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-diffusion models and we compare, by means of the limiting experiment, the statistical information contained in continuous … the hidden process is highly persistent and, using the limiting experiment, we discuss some inference procedures. Chapter … 4 provides the power envelope for tests of the unit root hypothesis in Gaussian panel data models with cross …
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treatment. Yet often, finite mixture models need more data than the experiment provides. The approach requires ex ante knowledge … about the number of types. Finite mixture models are hard to estimate for panel data, which is what experiments often … to find the number of types in the data, and that allows for the estimation of panel data models. It combines machine …
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Evidence from an experiment investigating the "house money effect" in the context of a public goods game is … reconsidered. Analysis is performed within the framework of the panel hurdle model, in which subjects are assumed to be one of two … is potentially important in the external validity debate. -- Public Good Experiment ; Hurdle Model ; double hurdle model …
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How should researchers design panel data experiments? We analytically derive the variance of panel estimators …, informing power calculations in panel data settings. We generalize Frison and Pocock (1992) to fully arbitrary error structures …-world panel data, we demonstrate that failing to account for arbitrary serial correlation ex ante yields experiments that are …
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"We investigate the properties of Johansen's (1988, 1991) maximum eigenvalue and trace tests for cointegration under the empirically relevant situation of near-integrated variables. Using Monte Carlo techniques, we show that in a system with near-integrated variables, the probability of reaching...
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