Getting the ROC into Sync
type: Item
instance of: scholarly article
title: Getting the ROC into Sync
DOI: 10.1080/07350015.2022.2154778
author: Liu Yang
author: Kajal Lahiri
author: Adrian Pagan
publication date: 2024-03-06T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7813832
zbMATH Keywords: economic recession
zbMATH Keywords: Kuipers score
zbMATH Keywords: receiver operating characteristic curve
zbMATH Keywords: serial dependence
zbMATH Keywords: synchronization
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/07350015.2022.2154778
OpenAlex ID: W4311119881
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: What does the yield curve tell us about GDP growth?
cites work: Predicting binary outcomes
cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
cites work: Synchronization of cycles
cites work: A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
cites work: ROC Curves for Continuous Data
cites work: Using the area under an estimated ROC curve to test the adequacy of binary predictors
cites work: Optimal Binary Prediction for Group Decision Making
cites work: A Concordance Correlation Coefficient to Evaluate Reproducibility
cites work: A method of moments interpretation of sequential estimators
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
cites work: A heteroskedasticity and autocorrelation robustFtest using an orthonormal series variance estimator
cites work: Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
published in: Journal of Business and Economic Statistics
description: scientific article; zbMATH DE number 7813832