Model Specification: Specification Errors, Kinds and Tests for Specification
Brooks C. - Introductory Econometrics for Finance-CUP (2014) Chapter 5: P220.
Dr. Amjad Ali
Ramsey’s RESET test
Jochumzen
Practical Modeling Issues: 1B. Functional Form Misspecification -- Testing
This video explains how to test for functional form misspecification of an OLS estimator.
Nicolai Kuminoff
Linear regression model misspecification
Aaron Smith
ECON20110 Ramsey Reset Test
Discussion of the RESET test for model misspecification.
Ralf Becker
Quantopian Lecture Series: Dangers of Model Misspecification
You've constructed a model and are getting significant p-values. Everything looks good, but then your algorithm starts losing money. Sometimes the ways that ...
Quantopian
Frederic Koehler - Classification Under Misspecification
Presentation given by Frederic Koehler on 17 February 2021 in the one world seminar on the mathematics of machine learning on the topic "Classification ...
One world theoretical machine learning
Linear Econometrics: Functional Form Misspecification
We discuss the consequences of and tests for functional form misspecification.
Nugent Economics Lectures
PCA with Model Misspecification, R. Anderson, S Bianchi
The theoretical justifications for Principal Component Analysis (PCA) typically assume that the data is IID over the estimation window. In practice, this assumption ...
MMDS Foundation
Information and Model Misspecification: Classical Statistics vs. Info-Metrics
With imperfect and incomplete information, it is quite common to misspecify a model. This problem exists not only in the social and behavioral sciences, where ...
Santa Fe Institute
Functional misspecification 2
This video provides some explanation of what is meant by 'functional misspecification' of an econometric model, and some of the effects this has on estimators.
Ben Lambert
July 25th 15 Literal or Pedagogic Human Analyzing Human Model Misspecification in Objective Learning
uai2019 chairs
Csaba Szepesvari: "Model misspecification in reinforcement learning"
Intersections between Control, Learning and Optimization 2020 "Model misspecification in reinforcement learning" Csaba Szepesvari - University of Alberta ...
Institute for Pure & Applied Mathematics (IPAM)
On the Inconsistency of Bayesian Inference for Misspecified Neural Networks
On the Inconsistency of Bayesian Inference for Misspecified Neural Networks https://openreview.net/forum?id=vfZtrgabCr.
Yijie Zhang
Decision Making and Inference Under Model Misspecification by Jose Blanchet
PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava ...
International Centre for Theoretical Sciences
Prof. Sargent: Risks and Model Misspecification Problem
über YouTube Capture.
Mikixxl1
Ignacio Esponda - Asymptotic Behavior of Bayesian Learners with Misspecified Models
The 31st International Conference on Game Theory at Stony Brook. Ignacio Esponda (University of California Santa Barbara) presents his work on Asymptotic ...
Center for Game Theory at Stony Brook
internal validity in regression analysis
This video screencast was created with Doceri on an iPad. Doceri is free in the iTunes app store. Learn more at http://www.doceri.com.
Michael Kevane
Level II Concept: Problems in regression analysis
Subscribe now: http://www.youtube.com/ift-cfa Sign-up for Level II Free trial now: https://ift.world/cfalevel2/ For more videos, notes, practice questions, mock ...
IFT
How to manipulate unbalanced panel data, Applied Econometrics with STATA
Today we are going to talk about unbalanced panel data and how to manipulate them. The command that is necessary for this process is available in ...
Notafraid
Lecture 6: Regression Functional Forms
Using OLS to estimate and interpret Log-Log models, Log-Linear models, Linear-Log models, Inverse Models, and Quadratic function models.
Hanomics
3 2 2 Misspecification of Functional Form
AcademicEgg
PART 2: STATA REGRESSIONS AND MODEL MISSPECIFICATION ERRORS
Part 1: http://youtu.be/S-vSXPSyBLY Part 3: http://youtu.be/PqFk1gBtuV8 Check out the NEW WEBSITE: https://arcologydesigns.com UPDATED BLOG: ...
Grow Your Career
Stable Prediction with Model Misspecification and Agnostic Distribution Shift (Reading Papers)
For many machine learning algorithms, two main assumptions are required to guarantee performance. One is that the test data are drawn from the same ...
Václav Košař
Nonparametric series regression
Stata's -npregress series- estimates nonparametric series regression using a B-spline, spline, or polynomial basis. Nonparametric regression is agnostic about ...
StataCorp LLC
(Stata13):Determine Optimal Lag Selection #lags #lagselection #aic #bic #sbic #hqic #eviews
This video shows how to how to determine optimal lags in Stata. In time series analysis, the use of lags is very essential because economic variables do not ...
CrunchEconometrix
Time, Interrupted: Measuring Intervention Effects with Interrupted Time-Series Analysis - Ben Cohen
PyData LA 2018 How can we estimate the impact of a historical event where there is no way to run a controlled experiment? For example, we may want to ...
PyData
Variables and Factor Analysis 2012
This is an updated version of the old "Variables and Factor Analysis" video. The old video had a couple slides out of place.
James Gaskin
Four Factor Model Explained and in Excel
This video discusses the Carhart four factor model and goes through a regression in excel to estimate the factor beta exposures for Berkshire Hathaway (BRK-A) ...
Analytical Koala Finance
Lecture: "Spatial data analysis with R" (4/4)
Lecture: "Spatial data analysis with R" (4/4) Lecture Series: "Demography Today" Date: 13-14/06/2017 Speaker: Virgilio Gómez Rubio Universidad de ...
BBVA Foundation
Dealing with Missing values in STATA
how you can deal with missing values in STATA.
howtoSTATA
13. Robust Standard Errors
Gary King
Quasi-maximum likelihood estimation
Mikko Rönkkö
Preview: Nonparametric regression in Stata
npregress estimates nonparametric kernel regression using a local-linear or local-constant estimator. Nonparametric regression, like linear regression, ...
StataCorp LLC
Lec 18 Variable selection and model building
The goals of this course are to introduce regression analysis for continuous and discrete data. Topics include simple and multiple linear regressions, inferences ...
NCTU OCW
Session 6 - Innovative designs, Pharmacometrics, modelling and optimal designs
Presentation of work package results Stephen Senn, Luxembourg Institute of Health Stavros Nikolakopoulos, UMC Utrecht Moreno Ursino, INSERM Mats ...
emainfo
Overview of instrumental variable analysis workflow
Mikko Rönkkö
Stationary series summary
This video provides a summary of what is meant by a time series being stationary, and explains the motivation for requiring that time series are stationary.
Ben Lambert
GRT Course-Part 3: Analysis Approaches: Pragmatic and Group-Randomized Trials
Part 3 provides analysis approaches to group-randomized trials (GRTs), including a review of model-based approaches, randomization tests, marginal methods ...
NIH ODP
Multiple Regression Model in Stata
Timestamps: 00:00 Multiple Regression Model in Stata 01:13 Multiple regression 05:54 Partialling out 09:23 Goodness of fit (R-squared and adjusted ...
econometricsacademy
Ewan Cameron: Understanding uncertainties in the photometric decomposition of galaxies
Inference under model misspecification: Understanding uncertainties in the photometric decomposition of galaxies Computational algorithms for decomposing ...
MonashPhysicsAndAstronomy
Stability of Regression Model. Model Two. EVIEWS
Hossain Academy invites you to stability of regression model using EVIEWS.
Sayed Hossain
