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Large sample theory in a semiparametric partially linear errors-in-variables models

Liang, Hua; Härdle, Wolfgang; Carroll, Raymond J. - 1997

estimator of ß is shown to be consistent and its asymptotic distribution theory is derived. Consistent standard error estimates …

Persistent link: https://www.econbiz.de/10009657130

Large sample theory of the estimation of the error distribution for a semiparametric model

Liang, Hua; Härdle, Wolfgang - 1997

Persistent link: https://www.econbiz.de/10009661016

Modeling the learning from repeated samples : a generalized cross entropy approach

Bernardini Papalia, Rosa (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919508

On the small sample properties of weak exogeneity tests in cointegrated VAR models

Brüggemann, Ralf - 2002

We investigate the small sample properties of two types of weak exogeneity tests in cointegrated VAR models that are frequently used in applied work. The first one is the standard Likelihood Ratio (LR) test in the Johansen framework. The second test is based on mapping the cointegrated VAR model...

Persistent link: https://www.econbiz.de/10009620777

Dynamic decision structure and risk taking

Eichberger, Jürgen; Güth, Werner; Müller, Wieland - 1999

This paper investigates the behaviour in repeated decision situations. The experimental study shows that subjects show … low or no risk-aversion, but put very high value on the opportunity to sell the lottery in every stage of the decision … behaviour ; decision-making experiments …

Persistent link: https://www.econbiz.de/10009582412