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1
Multidimensional polarization for ordinal data
Kobus, Martyna
;
Kurek, Radosław
- In:
Journal of economic inequality
17
(
2019
)
3
,
pp. 301-317
Persistent link: https://www.econbiz.de/10012224970
Saved in:
2
Economics is not statistics (and vice versa)
Leeson, Peter T.
- In:
Journal of institutional economics
16
(
2020
)
4
,
pp. 423-425
Persistent link: https://www.econbiz.de/10012240821
Saved in:
3
Application of the Likert and Osgood scales to quantify the qualitative features of real estate poperties
Foryś, Iwona
;
Gaca, Radosław
- In:
Folia oeconomica Stetinensia : FOS
16
(
2016
)
2
,
pp. 7-16
Persistent link: https://www.econbiz.de/10011774125
Saved in:
4
Inferring inequality : testing for median-preserving spreads in ordinal data
Abul Naga, Ramses H.
;
Stapenhurst, Christopher
; …
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 156-174
Persistent link: https://www.econbiz.de/10014551505
Saved in:
5
Measuring inequality in health
Apouey, Bénédicte H.
;
Silber, Jacques
- In:
Advances in Economic Measurement : A Volume in Honour …
,
(pp. 307-348)
.
2022
Persistent link: https://www.econbiz.de/10013431407
Saved in:
6
Consistent and inconsistent inequality indices for ordinal variables
Yalonetzky, Gastón
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470983
Saved in:
7
Business cycle
measurement
with some
theory
Canova, Fabio
;
Paustian, Matthias
-
2011
Persistent link: https://www.econbiz.de/10009011862
Saved in:
8
Endogeneity in empirical corporate finance
Roberts, Michael R.
;
Whited, Toni Marion
-
2011
-
Rev.
reviewing the sources of endogeneity - omitted variables, simultaneity, and
measurement
error - and their implications for …
Persistent link: https://www.econbiz.de/10009571811
Saved in:
9
Fieller stability measure : a novel model-dependent backtesting approach
Bravo, Christián
;
Maldonado, Sebastián
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
11
,
pp. 1895-1905
Persistent link: https://www.econbiz.de/10011419259
Saved in:
10
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
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