Showing 1 - 10 of 126
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
not yet active. We account for participation selection bias using instrumental variables. The control villages allow us to …
Persistent link: https://www.econbiz.de/10010325173
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
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