Narrow search
Showing 1 - 10 of 6,290
Cover Image
Tables of Sample Size for the F-Test in One Way Analysis of Variance Designs
Hill, Richard - 2021
Persistent link: https://www.econbiz.de/10013238967
Cover Image
Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price
Taylor, Alan M. - 2021
testing for PPP or LOOP, model specification and data sampling should not proceed without consideration of the actual …
Persistent link: https://www.econbiz.de/10013239956
Cover Image
The Robustness of Tests for Consumer Choice Inconsistencies
Abaluck, Jason - 2015
We explore the in- and out- of sample robustness of tests for consumer choice inconsistencies based on parameter restrictions in parametric models, with a focus on tests proposed by Ketcham, Kuminoff and Powers (2015). We start by arguing that non-parametric alternatives are inherently...
Persistent link: https://www.econbiz.de/10013013932
Cover Image
Sample Selectivity and the Validity of International Student Achievement Tests in Economic Research
Hanushek, Eric A. - 2010
Critics of international student comparisons argue that results may be influenced by differences in the extent to which countries adequately sample their entire student populations. In this research note, we show that larger exclusion and non-response rates are related to better country average...
Persistent link: https://www.econbiz.de/10013145235
Cover Image
Robust Standard Errors in Small Samples : Some Practical Advice
Imbens, Guido W. - 2012
In this paper we discuss the properties of confidence intervals for regression parameters based on robust standard errors. We discuss the motivation for a modification suggested by Bell and McCaffrey (2002) to improve the finite sample properties of the confidence intervals based on the...
Persistent link: https://www.econbiz.de/10013099125
Cover Image
To Hold Out or Not to Hold Out
Schorfheide, Frank - 2013
A recent literature has developed that combines two prominent empirical approaches to ex ante policy evaluation: randomized controlled trials (RCT) and structural estimation. The RCT provides a "gold-standard'' estimate of a particular treatment, but only of that treatment. Structural estimation...
Persistent link: https://www.econbiz.de/10013073955
Cover Image
Information Costs and Sequential Information Sampling
Hebert, Benjamin - 2018
We propose a new approach to modeling the cost of information structures in rational inattention problems, the "neighborhood-based" cost functions. These cost functions have two properties that we view as desirable: they summarize the results of a sequential evidence accumulation problem, and...
Persistent link: https://www.econbiz.de/10012907127
Cover Image
Non-Randomly Sampled Networks : Biases and Corrections
Hsieh, Chih-Sheng - 2018
first characterize the biases in both network statistics and estimates of network effects under non-random sampling …-classical measurement-error problems when applied as regressors. Apart from the sampling rate and the elicitation procedure, these biases … applied to network data collected via both designed and non-designed sampling procedures, does not require one to assume any …
Persistent link: https://www.econbiz.de/10012907751
Cover Image
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample : More Data, Additional Currencies, and FX Implications
Hodrick, Robert J. - 2018
We examine the Cochrane and Piazzesi (2005, 2008) model in several out-of-sample analyzes. The model's one-factor forecasting structure characterizes the term structures of additional currencies in samples ending in 2003. In post-2003 data one-factor structures again characterize each currency's...
Persistent link: https://www.econbiz.de/10012910309
Cover Image
Data-Snooping Biases in Tests of Financial Asset Pricing Models
Lo, Andrew W. - 2010
We investigate the extent to which tests of financial asset pricing models may be biased by using properties of the data to construct the test statistics. Specifically, we focus on tests using returns to portfolios of common stock where portfolios are constructed by sorting on some empirically...
Persistent link: https://www.econbiz.de/10012763376