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Decomposing the Congestion Effect and the Cross-Platform Effect inTwo-Sided Networks: A Field Experiment
Tucker, Catherine; Zhang, Juanjuan - MIT Sloan School of Management; MIT Sloan School of … - 2008
This paper highlights how the provision of information about userparticipation can serve as a strategic marketing tool for firms seekingto grow two-sided exchange networks. A two-sided exchange network is abusiness model (such as Ebay or Craiglist) where revenue is generatedfrom persuading...
Persistent link: https://www.econbiz.de/10009435138
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Towards Inference and Learning in Dynamic Bayesian Networks using Generalized Evidence
Langmead, Christopher J. - 2008
This report introduces a novel approach to performing inference and learning in Dynamic Bayesian Networks (DBN). The … traditional approach to inference and learning in DBNs involves conditioning on one or more finite-length observation sequences … solving inference problems (i.e., computing P(X|Φ)) and learning problems (i.e., computing P(Θ|Φ)) using techniques from the …
Persistent link: https://www.econbiz.de/10009441211
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Efficient accommodation of local minima in watershed model calibration
Skahill, B. E.; Doherty, J. E. - 2006
The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized...
Persistent link: https://www.econbiz.de/10009447949
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Statistical Methods for Nonlinear Dynamic Models with Measurement Error Using the Ricker Model
Resendes, David Joseph - 2011
leads to biased estimates and adversely affects inference if ignored. In the literature, often convenient distribution … ignored entirely. In this thesis, ways to estimate the parameters of the Ricker model and perform inference while accounting … investigated for data on the abundance and log-abundance scales, and how inference is done via the parametric bootstrap and …
Persistent link: https://www.econbiz.de/10009468234
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Biased Judgment in Censored Environments
Feiler, Daniel C.; Tong, Jordan D.; Larrick, Richard P. - In: Management Science 59 (2013) 3, pp. 573-591
Some environments constrain the information that managers and decision makers can observe. We examine judgment in <i>censored environments</i> where a constraint, the <i>censorship point</i>, systematically distorts the observed sample. Random instances beyond the censorship point are observed at the...
Persistent link: https://www.econbiz.de/10010990587
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Imprecise Data Sets as a Source of Ambiguity: A Model and Experimental Evidence
Arad, Ayala; Gayer, Gabrielle - In: Management Science 58 (2012) 1, pp. 188-202
In many circumstances, evaluations are based on empirical data. However, some observations may be imprecise, meaning that it is not entirely clear what occurred in them. We address the question of how beliefs are formed in these situations. The individual in our model is essentially a...
Persistent link: https://www.econbiz.de/10010990623
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Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
Peiris, Shelton - In: Statistical Papers 55 (2014) 2, pp. 513-523
It is known that the analysis of short panel time series data is very important in many practical problems. This paper calculates the exact moments up to order 4 under the null hypothesis of no serial correlation when there are many independent replications of size 3. We further calculate the...
Persistent link: https://www.econbiz.de/10010998600
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Parametric Inference and Dynamic State Recovery from Option Panels
Andersen, Torben G.; Fusari, Nicola; Todorov, Viktor - School of Economics and Management, University of Aarhus - 2011
stability of the risk-neutral dynamics over a given period of time. A large-scale Monte Carlo study indicates that the inference …
Persistent link: https://www.econbiz.de/10010851195
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The Linear and Non-displaced Estimator in Multiple Regression
ANGHELACHE, Constantin; VOINEAGU, Vergil; MANOLE, Alexandru - In: Romanian Statistical Review Supplement 61 (2013) 2, pp. 161-166
Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of...
Persistent link: https://www.econbiz.de/10010859922
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Financial Crisis, Taylor Rule and the Fed
Kumar, Saten - Faculty of Business, Auckland University of Technology - 2014
We investigate how the Federal Reserve (Fed) hit the zero lower bound (ZLB) interest rate while operating under a Taylor-type policy rule. We estimate a reaction function and the results indicate that during the crisis Fed increased the weight on output without also increasing the weight on...
Persistent link: https://www.econbiz.de/10010902121