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Statistical Power of Within and Between-Subjects Designs in Economic Experiments
Bellemare, Charles; Bissonnette, Luc; Kröger, Sabine - Centre Interuniversitaire sur le Risque, les Politiques … - 2014
usefulness of the approach in the context of field experiments on gift exchange. Our results suggest that a BS design requires …
Persistent link: https://www.econbiz.de/10010960506
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Statistical Power of Within and Between-Subjects Designs in Economic Experiments
Bellemare, Charles; Bissonnette, Luc; Kröger, Sabine - Institute for the Study of Labor (IZA) - 2014
usefulness of the approach in the context of field experiments on gift exchange. Our results suggest that a BS design requires …
Persistent link: https://www.econbiz.de/10010959685
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Statistical Power of Within and Between-Subjects Designs in Economic Experiments
Bellemare, Charles; Bissonnette, Luc; Kröger, Sabine - CESifo - 2014
usefulness of the approach in the context of field experiments on gift exchange. Our results suggest that a BS design requires …
Persistent link: https://www.econbiz.de/10010960644
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The Power of the Test in Three-Level Designs
Konstantopoulos, Spyros - Institute for the Study of Labor (IZA) - 2006
Field experiments that involve nested structures may assign treatment conditions either to entire groups (such as … classrooms or schools), or individuals within groups (such as students). Since field experiments involve clustering, key aspects …
Persistent link: https://www.econbiz.de/10005566837
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Random incentive systems in a dynamic choice experiment
Baltussen, Guido; Post, G.; Assem, Martijn; Wakker, Peter - In: Experimental Economics 15 (2012) 3, pp. 418-443
Experiments frequently use a random incentive system (RIS), where only tasks that are randomly selected at the end of …
Persistent link: https://www.econbiz.de/10010866268
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Economic Field Experiments: Comments on Design Efficiency, Sample Size and Statistical Power
Ledolter, Johannes - In: Journal of Economics and Management 9 (2013) 2, pp. 271-290
This paper puts forward suggestions that could improve the efficiency of field experiments as they are currently … carried out in experimental economics. Two recommendations are made: (1) Prior to the actual study, economic field experiments … should include sample size calculations that confirm that meaningful effects can be detected. (2) Economic field experiments …
Persistent link: https://www.econbiz.de/10010685022
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Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
Chen, Songxi; Peng, Liang; Yu, Cindy - Volkswirtschaftliche Fakultät, … - 2013
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for Lévy-driven processes. We propose an empirical likelihood...
Persistent link: https://www.econbiz.de/10011257884
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Golden Rule of Forecasting: Be conservative
Armstrong, J. Scott; Green, Kesten C.; Graefe, Andreas - Volkswirtschaftliche Fakultät, … - 2014
This paper proposes a unifying theory of forecasting in the form of a Golden Rule of Forecasting. The Golden Rule is to be conservative. A conservative forecast is consistent with cumulative knowledge about the present and the past. To be conservative, forecasters must seek all knowledge...
Persistent link: https://www.econbiz.de/10011257908
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Two Sample Tests for High Dimensional Covariance Matrices
Chen, Songxi - Volkswirtschaftliche Fakultät, … - 2012
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance-covariance matrices, and the other is on offdiagonal sub-matrices which define the covariance between two non-overlapping segments of the high-dimensional...
Persistent link: https://www.econbiz.de/10011259210
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Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation
Qiu, Yumou; Chen, Songxi - Volkswirtschaftliche Fakultät, … - 2012
Motivated by the latest effort to employ banded matrices to estimate a high-dimensional covariance Σ , we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to the “large p , small n ” situations without assuming a specific parametric distribution for...
Persistent link: https://www.econbiz.de/10011259723