Showing 1 - 10 of 15
reduced game consistency in addition to other standard properties. …
Persistent link: https://www.econbiz.de/10011256159
Strong consistency of least squares estimators of the slope parameter in simple linear regression models is established …
Persistent link: https://www.econbiz.de/10011256174
consistency properties. We provide axiomatizations of this class of coalition structure share functions using these consistency …
Persistent link: https://www.econbiz.de/10005281774
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
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
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
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
robustness, conclusions vary from 'almost everycorrelation is fragile' to 'a substantial number of explanatory variables are … robustness using quasi-experiments. The analysis pertains to sign, size andsignificance of the effects, and we relax the quasi …
Persistent link: https://www.econbiz.de/10011255799
. At the same time, there is discussion regarding the robustness of the results of empirical growth studies. In a seminal … paper, Knack and Keefer (1997) assess the effect of trust on growth. This paper analyses the robustness of their results … along several dimensions, acknowledging the complexity of therobustness concept. Our findings show that the robustness of …
Persistent link: https://www.econbiz.de/10005136946
The empirical economic growth literature is criticized for its lack of robustness. For different definitions of … robustness, conclusions vary from 'almost every correlation is fragile' to 'a substantial number of explanatory variables are … robustness using quasi-experiments. The analysis pertains to sign, size and significance of the effects, and we relax the quasi …
Persistent link: https://www.econbiz.de/10005137163