Direkt zur Hauptnavigation springen Direkt zum Inhalt springen
info(at)avldigital.remove-this.de
Deutsch English
Letzte Suchanfragen

Ergebnisse für *

Zeige Ergebnisse 1 bis 6 von 6.

  1. Adoption and impact of ICT on labour productivity in Africa
    evidence from cross-country firm-level data
    Autor*in: Vaumi, Achille Tefong; Leudjou, Roland Rostant Njiteu; Faha, Christophe Peguy Choub
    Erschienen: July 2021
    Verlag:  African Economic Research Consortium, Nairobi, Kenya

    Zugang:
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    Keine Rechte
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789966611475
    Schriftenreihe: Research paper / African Economic Research Consortium ; 449
    Schlagworte: Adoption; Information technology and communication; Labour productivity; Cross-country; Firm-level data; Censoring; Endogeneity; Instrumental variables; Organizational changes
    Umfang: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  2. Censored density forecasts
    production and evaluation
    Autor*in: Mitchell, James; Weale, Martin
    Erschienen: 2022
    Verlag:  Federal Reserve Bank of Cleveland, [Cleveland, OH]

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 36
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Working paper / Federal Reserve Bank of Cleveland ; 21, 12R (August 2022)
    Schlagworte: Forecast uncertainty; Outliers; Fan charts; Skewed densities; Best critical region; Density forecasting; Censoring; Forecast evaluation
    Umfang: 1 Online-Ressource (circa 81 Seiten), Illustrationen
    Bemerkung(en):

    A previous version of this paper was titled: "Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England’s Monetary Policy Committee."
  3. Censored QUAIDS estimation with quaidsce
    Autor*in: Caro, Juan Carlos; Melo, Grace; Molina, José Alberto; Salgado, Juan Carlos
    Erschienen: 2021
    Verlag:  Boston College, Chestnut Hill, MA, USA

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 503
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Boston College working papers in economics ; 1045
    Schlagworte: Censoring; Stata; QUAIDS; quaidsce
    Umfang: 1 Online-Ressource (circa 14 Seiten), Illustrationen
  4. Censored density forecasts
    production and evaluation
    Autor*in: Mitchell, James; Weale, Martin
    Erschienen: 2021
    Verlag:  Federal Reserve Bank of Cleveland, [Cleveland, OH]

    This paper develops methods for the production and evaluation of censored density forecasts. Censored density forecasts quantify forecast risks in a middle region of the density covering a specified probability, and ignore the magnitude but not the... mehr

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 36
    Fernleihe:
    keine Fernleihe

     

    This paper develops methods for the production and evaluation of censored density forecasts. Censored density forecasts quantify forecast risks in a middle region of the density covering a specified probability, and ignore the magnitude but not the frequency of outlying observations. We propose a new estimator that fits a potentially skewed and fat-tailed density to the inner observations, acknowledging that the outlying observations may be drawn from a different but unknown distribution. We also introduce a new test for calibration of censored density forecasts. An application using historical forecast errors from the Federal Reserve Board and the Monetary Policy Committee at the Bank of England illustrates the utility of censored density forecasts when quantifying forecast risks after shocks such as the global financial crisis and the COVID-19 pandemic.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Working paper / Federal Reserve Bank of Cleveland ; 21, 12 (May 2021)
    Schlagworte: Forecast uncertainty; Outliers; Fan charts; Skewed densities; Best critical region; Density forecasting; Censoring; Forecast evaluation
    Umfang: 1 Online-Ressource (circa 66 Seiten), Illustrationen
    Bemerkung(en):

    A previous version of this paper was titled: "Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England’s Monetary Policy Committee."
  5. Localizing strictly proper scoring rules
    Autor*in: Punder, Ramon de; Diks, Cees G. H.; Laeven, Roger J. A.; Dijk, Dick van
    Erschienen: [2023]
    Verlag:  Tinbergen Institute, Amsterdam, The Netherlands

    When comparing predictive distributions, forecasters are typically not equally interested in all regions of the outcome space. To address the demand for focused forecast evaluation, we propose a procedure to transform strictly proper scoring rules... mehr

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 432
    Fernleihe:
    keine Fernleihe

     

    When comparing predictive distributions, forecasters are typically not equally interested in all regions of the outcome space. To address the demand for focused forecast evaluation, we propose a procedure to transform strictly proper scoring rules into their localized counterparts while preserving strict propriety. This is accomplished by applying the original scoring rule to a censored distribution, acknowledging that censoring emerges as a natural localization device due to its ability to retain precisely all relevant information of the original distribution. Our procedure nests the censored likelihood score as a special case. Among a multitude of others, it also implies a class of censored kernel scores that offers a multivariate alternative to the threshold weighted Continuously Ranked Probability Score (twCRPS), extending its local propriety to more general weight functions than single tail indicators. Within this localized framework, we obtain a generalization of the Neyman Pearson lemma, establishing the censored likelihood ratio test as uniformly most powerful. For other tests of localized equal predictive performance, results of Monte Carlo simulations and empirical applications to risk management, inflation and climate data consistently emphasize the superior power properties of censoring.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/282897
    Schriftenreihe: Array ; TI 2023, 084
    Schlagworte: Density forecast evaluation; Tests for equal predictive ability; Censoring; Likelihood ratio; CRPS
    Umfang: 1 Online-Ressource (circa 77 Seiten), Illustrationen
  6. Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
    Erschienen: 2014
    Verlag:  KU Leuven, Fac. of Business and Economics, Leuven

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: KBI ; 1401A
    Schlagworte: Mixture of Erlang distributions with a common scale parameter; Censoring; Truncation; Expectation-maximization algorithm; Maximum likelihood
    Umfang: Online-Ressource (20 S.), graph. Darst.