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Good choice, bad judgment : how choice under uncertainty generates overoptimism
Tong, Jordan; Feiler, Daniel; Ivantsova, Anastasia - 2017 - [Revised]
the alternatives they choose. In contrast to theories of motivated reasoning, this theory suggests that individuals will …
Persistent link: https://www.econbiz.de/10011756888
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Quality measures in non-random sampling : MFI interest rate statistics
Bojaruniec, Piotr (contributor); Huerga, Javier (contributor) - Europäische Zentralbank / Technical Expert Group on … - 2013
Traditional literature on sampling techniques focuses mainly on statistical samples and covers non-random (non …
Persistent link: https://www.econbiz.de/10011664035
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Bundlers dilemmas in financial markets with sampling investors
Bianchi, Milo; Jehiel, Philippe - 2019
Persistent link: https://www.econbiz.de/10012182248
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File-sharing, sampling, and music distribution
Peitz, Martin; Waelbroeck, Patrick - 2004 - This version: December 2004
show that the existence of P2P networks may alter the standard business model: sampling may replace costly marketing and …
Persistent link: https://www.econbiz.de/10010366574
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Is it possible to overfit the algorithm? : case study of mass valuation of land properties in Szczecin
Gdakowicz, Anna; Putek-Szelag, Ewa - In: European research studies 23 (2020) 6, pp. 110-122
Persistent link: https://www.econbiz.de/10012510212
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Bundlers' dilemmas in financial markets with sampling investors
Bianchi, Milo; Jehiel, Philippe - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 2, pp. 545-582
limited sampling. Pooling assets of heterogeneous quality induces dispersion in investors' valuations without affecting their …
Persistent link: https://www.econbiz.de/10012308449
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How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz; Chang, Pao-li - 1998
Persistent link: https://www.econbiz.de/10001410004
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Tail distribution of the maximum of correlated Gaussian random variables
Botev, Zdravko I.; Mandjes, Michel; Ridder, Ad - 2015
completely new sequential importance sampling estimator of the desired tail probability. Numerical experiments suggest that the … sequential importance sampling estimator can be significantly more efficient than its competitor. …
Persistent link: https://www.econbiz.de/10011431354
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Finite-sample distributions of self-normalized sums
Kurz-Kim, Jeong-Ryeol - 2003
Logan et al. (1973) analyze the limit probability distribution of the statistic sn(p) = Σi=1 Xi/(Σi=1 Χj ) /p as n → ∞, when Xi is in the domain of attraciton of a stable law with stabilility index a. By simulations, we provide quantiles of the usual critical levels of the finite-sample...
Persistent link: https://www.econbiz.de/10011431987
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Combining an ongoing panel with a new cross-sectional sample
Spieß, Martin; Rendtel, Ulrich - 2000
In this paper, a weight is derived for the calculation of design based estimators of totals, means and proportions using the ongoing German Socio-Economic Panel (GSOEP) and a new cross-sectional sample. In the first part of the paper, the selection schemes of the subsamples A, B, C and D of the...
Persistent link: https://www.econbiz.de/10011432744