This paper develops a theory of estimating parameters of a generated regressor model in which some explanatory variables in the equation of interest are the unknown conditional means of certain ...
Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We introduce two novel ...
Some of the models used to forecast everything from financial trends to animal populations in an ecosystem are incorrect, ...
The Basel Accords allow banks to estimate credit risk. Accordingly, more attention has been dedicated recently to the analysis of loss given default (LGD) and the development of an LGD estimation ...
The LIFE-T1D model, demonstrated an ability to estimate the lifetime risk of heart disease among several groups of people with type 1 diabetes (T1D). Researchers have developed a tool they say can ...
Mayo Clinic scientists have developed a new method to predict Alzheimer's risk decades before symptoms appear, using brain scans and genetics to estimate a 10-year likelihood.
The Federal Reserve Bank of Atlanta is changing the parameters of its widely followed GDP estimation model following the recent surge in US gold imports. The Atlanta Fed’s GDPNow model provides a ...