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Bargaining in the presence of condorcet cycles : the role of asymmetries
Kamm, Aaron; Houba, Harold - 2015
This paper reports results from a laboratory experiment studying the role of asymmetries, both in payoffs and …
Persistent link: https://www.econbiz.de/10010532580
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Experimental public choice
Schram, Arthur - 2002
A review is given of the use of laboratory experiments in the Public Choice literature. A distinction is made in … experiments on public goods, participation games, rent-seeking and lobbying, and spatial voting. …
Persistent link: https://www.econbiz.de/10011327841
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Choosing voting systems behind the veil of Ignorance : a two-tier voting experiment
Weber, Matthias - 2014
prefer. To answer this question, I design a laboratory experiment in which participants choose voting systems. I find that …
Persistent link: https://www.econbiz.de/10010337025
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Theoretical and empirical differences between diagonal and full Bekk for risk management
Allen, David E.; McAleer, Michael - 2017
BEKK. The results of non-parametric tests suggest evidence of considerable bias in the Full BEKK estimates. The results of …
Persistent link: https://www.econbiz.de/10011699474
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A theory on media bias and elections
Sun, Junze; Schram, Arthur; Sloof, Randolph - 2019
rise in media bias affects the election outcome in a non-monotonic way, and reduces voter welfare by decreasing the …
Persistent link: https://www.econbiz.de/10012030647
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Experimental public choice
Schram, Arthur - 2002
Persistent link: https://www.econbiz.de/10001718546
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Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH
Brännäs, Kurt; de Gooijer, Jan G. - 2000
variancefunctions. In a genuine out-of-sample forecasting experiment theperformance of the best fitted asMA-asQGARCH model is compared …
Persistent link: https://www.econbiz.de/10010324389
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Combined Forecasts from Linear and Nonlinear Time Series Models
Terui, N.; van Dijk, Herman K. - 2000
Combined forecasts from a linear and a nonlinear model areinvestigated for timeseries with possibly nonlinear characteristics. The forecasts arecombined by aconstant coefficient regression method as well as a time varyingmethod. Thetime varying method allows for a locally (non)linear model....
Persistent link: https://www.econbiz.de/10010324396
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The Monetary Exchange Rate Model as a Long-Run Phenomenon
Groen, Jan J.J. - 1998
Pure time series-based tests fail to find empirical support formonetary exchange rate models. In this paper we apply pooled timeseries estimation on a forward-looking monetary model, resulting inparameter estimates which are in compliance with the underlyingtheory. Based on a panel version of...
Persistent link: https://www.econbiz.de/10010324410
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Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Koop, Gary; van Dijk, Herman K.; Hoek, Henk - 1997
In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...
Persistent link: https://www.econbiz.de/10010324436