalyse; WALS estimator
    Scope: 130 Seiten, Illustrationen
    Notes:

    Dissertation, Universiteit van Amsterdam, 2022

  6. Extremes in statistics and econometrics
    Published: [2022]
    Publisher:  Rozenberg Publishers, [Amsterdam]

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    B 430199
    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Print
    ISBN: 9789036106832
    Series: Tinbergen Institute research series ; no. 796
    Subjects: Statistische Methodenlehre; Ausreißer; Ökonometrie; Theorie
    Scope: ix, 139 Seiten, Illustrationen
    Notes:

    Dissertation, Erasmus University Rotterdam, 2022

  7. Causality and Econometrics
    Published: 2022
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    This paper examines the econometric causal model for policy analysis developed by the seminal ideas of Ragnar Frisch and Trygve Haavelmo. We compare the econometric causal model with two popular causal frameworks: Neyman-Holland causal model and the... more

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    Resolving-System (kostenfrei)
    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    No inter-library loan
    Universitätsbibliothek Freiburg
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan

     

    This paper examines the econometric causal model for policy analysis developed by the seminal ideas of Ragnar Frisch and Trygve Haavelmo. We compare the econometric causal model with two popular causal frameworks: Neyman-Holland causal model and the do-calculus. The Neyman-Holland causal model is based on the language of potential outcomes and was largely developed by statisticians. The do-calculus, developed by Judea Pearl and co-authors, relies on Directed Acyclic Graphs (DAGs) and is a popular causal framework in computer science. We make the case that economists who uncritically use these approximating frameworks often discard the substantial benefits of the econometric causal model to the detriment of more informative economic policy analyses. We illustrate the versatility and capabilities of the econometric framework using causal models that are frequently studied by economists

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: NBER working paper series ; no. w29787
    Subjects: Kausalanalyse; Graphentheorie; Ökonometrie; directed acyclic graph
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  8. Essays in predictive and causal machine learning
    Published: 2022

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    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Ökonometrie; Kausalanalyse; Maschinelles Lernen; Econometrics; Machine Learning; Causal Inference
    Scope: 1 Online-Ressource (circa 235 Seiten), Illustrationen
    Notes:

    Dissertation, University of St.Gallen, 2021

  9. Asset Pricing with Panel Tree Under Global Split Criteria
    Published: December 2022
    Publisher:  National Bureau of Economic Research, Cambridge, Mass

    We develop a new class of tree-based models (P-Tree) for analyzing (unbalanced) panel data utilizing global (instead of local) split criteria that incorporate economic guidance to guard against overfitting while preserving interpretability. We grow a... more

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    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
    No inter-library loan
    Universitätsbibliothek Freiburg
    No inter-library loan
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    No inter-library loan
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    No inter-library loan
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    No inter-library loan
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    No inter-library loan

     

    We develop a new class of tree-based models (P-Tree) for analyzing (unbalanced) panel data utilizing global (instead of local) split criteria that incorporate economic guidance to guard against overfitting while preserving interpretability. We grow a P-Tree top-down to split the cross section of asset returns to construct stochastic discount factor and test assets, generalizing sequential security sorting and visualizing (asymmetric) nonlinear interactions among firm characteristics and macroeconomic states. Data-driven P-Tree models reveal that idiosyncratic volatility and earnings-to-price ratio interact to drive cross-sectional return variations in U.S. equities; market volatility and inflation constitute the most critical regime-switching that asymmetrically interact with characteristics. P-Trees outperform most known observable and latent factor models in pricing individual stocks and test portfolios, while delivering transparent trading strategies and risk-adjusted investment outcomes (e.g., out-of-sample annualized Sharp ratios of about 3 and monthly alpha around 0.8%)

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NBER working paper series ; no. w30805
    Subjects: Portfolio-Management; CAPM; Ökonometrie; Econometric and Statistical Methods and Methodology: General; Portfolio Choice; Investment Decisions; Asset Pricing; Trading Volume; Bond Interest Rates
    Scope: 1 Online-Ressource, illustrations (black and white)
    Notes:

    Hardcopy version available to institutional subscribers

  10. Essays on U.S. corporate bonds
    Published: 2022

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Contributor: Nteventzis, Dimitrios (MitwirkendeR)
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    5262
    Subjects: Industrieobligation; Maschinelles Lernen; Ökonometrie; Kausalität; Kapitalanlage; Lasso; False discovery rate; Event study; Causality; Machine learning; Factor selection; Corporate bond funds; Capital investment; Corporate bonds; Synthetic control method; Econometrics; Fallen angel
    Scope: 1 Online-Ressource (circa 143 Seiten), Illustrationen
    Notes:

    Dissertation, University of St.Gallen, 2022

    Thomas Philipp Aeschbacher: The preannouncement sell-off of fallen angel bonds : an event study using a novel benchmark

    Thomas Philipp Aeschbacher, Dimitrios Nteventzis: The cross-section of corporate bond returns

    Thomas Philipp Aeschbacher, Dimitrios Nteventzis: Luck versus skill in the corporate bond fund market

  11. Minorities in schools
    three empirical essays in education economics
    Published: 2022

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    5246
    Subjects: Bildungsökonomie; Ökonometrie
    Scope: 1 Online-Ressource (circa 233 Seiten), Illustrationen
    Notes:

    Dissertation, University of St.Gallen, 2022

  12. Journal for studies in economics and econometrics
    SEE
    Published: 17 Feb 2022-; -2020
    Publisher:  Taylor & Francis, Abingdon ; [Verlag nicht ermittelbar], Stellenbosch

    Max-Planck-Institut für Bildungsforschung, Bibliothek und wissenschaftliche Information
    Unlimited inter-library loan, copies and loan
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan
    Universität Potsdam, Universitätsbibliothek
    Unlimited inter-library loan, copies and loan
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    Source: Staatsbibliothek zu Berlin
    Language: English; Afrikaans
    Media type: E-Journal
    Format: Online
    ISSN: 2693-5198
    Parent title: In: African journals onLine; Oxford : INASP, 1998
    Subjects: Wirtschaftswissenschaft; Ökonometrie; Südafrika
    Notes:

    Gesehen am 24.05.2023