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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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