Showing 1 - 10 of 181
We propose a first order bias correction term for the Gini index to reduce the bias due to grouping. The first order … reveals an intuitive formula for the remaining second order bias which is useful in empirical analyses. We analyze the … it reduces a considerable share of the bias due to grouping. …
Persistent link: https://www.econbiz.de/10010325812
We propose a first order bias correction term for the Gini index to reduce the bias due to grouping. The first order … reveals an intuitive formula for the remaining second order bias which is useful in empirical analyses. We analyze the … it reduces a considerable share of the bias due to grouping …
Persistent link: https://www.econbiz.de/10012722922
Methodische Grundlagen -- Einführung -- Die Entwicklung der Gesundheitsökonomie und ihre methodischen Ansätze -- Gerechtigkeitsethische Überlegungen zur Gesundheitsversorgung -- Die Berechnung von Kosten und Nutzen -- Grundformen gesundheitsökonomischer Evaluationen -- Das QALY-Konzept als...
Persistent link: https://www.econbiz.de/10014014208
Heterogeneity Under Approval and Plurality Voting -- In Silico Voting Experiments -- Experiments -- Laboratory Experiments on … Approval Voting -- Framed Field Experiments on Approval Voting: Lessons from the 2002 and 2007 French Presidential Elections … -- Approval Voting in Germany: Description of a Field Experiment -- Electoral Competition -- Classical Electoral Competition Under …
Persistent link: https://www.econbiz.de/10013522770
the measurement error. The standard attenuation bias suggests that using these corrected data would lead to a higher …
Persistent link: https://www.econbiz.de/10010325186
der Frage nach, ob sich bei der simulationsbasierten Projektbewertung der Aufwand reduzieren lässt, ohne die …
Persistent link: https://www.econbiz.de/10013517423
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
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
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
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