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Experimental measurement of preferences in health care using best-worst scaling (BWS): Theoretical and statistical issues

Mühlbacher, Axel C.; Zweifel, Peter; Kaczynski, Anika; … - In: Health Economics Review 6 (2016) 5, pp. 1-12

multiattribute valuation methods. Researchers have proposed using best-worst scaling (BWS) methods which seek to extract information …

Persistent link: https://www.econbiz.de/10011599834

Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components

Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas - 2008

bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM … general, the Lognormal MSM models generate "apparent" long memory in good agreement with empirical scaling provided one uses …

Persistent link: https://www.econbiz.de/10010273174

Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components

Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas - 2008

bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM … general, the Lognormal MSM models generate ?apparent? long memory in good agreement with empirical scaling provided one uses …

Persistent link: https://www.econbiz.de/10010295131

True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence

Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas - 2007

interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov- switching … and compare the scaling exponents H(q) (for q = 1; 2) for both empirical data and simulated data of the estimated MSM … scaling laws. …

Persistent link: https://www.econbiz.de/10010295148

Some statistical investigations on the nature and dynamics of electricity prices

Bottazzi, Giulio; Sapio, Sandro; Secchi, Angelo - 2004

fluctuations in electricity markets are additive in nature. We do this by exploiting a scaling relationship between price level and …

Persistent link: https://www.econbiz.de/10010328400

An empirically based model of the supply schedule in day-ahead electricity markets

Sapio, Sandro - 2006

/P scaling). In the second part of the paper, it is shown that a linear supply function with stochastic intercept and … constant slope suffices to explain the 1/P scaling. Furthermore, this model allows to decompose price fluctuations in an …

Persistent link: https://www.econbiz.de/10010328442

The growth of industrial sectors: Theoritical insights and empirical evidence from US manufacturing

Sapio, Sandro; Thoma, Grid - 2006

) and 1.5; (ii) the volatility of growth rates is decreasing with respect to size, with a scaling exponent varying over time …, but always between -0.20 and -0.10. Preliminary analyses on more homogeneous groups cast doubts on the evidence of scaling …

Persistent link: https://www.econbiz.de/10010328620

Building capacity for assessing spatial-based sustainability metrics in agriculture

Kouadio, Louis; Newlands, Nathaniel K. - In: Decision Analytics 2 (2015) 1, pp. 1-18

scales, from which we determined spatially-dependent (i.e., site specific) scaling factors for the mean and variance of crop …

Persistent link: https://www.econbiz.de/10011656493

Treatment Effects and the Measurement of Skills in a Prototypical Home Visiting Program

Heckman, James J.; Liu, Bei; Lu, Mai; Zhou, Jin - 2020

This paper evaluates the causal impacts of an early childhood home visiting program for which treatment is randomly assigned. We estimate multivariate latent skill profiles for individual children and compare treatments and controls. We identify average treatment effects of skills on performance...

Persistent link: https://www.econbiz.de/10012270024

The Impacts of a Prototypical Home Visiting Program on Child Skills

Zhou, Jin; Heckman, James J.; Liu, Bei; Lu, Mai - 2022

This paper uses random assignment to estimate the causal impacts on child skills of a widely emulated early childhood home visiting program. We show the feasibility of replicating it at scale. We estimate vectors of latent skills for individual children and compare treatments and controls. The...

Persistent link: https://www.econbiz.de/10013177773