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Correcting for Primary Study Misspecifications in Meta-Analysis
Koetse, Mark J.; Florax, Raymond J.G.M.; de Groot, … - 2005
In non-experimental sciences the errors associated with model misspecifications in primarystudies carry over to meta-analysis. We use Monte Carlo simulations to analyse the effects ofthese misspecifications on results of a meta-analysis using a meta-estimator that calculates asimple average...
Persistent link: https://www.econbiz.de/10010325362
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Bias Correction of KPSS Test with Structural Break for Reducing the Size Distortion
Skrobotov, Anton - 2013
In this paper we extend the stationarity test proposed by Kurozumi and Tanaka (2010) for reducing size distortion with one structural break. We fi nd the bias up to the order of 1=T for four types of models containing structural breaks. The simulations on finite samples show a reducing of size...
Persistent link: https://www.econbiz.de/10013089542
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Methods Matter : p-Hacking and Publication Bias in Causal Analysis in Economics: Comment
Kranz, Sebastian - 2021
Brodeur et al. (2020) study a large number of hypothesis tests from top economic articles and find evidence for p-hacking or publication bias, in particular for articles using DID or IV as causal identification method. We show that a crucial continuity assumption is violated because many...
Persistent link: https://www.econbiz.de/10013242237
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The small sample properties of Indirect Inference in testing and estimating DSGE models
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2018
Indirect inference testing can be carried out with a variety of auxiliary models. Asymptotically these different models make no difference. However, the small sample properties can differ. We explore small sample power and estimation bias both with different variable combinations and descriptive...
Persistent link: https://www.econbiz.de/10011886113
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Testing Distributional Inequalities and Asymptotic Bias
Song, Kyungchul - 2008
When Barret and Donald (2003) in Econometrica proposed a consistent test of stochastic dominance, they were silent about the asymptotic unbiasedness of their tests against (square root) n-converging Pitman local alternatives. This paper shows that when we focus on first-order stochastic...
Persistent link: https://www.econbiz.de/10014220140
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Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions Using the Restricted Likelihood
Chen, Willa W.; Deo, Rohit - 2009
Abstract: Difficulties with inference in predictive regressions are generally attributed to strong persistence in the predictor series. We show that the major source of the problem is actually the nuisance intercept parameter and propose basing inference on the Restricted Likelihood, which is...
Persistent link: https://www.econbiz.de/10014026739
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Correcting for Primary Study Misspecifications in Meta-Analysis
Koetse, Mark J.; Florax, Raymond J.G.M; de Groot, Henri … - 2005
Misspecifications and differences in operational definitions of elasticities in primary studies carry over to meta-analysis results. We show that the current practice of accounting for such primary study aberrations in a meta-analysis by means of dummy variables goes a long way in mitigating...
Persistent link: https://www.econbiz.de/10014066269
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Nonresponse trends in establishment panel surveys : findings from the 2001-2017 IAB establishment panel
König, Corinna; Sakshaug, Joseph W. - In: Journal for labour market research 57 (2023) 1, pp. 1-17
Many household panel surveys have experienced decreasing response rates and increasing risk of nonresponse bias in … recent decades, but trends in response rates and nonresponse bias in business or establishment panel surveys are largely … understudied. This article examines both panel response rates and nonresponse bias in one of the largest and longest …
Persistent link: https://www.econbiz.de/10014366205
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You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators
Kufenko, Vadmin; Prettner, Klaus - 2017
We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte … data, the results obtained with the different panel data estimators range from 0.03% to 17%. This implies a range of the …
Persistent link: https://www.econbiz.de/10011761250
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Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
Phillips, Peter C. B.; Sul, Donggyu - 2003
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N … there is cross section error dependence, the probability limit of the dynamic panel regression estimator is a random … variable rather than a constant, which helps to explain the substantial variability observed in dynamic panel estimates when …
Persistent link: https://www.econbiz.de/10014075349