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Probability forecasting: Concepts and analysis

Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin

in Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Published in print:
2006
Published Online:
September 2006
ISBN:
9780199296859
eISBN:
9780191603853
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199296855.003.0007
Subject:
Economics and Finance, Econometrics

This chapter provides an introduction to the interpretation and estimation of probability forecasts, which is considered to be a particularly useful method for presenting forecasts and ... More


Inference from Multiple Models

N. Thompson Hobbs and Mevin B. Hooten

in Bayesian Models: A Statistical Primer for Ecologists

Published in print:
2015
Published Online:
October 2017
ISBN:
9780691159287
eISBN:
9781400866557
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691159287.003.0009
Subject:
Biology, Ecology

This chapter describes how to evaluate alternative models with data. There are two broad ways to formally use multiple models: model selection and model averaging. In model selection, models are ... More


Regression-Discontinuity and ARIMA Models

William R. Nugent

in Analyzing Single System Design Data

Published in print:
2009
Published Online:
February 2010
ISBN:
9780195369625
eISBN:
9780199865208
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195369625.003.0002
Subject:
Social Work, Research and Evaluation

This chapter covers regression-discontinuity models for analyzing the data from single case designs. Auto-regressive-integrated-moving-average models are also described and illustrated. These ... More


Hot dense matter

Stefano Atzeni and JÜrgen Meyer-Ter-Vehn

in The Physics of Inertial Fusion: BeamPlasma Interaction, Hydrodynamics, Hot Dense Matter

Published in print:
2004
Published Online:
January 2008
ISBN:
9780198562641
eISBN:
9780191714030
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198562641.003.0010
Subject:
Physics, Nuclear and Plasma Physics

The structure and radiative properties of hot dense matter are described. The average ion and the Thomas-Fermi model are developed as approximate complimentary descriptions of electron structure and ... More


Cointegration and Representation of Integrated Variables

Søren Johansen

in Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198774501
eISBN:
9780191596476
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774508.003.0004
Subject:
Economics and Finance, Econometrics

Contains the mathematical and algebraic results needed to understand the properties of I(1) and I(2) processes generated by autoregressive and moving average models. The basic result is Grangers ... More


Short- and medium-term forecasting using ‘pooling’ techniques

L. Vanessa Smith

in The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199670086
eISBN:
9780191749469
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199670086.003.0008
Subject:
Economics and Finance, Macro- and Monetary Economics

This chapter considers the problem of forecasting economic and financial variables across a large number of countries in the global economy. To this end the global vector autoregressive (GVAR) model ... More


Bayesian model averaging in the M-open framework

Merlise Clydec and Edwin S Iversen

in Bayesian Theory and Applications

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199695607
eISBN:
9780191744167
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199695607.003.0024
Subject:
Mathematics, Probability / Statistics

This chapter presents a model averaging approach in the M-open setting using sample re-use methods to approximate the predictive distribution of future observations. It first reviews the standard ... More


Selecting Forecasting Models

David F. Hendry

in Empirical Model Discovery and Theory Evaluation: Automatic Selection Methods in Econometrics

Published in print:
2014
Published Online:
January 2015
ISBN:
9780262028356
eISBN:
9780262324410
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028356.003.0023
Subject:
Economics and Finance, Econometrics

Forecasting is different: the past is fixed, but the future is not. Practical forecasting methods rely on extrapolating presently available information into the future. No matter how good such ... More


Model Uncertainty

Jeffrey S. Racine

in Reproducible Econometrics Using R

Published in print:
2019
Published Online:
January 2019
ISBN:
9780190900663
eISBN:
9780190933647
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190900663.003.0006
Subject:
Economics and Finance, Econometrics

This chapter covers model selection methods and model averaging methods. It relies on knowledge of solving a quadratic program which is outlined in an appendix.


Prediction of Clinical Outcomes from Genome-wide Data

Shyam Visweswaran

in Probabilistic Graphical Models for Genetics, Genomics, and Postgenomics

Published in print:
2014
Published Online:
December 2014
ISBN:
9780198709022
eISBN:
9780191779619
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198709022.003.0017
Subject:
Mathematics, Probability / Statistics, Biostatistics

Prognosis is an essential tool in medicine for estimating the likely outcomes of a disease and for preventing it. The traditional approach relies on measuring physiological and environmental ... More


Entropy-Based Model Averaging Estimation of Nonparametric Models

Yundong Tu

in Advances in Info-Metrics: Information and Information Processing across Disciplines

Published in print:
2020
Published Online:
December 2020
ISBN:
9780190636685
eISBN:
9780190636722
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190636685.003.0018
Subject:
Economics and Finance, Microeconomics

In this chapter, I propose a model averaging estimation of nonparametric models based on Shannon’s entropy measure. The choice of weights in the averaging estimator is implemented bya maximizing the ... More


The Logic of Institutional Influence: Conceptual and Methodological Implications

Jaroslav Tir and Johannes Karreth

in Incentivizing Peace: How International Organizations Can Help Prevent Civil Wars in Member Countries

Published in print:
2018
Published Online:
February 2018
ISBN:
9780190699512
eISBN:
9780190699550
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190699512.003.0005
Subject:
Political Science, International Relations and Politics

This chapter further probes the finding that countries belonging to a larger number of highly structured (IGOs) face a significantly lower risk that an emerging low-level armed conflict on their ... More


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