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Model Uncertainty, Data Mining and Statistical Inference

Citations

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Cited by:

  1. Claudia García-García & Catalina B. García-García & Román Salmerón, 2021. "Confronting collinearity in environmental regression models: evidence from world data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 895-926, September.
  2. Robert Lehmann & Antje Weyh, 2016. "Forecasting Employment in Europe: Are Survey Results Helpful?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(1), pages 81-117, September.
  3. Coppi, Renato, 2002. "A theoretical framework for Data Mining: the "Informational Paradigm"," Computational Statistics & Data Analysis, Elsevier, vol. 38(4), pages 501-515, February.
  4. Todd E. Clark, 2004. "Can out-of-sample forecast comparisons help prevent overfitting?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 115-139.
  5. Ke Yang & Langnan Chen & Fengping Tian, 2015. "Realized Volatility Forecast of Stock Index Under Structural Breaks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(1), pages 57-82, January.
  6. Conroy, Tessa & Deller, Steven, 2021. "Spatial Patterns in the Relationship Between Religion and Economic Growth," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 51(2), April.
  7. Clark, Todd & McCracken, Michael, 2013. "Advances in Forecast Evaluation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1107-1201, Elsevier.
  8. Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021. "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers 457, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  9. Lee, Yun Shin, 2014. "A semi-parametric approach for estimating critical fractiles under autocorrelated demand," European Journal of Operational Research, Elsevier, vol. 234(1), pages 163-173.
  10. Ahmed, Shamim & Tsvetanov, Daniel, 2016. "The predictive performance of commodity futures risk factors," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 20-36.
  11. Kolassa, Stephan, 2011. "Combining exponential smoothing forecasts using Akaike weights," International Journal of Forecasting, Elsevier, vol. 27(2), pages 238-251, April.
  12. Barrow, Devon K. & Kourentzes, Nikolaos, 2016. "Distributions of forecasting errors of forecast combinations: Implications for inventory management," International Journal of Production Economics, Elsevier, vol. 177(C), pages 24-33.
  13. D. R. Anderson & K. P. Burnham & G. C. White, 1998. "Comparison of Akaike information criterion and consistent Akaike information criterion for model selection and statistical inference from capture-recapture studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 263-282.
  14. Brian Knaeble & Seth Dutter, 2017. "Reversals of Least-Square Estimates and Model-Invariant Estimation for Directions of Unique Effects," The American Statistician, Taylor & Francis Journals, vol. 71(2), pages 97-105, April.
  15. Ewout W. Steyerberg & Marinus J. C. Eijkemans & Frank E. Harrell Jr & J. Dik F. Habbema, 2001. "Prognostic Modeling with Logistic Regression Analysis," Medical Decision Making, , vol. 21(1), pages 45-56, February.
  16. Chou, Ping & Chuang, Howard Hao-Chun & Chou, Yen-Chun & Liang, Ting-Peng, 2022. "Predictive analytics for customer repurchase: Interdisciplinary integration of buy till you die modeling and machine learning," European Journal of Operational Research, Elsevier, vol. 296(2), pages 635-651.
  17. Qi, Min & Zhang, Guoqiang Peter, 2001. "An investigation of model selection criteria for neural network time series forecasting," European Journal of Operational Research, Elsevier, vol. 132(3), pages 666-680, August.
  18. Di Giacomo, Laura & Patrizi, Giacomo, 2010. "Methodological analysis of supply chains management applications," European Journal of Operational Research, Elsevier, vol. 207(1), pages 249-257, November.
  19. Qin, Yichen & Wang, Linna & Li, Yang & Li, Rong, 2023. "Visualization and assessment of model selection uncertainty," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
  20. Teplova, Tamara & Mikova, Evgeniya & Nazarov, Nikolai, 2017. "Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 240-258.
  21. Tulowiecki, Stephen J., 2014. "Using vegetation data within presettlement land survey records for species distribution modeling: A tale of two datasets," Ecological Modelling, Elsevier, vol. 291(C), pages 109-120.
  22. Sai Ding & John Knight, 2011. "Why has China Grown So Fast? The Role of Physical and Human Capital Formation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 141-174, April.
  23. Riccardo (Jack) Lucchetti & Luca Pedini, 2020. "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers 2020:28, Department of Economics, University of Venice "Ca' Foscari".
  24. John Knight & Sai Ding, 2008. "Why has China Grown so Fast? The Role of Structural Change," Economics Series Working Papers 415, University of Oxford, Department of Economics.
  25. Ormerod, Paul, 2015. "The economics of radical uncertainty," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-20.
  26. Watson, Philip & Deller, Steven, 2017. "Economic diversity, unemployment and the Great Recession," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 1-11.
  27. Clements, Michael P. & Taylor, Nick, 2001. "Bootstrapping prediction intervals for autoregressive models," International Journal of Forecasting, Elsevier, vol. 17(2), pages 247-267.
  28. Matthew James Grainger & Lusine Aramyan & Simone Piras & Thomas Edward Quested & Simone Righi & Marco Setti & Matteo Vittuari & Gavin Bruce Stewart, 2018. "Model selection and averaging in the assessment of the drivers of household food waste to reduce the probability of false positives," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-16, February.
  29. Saoud, Patrick & Kourentzes, Nikolaos & Boylan, John E., 2022. "Approximations for the Lead Time Variance: a Forecasting and Inventory Evaluation," Omega, Elsevier, vol. 110(C).
  30. Buchholz, Anika & Hollander, Norbert & Sauerbrei, Willi, 2008. "On properties of predictors derived with a two-step bootstrap model averaging approach--A simulation study in the linear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2778-2793, January.
  31. Kaffine, Daniel T. & Davis, Graham A., 2017. "A multi-row deletion diagnostic for influential observations in small-sample regressions," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 133-145.
  32. Massimo Guidolin & Manuela Pedio, 2022. "Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns," Forecasting, MDPI, vol. 4(1), pages 1-32, February.
  33. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  34. Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
  35. Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
  36. Pritularga, Kandrika F. & Svetunkov, Ivan & Kourentzes, Nikolaos, 2021. "Stochastic coherency in forecast reconciliation," International Journal of Production Economics, Elsevier, vol. 240(C).
  37. Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003. "Forecast evaluation with shared data sets," International Journal of Forecasting, Elsevier, vol. 19(2), pages 217-227.
  38. Lilian de Castro Medeiros & Aureliano Angel Bressan, 2015. "Value Premium and Country Risk as Dimensions to Estimate Conditional Returns: a Study of the Brazilian Market," Brazilian Business Review, Fucape Business School, vol. 12(3), pages 67-90, May.
  39. Sherri Rose & Thomas G. McGuire, 2018. "Limitations of P-Values and $R^2$ for Stepwise Regression Building: A Fairness Demonstration in Health Policy Risk Adjustment," Papers 1803.05513, arXiv.org, revised Aug 2018.
  40. W. Robert Reed, 2009. "The Determinants Of U.S. State Economic Growth: A Less Extreme Bounds Analysis," Economic Inquiry, Western Economic Association International, vol. 47(4), pages 685-700, October.
  41. Eric Gibson & Frank Bretz & Michael Looby & Bjoern Bornkamp, 2018. "Key Aspects of Modern, Quantitative Drug Development," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 10(2), pages 283-296, August.
  42. Steven M. Shugan, 2002. "In Search of Data: An Editorial," Marketing Science, INFORMS, vol. 21(4), pages 369-377.
  43. Faguang Wen & Jiming Jiang & Yihui Luan, 2024. "Model Selection Path and Construction of Model Confidence Set under High-Dimensional Variables," Mathematics, MDPI, vol. 12(5), pages 1-21, February.
  44. Fletcher, David & Dillingham, Peter W., 2011. "Model-averaged confidence intervals for factorial experiments," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 3041-3048, November.
  45. Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper 2002-77, Tilburg University, Center for Economic Research.
  46. Prost, Lorène & Makowski, David & Jeuffroy, Marie-Hélène, 2008. "Comparison of stepwise selection and Bayesian model averaging for yield gap analysis," Ecological Modelling, Elsevier, vol. 219(1), pages 66-76.
  47. Cinzia Carota & Maurizio Filippone & Silvia Polettini, 2022. "Assessing Bayesian Semi‐Parametric Log‐Linear Models: An Application to Disclosure Risk Estimation," International Statistical Review, International Statistical Institute, vol. 90(1), pages 165-183, April.
  48. Peng, Jingfu & Yang, Yuhong, 2022. "On improvability of model selection by model averaging," Journal of Econometrics, Elsevier, vol. 229(2), pages 246-262.
  49. Donegan, Connor & Chun, Yongwan & Hughes, Amy E., 2020. "Bayesian estimation of spatial filters with Moran's eigenvectors and hierarchical shrinkage priors," OSF Preprints fah3z, Center for Open Science.
  50. Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014. "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, vol. 23(1), pages 30-45, January.
  51. Enrique López Droguett & Ali Mosleh, 2008. "Bayesian Methodology for Model Uncertainty Using Model Performance Data," Risk Analysis, John Wiley & Sons, vol. 28(5), pages 1457-1476, October.
  52. Song, Xiaodong & Bryan, Brett A. & Paul, Keryn I. & Zhao, Gang, 2012. "Variance-based sensitivity analysis of a forest growth model," Ecological Modelling, Elsevier, vol. 247(C), pages 135-143.
  53. Amsalu Abich & Mesele Negash & Asmamaw Alemu & Temesgen Gashaw, 2022. "Aboveground Biomass Models in the Combretum-Terminalia Woodlands of Ethiopia: Testing Species and Site Variation Effects," Land, MDPI, vol. 11(6), pages 1-23, May.
  54. Liu, Min & He, Honglin & Ren, Xiaoli & Sun, Xiaomin & Yu, Guirui & Han, Shijie & Wang, Huimin & Zhou, Guoyi, 2015. "The effects of constraining variables on parameter optimization in carbon and water flux modeling over different forest ecosystems," Ecological Modelling, Elsevier, vol. 303(C), pages 30-41.
  55. Coleman, Stephen, 2005. "Testing Theories with Qualitative and Quantitative Predictions," MPRA Paper 105171, University Library of Munich, Germany.
  56. Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  57. Claudia Schmidt & Steven C. Deller & Stephan J. Goetz, 2024. "Women farmers and community well‐being under modeling uncertainty," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(1), pages 275-299, March.
  58. R Fildes & K Nikolopoulos & S F Crone & A A Syntetos, 2008. "Forecasting and operational research: a review," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(9), pages 1150-1172, September.
  59. Song Liu & Yuhong Yang, 2012. "Combining models in longitudinal data analysis," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 233-254, April.
  60. Danilov, Dmitry & Magnus, J.R.Jan R., 2004. "On the harm that ignoring pretesting can cause," Journal of Econometrics, Elsevier, vol. 122(1), pages 27-46, September.
  61. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
  62. Vladimir B. Bokov, 2007. "Theoretic and empirical data‐inclusive process characterization," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(3), pages 735-758, July.
  63. Cairns, Andrew J. G., 2000. "A discussion of parameter and model uncertainty in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 313-330, December.
  64. Laurin Charles & Boomsma Dorret & Lubke Gitta, 2016. "The use of vector bootstrapping to improve variable selection precision in Lasso models," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 15(4), pages 305-320, August.
  65. Yuan, Wenping & Liang, Shunlin & Liu, Shuguang & Weng, Ensheng & Luo, Yiqi & Hollinger, David & Zhang, Haicheng, 2012. "Improving model parameter estimation using coupling relationships between vegetation production and ecosystem respiration," Ecological Modelling, Elsevier, vol. 240(C), pages 29-40.
  66. M. A. Kaboudan, 2000. "Evaluation Of Forecasts Produced By Genetically Evolved Models," Computing in Economics and Finance 2000 331, Society for Computational Economics.
  67. Beate Jahn & Sarah Friedrich & Joachim Behnke & Joachim Engel & Ursula Garczarek & Ralf Münnich & Markus Pauly & Adalbert Wilhelm & Olaf Wolkenhauer & Markus Zwick & Uwe Siebert & Tim Friede, 2022. "On the role of data, statistics and decisions in a pandemic," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(3), pages 349-382, September.
  68. Richard Stevens, 2003. "Evaluation of methods for interval estimation of model outputs, with application to survival models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(9), pages 967-981.
  69. M. Pir Bavaghar, 2015. "Deforestation modelling using logistic regression and GIS," Journal of Forest Science, Czech Academy of Agricultural Sciences, vol. 61(5), pages 193-199.
  70. A. John Bailer & Robert B. Noble & Matthew W. Wheeler, 2005. "Model Uncertainty and Risk Estimation for Experimental Studies of Quantal Responses," Risk Analysis, John Wiley & Sons, vol. 25(2), pages 291-299, April.
  71. Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
  72. Lee, Yun Shin & Scholtes, Stefan, 2014. "Empirical prediction intervals revisited," International Journal of Forecasting, Elsevier, vol. 30(2), pages 217-234.
  73. Dale Roberts & Laura Ryan, 2015. "Evidence of speculation in world oil prices," Australian Journal of Management, Australian School of Business, vol. 40(4), pages 630-651, November.
  74. Robert R. Andrawis & Amir F. Atiya, 2009. "A new Bayesian formulation for Holt's exponential smoothing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 218-234.
  75. Kolassa, Stephan, 2011. "Combining exponential smoothing forecasts using Akaike weights," International Journal of Forecasting, Elsevier, vol. 27(2), pages 238-251.
  76. Lucchetti, Riccardo & Pedini, Luca & Pigini, Claudia, 2022. "No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation," Economic Modelling, Elsevier, vol. 107(C).
  77. Turek, Daniel & Fletcher, David, 2012. "Model-averaged Wald confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2809-2815.
  78. Nick Inglis & Bruce Vanstone & Tobias Hahn, 2019. "Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 657-684, April.
  79. Johan Verbeeck & Martin Geroldinger & Konstantin Thiel & Andrew Craig Hooker & Sebastian Ueckert & Mats Karlsson & Arne Cornelius Bathke & Johann Wolfgang Bauer & Geert Molenberghs & Georg Zimmermann, 2023. "How to analyze continuous and discrete repeated measures in small‐sample cross‐over trials?," Biometrics, The International Biometric Society, vol. 79(4), pages 3998-4011, December.
  80. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  81. Yiyun Shou & Michael Smithson, 2015. "Evaluating Predictors of Dispersion: A Comparison of Dominance Analysis and Bayesian Model Averaging," Psychometrika, Springer;The Psychometric Society, vol. 80(1), pages 236-256, March.
  82. Brooks, Jeremy S., 2010. "The Buddha mushroom: Conservation behavior and the development of institutions in Bhutan," Ecological Economics, Elsevier, vol. 69(4), pages 779-795, February.
  83. Ebersberger, Bernd & Galia, Fabrice & Laursen, Keld & Salter, Ammon, 2021. "Inbound Open Innovation and Innovation Performance: A Robustness Study," Research Policy, Elsevier, vol. 50(7).
  84. Jessica Ingenillem & Joachim Merz & Stefan Baumgärtner, 2014. "Determinants and interactions of sustainability and risk management of commercial cattle farmers in Namibia," Working Paper Series in Economics 304, University of Lüneburg, Institute of Economics.
  85. Bryant, Henry L. & Davis, George C., 2003. "Information Based Model Averaging And Internal Metanalysis In Seemingly Unrelated Regressions With An Application To A Demand System," 2003 Annual meeting, July 27-30, Montreal, Canada 21918, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  86. M. D. Petrie & J. B. Bradford & W. K. Lauenroth & D. R. Schlaepfer & C. M. Andrews & D. M. Bell, 2020. "Non-analog increases to air, surface, and belowground temperature extreme events due to climate change," Climatic Change, Springer, vol. 163(4), pages 2233-2256, December.
  87. Francesco Pauli & Laura Rizzi, 2008. "Summer temperature effects on deaths and hospital admissions among the elderly population in two Italian cities," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(3), pages 263-276.
  88. Nicholas Weller & Jeb Barnes, 2016. "Pathway Analysis and the Search for Causal Mechanisms," Sociological Methods & Research, , vol. 45(3), pages 424-457, August.
  89. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
  90. Hubbard, Raymond & Lindsay, R. Murray, 2013. "From significant difference to significant sameness: Proposing a paradigm shift in business research," Journal of Business Research, Elsevier, vol. 66(9), pages 1377-1388.
  91. Thomas R. Cook & Sophia Kazinnik & Anne Lundgaard Hansen & Peter McAdam, 2023. "Evaluating Local Language Models: An Application to Bank Earnings Calls," Research Working Paper RWP 23-12, Federal Reserve Bank of Kansas City.
  92. Jiaxu Zeng & David Fletcher & Peter W Dillingham & Christopher E Cornwall, 2019. "Studentized bootstrap model-averaged tail area intervals," PLOS ONE, Public Library of Science, vol. 14(3), pages 1-16, March.
  93. S. P. Brooks & E. A. Catchpole & B. J. T. Morgan & M. P. Harris, 2002. "Bayesian methods for analysing ringing data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(1-4), pages 187-206.
  94. Ewout W. Steyerberg, 2005. "Local Applicability of Clinical and Model-Based Probability Estimates," Medical Decision Making, , vol. 25(6), pages 678-680, November.
  95. Matthew D. Koslovsky & Michael D. Swartz & Wenyaw Chan & Luis Leon†Novelo & Anna V. Wilkinson & Darla E. Kendzor & Michael S. Businelle, 2018. "Bayesian variable selection for multistate Markov models with interval†censored data in an ecological momentary assessment study of smoking cessation," Biometrics, The International Biometric Society, vol. 74(2), pages 636-644, June.
  96. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
  97. Suyinn Lee & Cai Tam & Qiu Chie, 2014. "Mobile Phone Usage Preferences: The Contributing Factors of Personality, Social Anxiety and Loneliness," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 118(3), pages 1205-1228, September.
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