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Biased Sampling of Early Users and the Direction of Startup Innovation
Cao, Ruiqing; Koning, Rembrand; Nanda, Ramana - 2022
, this gender-product gap shrinks towards zero. Further, consistent with a sampling bias mechanism, we find that the …
Persistent link: https://www.econbiz.de/10014241447
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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
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Measuring Total Household Spending in a Monthly Internet Survey : Evidence from the American Life Panel
Hurd, Michael D. - 2012
Beginning in May 2009 we fielded a monthly Internet survey designed to measure total household spending as the …
Persistent link: https://www.econbiz.de/10013108000
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What are We Weighting for?
Solon, Gary - 2013
, (2) to achieve consistent estimates by correcting for endogenous sampling, and (3) to identify average partial effects in …
Persistent link: https://www.econbiz.de/10013085910
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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
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Using Split Samples to Improve Inference About Causal Effects
Fafchamps, Marcel - 2016
We discuss a method aimed at reducing the risk that spurious results are published. Researchers send their datasets to an independent third party who randomly generates training and testing samples. Researchers perform their analysis on the former and once the paper is accepted for publication...
Persistent link: https://www.econbiz.de/10013001788
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How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
Ait-Sahalia, Yacine - 2005
optimal sampling frequency at which to estimate the parameters of a discretely sampled continuous-time model can be finite … that sampling as often as possible is optimal. But, more surprisingly, we also demonstrate that this is true even if one …
Persistent link: https://www.econbiz.de/10012785227
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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
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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
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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