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Total factor productivity and the Mongolian transition
Chessa, Antonio G.; Schouwstra, Marije C. - 2005
Total Factor Productivity (TFP)is often used on the macro-economic level as an indicator of changes in efficiency of a country. In many transition economies TFP is seen to have been negative the last decade of the plan economy and starts increasing and become positive after a (quite a) few years...
Persistent link: https://www.econbiz.de/10011346474
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Incentives, performance and choking in darts
Klein Teeselink, Bouke; Potter van Loon, Rogier J. D.; … - 2018
This paper examines the effect of incentives on the performance of darts players. We analyze four data sets comprising … natural research setting, because performance can be observed at the individual level and without the obscuring effects of … higher incentives, but choke when the incentives are really high. Professional players similarly display better performance …
Persistent link: https://www.econbiz.de/10011949171
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The pace of structural change, cyclical shocks and unemployment dynamics : simulations using an empirical flow model
Butter, Frank A. G. den; Dijk, Mark van - 1997
Persistent link: https://www.econbiz.de/10000961553
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The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.; Florax, Raymond J. G. M.; Groot, Henri … - 2007
Persistent link: https://www.econbiz.de/10003644178
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A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger; Koekkoek, Remmert; Dijk, Dick van - 2006
Persistent link: https://www.econbiz.de/10003332143
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Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey M. - 2009
Persistent link: https://www.econbiz.de/10003913176
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Tail distribution of the maximum of correlated Gaussian random variables
Botev, Zdravko I.; Mandjes, Michel; Ridder, Ad - 2015
In this article we consider the efficient estimation of the tail distribution of the maximum of correlated normal random variables. We show that the currently recommended Monte Carlo estimator has difficulties in quantifying its precision, because its sample variance estimator is an inefficient...
Persistent link: https://www.econbiz.de/10011431354
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Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius - 2007
We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic...
Persistent link: https://www.econbiz.de/10011373822
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Possibly ill-behaved posteriors in econometric models
Hoogerheide, Lennart; Dijk, Herman K. van - 2008
sophisticated neural network simulation techniques is explored. In all examples considered in this paper – a bimodal distribution of …
Persistent link: https://www.econbiz.de/10011374406