guidelines on the collection and use of expertise in policy-making (issued by the UK, Canada and the European Commission …

Longitudinal experiments allow one to evaluate the temporal stability of latent preferences, but raise concerns about … stability in risk preferences using a remarkable data set that combines socio-demographic information from the Danish Civil … attrition changes inferences about risk preferences in an economically and statistically significant manner. Estimates of risk …

We propose a new algorithm which allows easy estimation of Vector Autoregressions (VARs) featuring asymmetric priors …

Epstein-Zin preferences to study the volatility implications of a monetary policy shock. An unexpected increases in the policy …

This paper proposes a regularisation method for the estimation of large covariance matrices that uses insights from the …

modelling that enables stochastic structural change in model parameters and on model estimation by Bayesian or non …-parametric kernel methods. In the context of the estimation of covariance matrices of large dimensional panels, such data requires … applicable in econometric analysis beyond estimation of large covariance matrices. We discuss the utility of the robust …

probabilistic editing by proposing an estimation procedure that provides valid inference when two kinds of nonsampling error are …