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Consistency, Population Solidarity, and Egalitarian Solutions for TU-Games
Brink, Rene van den; Chun, Youngsub; Funaki, Yukihiko; … - Tinbergen Instituut - 2012
reduced game consistency in addition to other standard properties. …
Persistent link: https://www.econbiz.de/10011256159
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Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors
Christopeit, Norbert; Massmann, Michael - Tinbergen Instituut - 2012
Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established …
Persistent link: https://www.econbiz.de/10011256174
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A Class of Consistent Share Functions for Games in Coalition Structure
Brink, René van den; Laan, Gerard van der - Tinbergen Institute - 2001
consistency properties. We provide axiomatizations of this class of coalition structure share functions using these consistency …
Persistent link: https://www.econbiz.de/10005281774
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Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - Tinbergen Institute - 2010
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...
Persistent link: https://www.econbiz.de/10008484069
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A Class of Consistent Share Functions for Games in Coalition Structure
Brink, René van den; Laan, Gerard van der - Tinbergen Instituut - 2001
between the coalitions. We show that these coalition structure share functions satisfy certain consistency properties. We … provide axiomatizations of this class of coalition structure share functions using these consistency and multiplication …
Persistent link: https://www.econbiz.de/10011256541
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Maximum Likelihood Estimation for Generalized Autoregressive Score Models
Blasques, Francisco; Koopman, Siem Jan; Lucas, Andre - Tinbergen Instituut - 2014
We study the strong consistency and asymptotic normality of the maximum likelihood estimator for a class of time series … processes. We formulate primitive conditions for global identification, invertibility, strong consistency, asymptotic normality …
Persistent link: https://www.econbiz.de/10011256845
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Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning
Christopeit, Norbert; Massmann, Michael - Tinbergen Instituut - 2010
In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...
Persistent link: https://www.econbiz.de/10011256878