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On the Phase Dependence in Time-Varying Correlations Between Time-Series
Blasques, Francisco - Tinbergen Instituut - 2013
derived from the proposed measure. Finite-sample distributions, power and size are analyzed in a Monte-Carlo exercise. An …
Persistent link: https://www.econbiz.de/10011255536
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Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data
Gooijer, Jan G. de; Yuan, Ao - Tinbergen Instituut - 2011
from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …
Persistent link: https://www.econbiz.de/10011255547
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On Conditional Density Estimation
Gooijer, Jan G. de; Zerom, Dawit - Tinbergen Institute - 2002
With the aim to mitigate the possible problem of negativity in the estimation of the conditional density function, we introduce a so-called re-weighted Nadaraya-Watson (RNW) estimator. The proposed RNW estimator is constructed by a slight modification of the well-known Nadaraya-Watson smoother....
Persistent link: https://www.econbiz.de/10005144525
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Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data
Gooijer, Jan G. de; Yuan, Ao - Tinbergen Institute - 2011
from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the …
Persistent link: https://www.econbiz.de/10008838604
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On Conditional Density Estimation
Gooijer, Jan G. de; Zerom, Dawit - Tinbergen Instituut - 2002
With the aim to mitigate the possibleproblem of negativity in the estimation of the conditionaldensity function, we introduce a so-called re-weightedNadaraya-Watson (RNW) estimator. The proposed RNWestimator is constructed by a slight modificationof the well-known Nadaraya-Watson...
Persistent link: https://www.econbiz.de/10011256515
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Pareto Efficiency in the Jungle
Houba, Harold; Luttens, Roland Iwan; Weikard, Hans-Peter - Tinbergen Instituut - 2014
We include initial holdings in the jungle economy of Piccione and Rubinstein (Economic Journal, 2007) in which the unique equilibrium satisfies lexicographic welfare maximization. When we relax assumptions on consumption sets and preferences slightly, equilibria other than lexicographic welfare...
Persistent link: https://www.econbiz.de/10011255490
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A K-sample Homogeneity Test based on the Quantification of the p-p Plot
Hinloopen, Jeroen; Wagenvoort, Rien; Marrewijk, Charles van - Tinbergen Instituut - 2008
can have better power than alternative Empirical Distribution Function tests. …
Persistent link: https://www.econbiz.de/10011255562
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Stone Age Equilibrium
Houba, Harold; Weikard, Hans-Peter - Tinbergen Instituut - 2009
exchange is either coercive or voluntary, and relative strength governs power relations in coercive exchange. We stress the … importance of free disposal of goods which allows for excess holdings larger than consumption, thereby modelling the power to …
Persistent link: https://www.econbiz.de/10011255884
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On the Measurement of Success and Satisfaction
Brink, René van den; Steffen, Frank - Tinbergen Instituut - 2012
This discussion paper led to a chapter in .Voting Power and Procedures: Essays in Honour of Dan Felsenthal and Moshé … mix-up of the notions of success and satisfaction which is prevailing in the voting power literature. We demonstrate that … is predominant in the voting power literature. However, we provide two examples of sequential decision-making mechanisms …
Persistent link: https://www.econbiz.de/10011255947
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Stone Age Equilibrium
Houba, Harold; Weikard, Hans-Peter - Tinbergen Institute - 2009
exchange is either coercive or voluntary, and relative strength governs power relations in coercive exchange. We stress the … importance of free disposal of goods which allows for excess holdings larger than consumption, thereby modelling the power to …
Persistent link: https://www.econbiz.de/10008513226