A similarity-based approach to prediction
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- Itzhak Gilboa & O. Lieberman & David Schmeidler, 2011. "A similarity-based approach to prediction," Post-Print hal-00609179, HAL.
References listed on IDEAS
- Itzhak Gilboa & David Schmeidler, 2003.
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- Antoine Billot & Itzhak Gilboa & David Schmeidler, 2012.
"Axiomatization of an Exponential Similarity Function,"
World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 10, pages 245-257,
World Scientific Publishing Co. Pte. Ltd..
- Billot, Antoine & Gilboa, Itzhak & Schmeidler, David, 2008. "Axiomatization of an exponential similarity function," Mathematical Social Sciences, Elsevier, vol. 55(2), pages 107-115, March.
- Antoine Billot & Itzhak Gilboa & David Schmeidler, 2004. "Axiomatization of an Exponential Similarity Function," Cowles Foundation Discussion Papers 1485, Cowles Foundation for Research in Economics, Yale University.
- Antoine Billot & Itzhak Gilboa & David Schmeidler, 2008. "Axiomatization of an exponential similarity function," PSE-Ecole d'économie de Paris (Postprint) hal-00463265, HAL.
- Antoine Billot & Itzhak Gilboa & David Schmeidler, 2008. "Axiomatization of an exponential similarity function," Post-Print hal-00463265, HAL.
- Antoine Billot & Itzhak Gilboa & David Schmeidler, 2004. "An Axiomatization of an Exponential Similarity Function," Levine's Bibliography 122247000000000678, UCLA Department of Economics.
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- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Levine's Bibliography 122247000000000672, UCLA Department of Economics.
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- Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman, 2004. "Rule-Based and Case-Based Reasoning in Housing Prices," Cowles Foundation Discussion Papers 1493, Cowles Foundation for Research in Economics, Yale University.
- Antoine Billot & Itzhak Gilboa & Dov Samet & David Schmeidler, 2012.
"Probabilities as Similarity-Weighted Frequencies,"
World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 7, pages 169-184,
World Scientific Publishing Co. Pte. Ltd..
- Antoine Billot & Itzhak Gilboa & Dov Samet & David Schmeidler, 2005. "Probabilities as Similarity-Weighted Frequencies," Econometrica, Econometric Society, vol. 73(4), pages 1125-1136, July.
- Antoine Billot & Itzhak Gilboa & Dov Samet & David Schmeidler, 2004. "Probabilities as Similarity-Weighted Frequencies," Levine's Bibliography 122247000000000696, UCLA Department of Economics.
- Antoine Billot & Itzhak Gilboa & David Schmeidler & Dov Samet, 2004. "Probabilities as Similarity-Weighted Frequencies," Cowles Foundation Discussion Papers 1492, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Antoine Billot & Dov Samet & David Schmeidler, 2005. "Probabilities as Similarity-Weighted Frequencies," Post-Print hal-00481235, HAL.
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- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2012.
"Empirical Similarity,"
World Scientific Book Chapters, in: Case-Based Predictions An Axiomatic Approach to Prediction, Classification and Statistical Learning, chapter 9, pages 211-243,
World Scientific Publishing Co. Pte. Ltd..
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006. "Empirical Similarity," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 433-444, August.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Cowles Foundation Discussion Papers 1486, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2004. "Empirical Similarity," Levine's Bibliography 122247000000000684, UCLA Department of Economics.
- Itzhak Gilboa & David Schmeidler & Offer Lieberman, 2006. "Empirical Similarity," Post-Print hal-00746558, HAL.
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Citations
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Cited by:
- Kinjo Keita & Sugawara Shinya, 2016. "Predicting Empirical Patterns in Viewing Japanese TV Dramas Using Case-Based Decision Theory," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 16(2), pages 679-709, June.
- Golosnoy, Vasyl & Hamid, Alain & Okhrin, Yarema, 2014. "The empirical similarity approach for volatility prediction," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 321-329.
- Y. Dendramis & G. Kapetanios & M. Marcellino, 2020.
"A similarity‐based approach for macroeconomic forecasting,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 801-827, June.
- Marcellino, Massimiliano & Kapetanios, George & Dendramis, Yiannis, 2020. "A Similarity-based Approach for Macroeconomic Forecasting," CEPR Discussion Papers 14469, C.E.P.R. Discussion Papers.
- Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014.
"A nonlinear panel data model of cross-sectional dependence,"
Journal of Econometrics, Elsevier, vol. 179(2), pages 134-157.
- Dr. James Mitchell, 2010. "A Nonlinear Panel Data Model of Cross-sectional Dependence," National Institute of Economic and Social Research (NIESR) Discussion Papers 370, National Institute of Economic and Social Research.
- James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Division of Economics, School of Business, University of Leicester.
- Kapetanios, George & James Mitchell & Yongcheol Shin, 2013. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," EMF Research Papers 03, Economic Modelling and Forecasting Group.
- Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Kuo, Wei-Yu, 2021. "Predictive ability of similarity-based futures trading strategies," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Rossi, Francesca & Lieberman, Offer, 2023. "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, vol. 235(2), pages 1770-1798.
- Ralf Becker & Adam Clements & Robert O'Neill, 2018. "A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns," Econometrics, MDPI, vol. 6(1), pages 1-27, February.
- Pablo Guerróon‐Quintana & Molin Zhong, 2023.
"Macroeconomic forecasting in times of crises,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
- Pablo Guerrón-Quintana & Molin Zhong, 2017. "Macroeconomic Forecasting in Times of Crises," Finance and Economics Discussion Series 2017-018, Board of Governors of the Federal Reserve System (U.S.).
- Oscar Melo & Carlos Melo & Jorge Mateu, 2015. "Distance-based beta regression for prediction of mutual funds," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(1), pages 83-106, January.
- Han Bleichrodt & Martin Filko & Amit Kothiyal & Peter P. Wakker, 2017. "Making Case-Based Decision Theory Directly Observable," American Economic Journal: Microeconomics, American Economic Association, vol. 9(1), pages 123-151, February.
- Teitelbaum, Joshua C., 2013. "Asymmetric empirical similarity," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 346-351.
- Bleile, Jörg, 2016. "Cautious Belief Formation," Center for Mathematical Economics Working Papers 507, Center for Mathematical Economics, Bielefeld University.
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Keywords
Density estimation Empirical similarity Kernel Spatial models;Statistics
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