3 papers
econ.EM2023
Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility
Tsung-Chih Lai, Jiun-Hua Su
This paper proposes a nonparametric estimator of the counterfactual copula of two outcome variables that would be affected by a policy intervention. The proposed estimator allows p…
econ.EM2021
No-Regret Forecasting with Egalitarian Committees
Jiun-Hua Su
The forecast combination puzzle is often found in literature: The equal-weight scheme tends to outperform sophisticated methods of combining individual forecasts. Exploiting this f…
econ.EM2019
Model Selection in Utility-Maximizing Binary Prediction
Jiun-Hua Su
The maximum utility estimation proposed by Elliott and Lieli (2013) can be viewed as cost-sensitive binary classification; thus, its in-sample overfitting issue is similar to that…