Getting the ROC into Sync

DOI10.1080/07350015.2022.2154778OpenAlexW4311119881MaRDI QIDQ6150352

Unnamed Author, Adrian R. Pagan, Kajal Lahiri

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07350015.2022.2154778

zbMATH Keywords

synchronizationreceiver operating characteristic curveserial dependenceeconomic recessionKuipers score

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Synchronization of cycles
• What does the yield curve tell us about GDP growth?
• A method of moments interpretation of sequential estimators
• Predicting binary outcomes
• Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
• Optimal Binary Prediction for Group Decision Making
• A Concordance Correlation Coefficient to Evaluate Reproducibility
• A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
• ROC Curves for Continuous Data
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Using the area under an estimated ROC curve to test the adequacy of binary predictors
• A heteroskedasticity and autocorrelation robustFtest using an orthonormal series variance estimator

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