2 papers
econ.EM2026
Testing for Endogeneity: A Moment-Based Bayesian Approach
Siddhartha Chib, Minchul Shin, Anna Simoni
A standard assumption in the Bayesian estimation of linear regression models is that the regressors are exogenous in the sense that they are uncorrelated with the model error term.…
econ.EM2026
ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
Minchul Shin, Nathan Schor
We introduce ForeComp, an R package for comparing predictive accuracy using Diebold-Mariano type tests of equal predictive ability with standard and fixed smoothing inference. The…