Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Daniel Gutknecht"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2008f96e68d285078f68ca14202aa8af
https://doi.org/10.2139/ssrn.4375650
https://doi.org/10.2139/ssrn.4375650
Autor:
Jack Fosten, Daniel Gutknecht
Publikováno v:
Empirical Economics. 61:667-692
This paper introduces a new statistical procedure to discriminate between competing forecasting models at different forecast horizons. Unlike existing tests, which eliminate a model from all horizons if dominated according to some loss measure, our m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3fcf734530af34972542dc377151ed7d
https://doi.org/10.1007/s00181-020-01891-7
https://doi.org/10.1007/s00181-020-01891-7
Autor:
Daniel Gutknecht
This paper develops a test for monotonicity of nonparametric regression models under endogeneity, which in its generality is novel in the literature. The test statistic, which is built upon a second order U-process, introduces `correction terms' base
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34266bf407af48e28d9e70d5a0aa30f5
https://ora.ox.ac.uk/objects/uuid:b2f68e62-a382-4352-8a5a-1927b4becd5e
https://ora.ox.ac.uk/objects/uuid:b2f68e62-a382-4352-8a5a-1927b4becd5e
Self-reported survey data are often plagued by the presence of heaping. Accounting for this measurement error is crucial for the identification and consistent estimation of the underlying model (parameters) from such data. In this article, we introdu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c025e94c5467b1a8b03098fb5466630e
http://wrap.warwick.ac.uk/132624/7/WRAP-heap-command-estimating-discrete-outcome-points-Arulampalam-2020.pdf
http://wrap.warwick.ac.uk/132624/7/WRAP-heap-command-estimating-discrete-outcome-points-Arulampalam-2020.pdf
Autor:
Jack Fosten, Daniel Gutknecht
Publikováno v:
Fosten, J & Gutknecht, D 2020, ' Testing Nowcast Monotonicity with Estimated Factors ', Journal of Business and Economic Statistics, vol. 38, no. 1, pp. 107-123 . https://doi.org/10.1080/07350015.2018.1458623
Nowcasting has become an important tool to many public and private institutions in obtaining timely predictions of low-frequency variables such as Gross Domestic Product (GDP) using current information. Nowcasters often report that a nowcasting metho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dcd8405d9abb1c93b6cb3bc02c90e012
https://kclpure.kcl.ac.uk/en/publications/7382a701-445b-429a-bce8-97abbe7a4614
https://kclpure.kcl.ac.uk/en/publications/7382a701-445b-429a-bce8-97abbe7a4614
Publikováno v:
SSRN Electronic Journal.
This paper proposes tests for out-of-sample comparisons of interval forecasts based on parametric conditional quantile models. The tests rank the distance between actual and nominal conditional coverage with respect to the union of information sets a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ce9c9f5890affe1b5e7828bfec8ed5e
https://doi.org/10.2139/ssrn.3670575
https://doi.org/10.2139/ssrn.3670575
Autor:
Daniel Gutknecht
Publikováno v:
Journal of Econometrics. 190:100-114
This paper develops a test for monotonicity of nonparametric regression models under endogeneity, which in its generality is novel in the literature. The test statistic, which is built upon a second order U-process, introduces ‘correction terms’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::557283bbe37d99882fc50e7478cef674
https://doi.org/10.1016/j.jeconom.2015.09.002
https://doi.org/10.1016/j.jeconom.2015.09.002
Publikováno v:
SSRN Electronic Journal.
The intercept in endogenous selection models is of fundamental importance for the evaluation of average treatment effects. While various intercept estimators for additive linear selection models exist, there are currently no estimators for nonlinear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e7674d817eb1e22b577026e591b5e7d
https://doi.org/10.2139/ssrn.3259226
https://doi.org/10.2139/ssrn.3259226
Autor:
Daniel Gutknecht, Jack Fosten
Publikováno v:
SSRN Electronic Journal.
Nowcasting methods have become a crucial tool for central banks and investors due to their timeliness and ability to make 'on the spot' predictions. However, despite their popularity, there has been little research into statistical methods for the co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94dab92bcb2564b5c968cac6c22158d6
https://doi.org/10.2139/ssrn.3259218
https://doi.org/10.2139/ssrn.3259218
In 2005, the Indian Government launched a conditional cash-incentive program to encourage institutional delivery. This paper studies the effects of the program on neonatal mortality using district-level household survey data. We model mortality using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c1183088eb954b893de88d9c2c528f4
https://surrey.eprints-hosting.org/845926/
https://surrey.eprints-hosting.org/845926/