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Advances in economics and econometrics ; Vol. 2
Blundell, Richard W. (contributor);  … - 2006 - 1. publ.
Persistent link: https://www.econbiz.de/10003423706
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Consistent Nonparametric Tests for Lorenz Dominance
Donald, Stephen G.; Barrett, Garry F. - Econometric Society - 2004
underlying Lorenz curves, we propose the use of two computer based procedures for conducting inference. The first is a simulation …
Persistent link: https://www.econbiz.de/10005342152
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Indirect Estimation of Long Memory Volatility Models
Wilkins, Nigel - Econometric Society - 2004
An indirect estimator is proposed for two long memory volatility models; the fractionally integrated generalised autoregressive conditional heteroskedasticity (FIGARCH) model and the long memory stochastic volatility (LMSV) model. The small sample properties of the indirect estimator are...
Persistent link: https://www.econbiz.de/10005086438
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Multivariate Hypernormal Densities
Gottschling, Andreas; Haefke, Christian - Econometric Society - 2004
useful in applications such as portfolio analytics or macro simulation involving several control variables. In this paper we …
Persistent link: https://www.econbiz.de/10005063588
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Comparing Empirical Models of the Euro Economy
Wallis, Kenneth F. - Econometric Society - 2004
and the results of two policy simulations are compared and contrasted. The principal source of simulation differences is …
Persistent link: https://www.econbiz.de/10005702540
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Growing Strategy Sets in Repeated Games
Okada, Daijiro; Neyman, Abraham - Econometric Society - 2004
existing measures of complexity of a strategy, such as the number of states of an automaton that represents the strategy needs …
Persistent link: https://www.econbiz.de/10005342187
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Complexity and Efficiency in Repeated Games with Negotiation
Sabourian, Hamid; Lee, Jihong - Econometric Society - 2004
explicitly consider the complexity of implementing a strategy, introduced in the literature on repeated games played by automata … equilibria survive. Thus, complexity and bargaining in tandem may offer an explanation for co-operation in repeated games …
Persistent link: https://www.econbiz.de/10005342231
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Competition and Consumer Confusion
Laibson, David; Gabaix, Xavier - Econometric Society - 2004
firms to choose even more excess complexity. Firms with lower intrinsic quality and higher production costs choose the most … excess complexity. Educating consumers to reduce their evaluation noise would generate large welfare gains. But the gains …
Persistent link: https://www.econbiz.de/10005063732
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Complexity and Efficiency in the Negotiation Game
Sabourian, Hamid; Lee, Jihong - Econometric Society - 2004
investigate the role of complexity of implementing a strategy, introduced in the literature on repeated games played by automata …. Thus, complexity and bargaining in tandem may offer an explanation for co-operation and efficiency in repeated games …
Persistent link: https://www.econbiz.de/10005699675