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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
Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem. We argue that ARMA parameters should be analyzed conditional on these identifying...
Persistent link: https://www.econbiz.de/10010324701
Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...
Persistent link: https://www.econbiz.de/10010324710
In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...
Persistent link: https://www.econbiz.de/10010324712
After decades of government growth, Western countries have witnessed major policy reversals. Prominent examples include the far-reaching policy reversals implemented by Thatcher, Reagan, and Douglas. This paper offers an explanation for these policy reversals. Our key argument rests on the...
Persistent link: https://www.econbiz.de/10010324722