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effects of error propagation on the bias and mean squarederror of the meta-estimator, and the size and the power of …
Persistent link: https://www.econbiz.de/10010325362
bias. We study this by using a data set that combines survey information of individual workers with administrative records … survey respondents and non-respondents. We develop a method to distinguish empirically between two explanations for a bias in … both explanations. We discuss implications for standard methods to deal with non-response bias. …
Persistent link: https://www.econbiz.de/10010325350
Persistent link: https://www.econbiz.de/10009565383
We use a subsample bootstrap method to get a consistent estimate of the asymptotically optimal choice of the samplefraction, in the sense of minimal mean squared error, which is needed for tail index estimation. Unlike previous methodsour procedure is fully self contained. In particular, the...
Persistent link: https://www.econbiz.de/10010324719
This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.
Persistent link: https://www.econbiz.de/10010324776
This paper compares the behaviour of a bias-corrected estimator assuming strongly exogenous regressors to the behaviour … of a bias-corrected estimator assuming weakly exogenous regressors, when in fact the marginal model contains a feedback … mechanism. To this end, the effects of a feedback mechanism on the first-order least-squares coefficient estimation bias is …
Persistent link: https://www.econbiz.de/10010324780
The relative magnitudes are compared of successive terms in a higher-order asymptotic expansion of the bias of the LSDV … estimator in dynamic panels. We find that the leading term accounts for the major part of the actual bias in small samples. This … implies that bias correction procedures can be based on relatively simple bias approximation formulas. …
Persistent link: https://www.econbiz.de/10010324812
small samples. The nearly unbiased estimatoris derived as a bias correction of the within estimator (least squares dummy …
Persistent link: https://www.econbiz.de/10010324980
of bias of (generalized) MMestimators tends to increase with the number of moment conditions exploited. Forvarious … feedbacks none of the techniques examined dominates. However, asimple bias corrected LS estimator which presupposes strict …
Persistent link: https://www.econbiz.de/10010325057
, but then a bias term with unknown sign has to be estimated. We provide an estimator for this sign and the full programme …. Simulation results are also presented.It is weIl known that extreme value parameter estimators which balance the asymptotic bias …
Persistent link: https://www.econbiz.de/10010325182