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Correcting for selective compliance in a re-employment bonus experiment

Bijwaard, Govert; Ridder, Geert - 1998

Persistent link: https://www.econbiz.de/10000994243

Bubbles, crashes and information contagion in large-group asset market experiments

Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - 2019

forecast the future price of a risky asset. The realized prices depend on these expectations. We observe small (6 participants …) and large markets (about 100 participants). In large markets the influence of an individual forecast on the realized price …

Persistent link: https://www.econbiz.de/10011979625

Incentive systems in a real effort experiment

Dijk, Frans van; Sonnemans, Joep; Winden, Frans A. A. M. van - 1997

In the reported experiment different payment schemes are examined on theirincentive effects. Payment based on individual, team and relative performance are compared. Subjects conducted computerized tasks that required substantial effort. The results show that individual and team payment induced...

Persistent link: https://www.econbiz.de/10010533205

Correcting for selective compliance in a re-employment bonus experiment

Bijwaard, Govert; Ridder, Geert - 1998

We propose a two-stage instrumental variable estimator that is consistent if there is selective compliance in the treatment group of a randomized experiment and the outcome variable is a censored duration. The estimator assumes full compliance in the control group. We use the estimator to...

Persistent link: https://www.econbiz.de/10011299971

Preference estimation from point allocation experiments

Collewet, Marion; Koster, Paul - 2023

Point allocation experiments are widely used in the social sciences. In these experiments, survey respondents distribute a fixed total number of points across a fixed number of alternatives. This paper reviews the different perspectives in the literature about what respondents do when they...

Persistent link: https://www.econbiz.de/10014233387

Experience does not eliminate bubbles : experimental evidence

Kopányi-Peuker, Anita; Weber, Matthias - 2018

. One is a call market experiment in which participants trade assets with each other. The other is a learning-to-forecast … experiment in which participants only forecast future prices, while the trade, which is based on these forecasts, is computerized … literature. Our findings in the learning-to-forecast experiment are novel. Interestingly, the shape of the bubbles is different …

Persistent link: https://www.econbiz.de/10011932581