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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
the size of credible deviations. In our experiment, we find support for the relevance of credible deviations. In addition … experiments. …
Persistent link: https://www.econbiz.de/10010325937
favor and against this assumption and test in our own experiment, whether and which personality factors are useful in … understand what to expect from the inclusion of personality variables in their models and experiments, and where further research …
Persistent link: https://www.econbiz.de/10010326411
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
that are consistent with actions observed in the classical trust game experiments. We observe that, on average, men and …
Persistent link: https://www.econbiz.de/10010325668
by an experiment. Finally, we show how partial information transmission can lead to communication failure, and show how …
Persistent link: https://www.econbiz.de/10010325901
strategies that are consistent with actions observed in the classical trust game experiments. We observe that, on average, men …
Persistent link: https://www.econbiz.de/10014193586
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