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No Need to Run Millions of Regressions
Sturm, Jan-Egbert - CESifo - 2000
We argue that in modelling cross-country growth models one should first identify so-called outlying observations. For the data set of Sala-i-Martin, we use the least median of squares (LMS) estimator to identify outliers. As LMS is not suited for inference, we then use reweighted least squares...
Persistent link: https://www.econbiz.de/10005094199
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Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis
Gassebner, Martin; Lamla, Michael; Sturm, Jan-Egbert - CESifo - 2006
Recent literature proposes many variables as significant determinants of pollution. This paper gives an overview of this literature and asks which of these factors have an empirically robust impact on water and air pollution, i.e. do not depend upon the conditioning information set. For this, we...
Persistent link: https://www.econbiz.de/10005406345
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How Robust are Journal Rankings Based on the Impact Factor? Evidence from the Economic Sciences
Seiler, Christian; Wohlrabe, Klaus - CESifo - 2014
It is well-known that the distribution of citations to articles in a journal is skewed. We ask whether journal rankings based on the impact factor are robust with respect to this fact. We exclude the most cited paper, the top 5 and 10 cited papers for 100 economics journals and recalculate the...
Persistent link: https://www.econbiz.de/10010948832
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A Ranking Method Based on Handicaps
Demange, Gabrielle - CESifo - 2014
Ranking methods are fundamental tools in many areas. Popular methods aggregate the statements of ‘experts’ in different … ways. As such, there are various reasonable ranking methods, each one of them more or less adapted to the environment under … applications. The method is illustrated for ranking economic journals. …
Persistent link: https://www.econbiz.de/10010741315
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Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
Zikovic, Sasa; Filer, Randall - CESifo - 2012
An inherent problem with comparing and ranking competing Value at Risk (VaR) and Expected shortfall (ES) models is that … ranking and comparing the performance of VaR and ES models based on a nonparametric ANOVA test. The relative performance of …
Persistent link: https://www.econbiz.de/10010586077