Essays about: "misspecification"

Showing result 1 - 5 of 14 essays containing the word misspecification.

  1. 1. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Axel Robén; Hampus Ekberg; [2023]
    Keywords : ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Abstract : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. READ MORE

  2. 2. Analyzing the Negative Log-Likelihood Loss in Generative Modeling

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Aleix Espuña I Fontcuberta; [2022]
    Keywords : Generative modeling; Normalizing flows; Generative Adversarial Networks; MaximumLikelihood Estimation; Real Non-Volume Preserving flow; Fréchet Inception Distance; Misspecification; Generativa metoder; Normalizing flows; Generative adversarial networks; Maximum likelihood-metoden; Real non-volume preserving flow; Fréchet inception distance; felspecificerade modeller;

    Abstract : Maximum-Likelihood Estimation (MLE) is a classic model-fitting method from probability theory. However, it has been argued repeatedly that MLE is inappropriate for synthesis applications, since its priorities are at odds with important principles of human perception, and that, e.g. READ MORE

  3. 3. Time Series Anomaly Detection and Uncertainty Estimation using LSTM Autoencoders

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Sarah Berenji Ardestani; [2020]
    Keywords : ;

    Abstract : The goal of this thesis is to implement an anomaly detection tool using LSTM autoencoder and apply a novel method for uncertainty estimation using Bayesian NeuralNetworks (BNNs) based on a paper from Uber research group [1]. Having a reliable anomaly detection tool and accurate uncertainty estimation is critical in many fields. READ MORE

  4. 4. Treatment-mediator interaction when estimating causal effects

    University essay from Umeå universitet/Statistik

    Author : Joakim Wallmark; [2020]
    Keywords : ;

    Abstract : In a variety of disciplines, causal mediation analysis is routinely conducted by researchers to examine the roles of variables which lie in the causal paths between the treatment and outcome variables. These effects are commonly estimated using a parametric model approach, where one fits regression models for the mediator and outcome variables. READ MORE

  5. 5. Outcome regression methods in causal inference : The difference LASSO and selection of effect modifiers

    University essay from Umeå universitet/Statistik

    Author : Moa Edin; [2018]
    Keywords : ;

    Abstract : In causal inference, a central aim of covariate selection is to provide a subset of covariates, that is sufficient for confounding adjustment. One approach for this is to construct a subset of covariates associated with the outcome. This is sometimes referred to as the outcome approach, which is the subject for this thesis. READ MORE