• Measurement Error Without the Proxy Exclusion Restriction 

      Chalak, Karim; Kim, Daniel (Journal article; Peer reviewed, 2019)
      This article studies the identification of the coefficients in a linear equation when data on the outcome, covariates, and an error-laden proxy for a latent variable are available. We maintain that the measurement error ...
    • Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions 

      Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca (Peer reviewed; Journal article, 2022)
      This article proposes a novel asymmetric continuous probabilistic score (ACPS) for evaluating and comparing density forecasts. It generalizes the proposed score and defines a weighted version, which emphasizes regions of ...