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CVA-VaR
Alavian, Shahram - 2012
Usage of Monte Carlo simulation for pricing requires a well defined and accurate market implied distribution of risk factors. Overlay, on top of these simulated risk factors, one can also generate conditional prices based on the set of underlying risk factors at future time horizons. The ability...
Persistent link: https://www.econbiz.de/10013114643
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Publication bias under aggregation frictions : theory, evidence, and a new correction method
Furukawa, Chishio - 2019
This paper questions the conventional wisdom that publication bias must result from the biased preferences of researchers. When readers only compare the number of positive and negative results of papers to make their decisions, even unbiased researchers will omit noisy null results and inflate...
Persistent link: https://www.econbiz.de/10012126742
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Meta-analysis and publication bias : how well does the FAT-PET-PEESE procedure work? : a replication study of Alinaghi & Reed (Research Synthesis Methods, 2018)
Hong, Sanghyun - In: International Journal for Re-Views in Empirical … 3 (2019) 4, pp. 1-22
A meta-analysis is a tool for aggregating estimates of a similar "effect" across many studies. Publication bias is the phenomenon where literature is sample selected in favor of studies having statistically significant results and/or having estimates that satisfy pre-conceived expectations. A...
Persistent link: https://www.econbiz.de/10012123199
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The Properties of Model Selection When Retaining Theory Variables
Hendry, David F.; Johansen, Soren - 2011
theory model that specifies the correct set of m relevant exogenous variables, x{t}, within the larger set of m k candidate … the estimator distribution of the theory parameters. This strategy returns the theory-parameter estimates when the theory … is correct, yet protects against the theory being under-specified because some w{t} are relevant …
Persistent link: https://www.econbiz.de/10014176132
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Non-standard errors
Bosch-Rosa, Ciril; Kassner, Bernhard - 2023
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across...
Persistent link: https://www.econbiz.de/10014478337
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Inference in economic experiments
Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - 2019
Replication crisis and debates about p-values have raised doubts about what we can statistically infer from research findings, both in experimental and observational studies. With a view to the present debate on inferential errors, this paper systematizes and discusses experimental designs with...
Persistent link: https://www.econbiz.de/10012132411
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Inference in economic experiments
Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - 2020
Replication crisis and debates about p-values have raised doubts about what we can statistically infer from research findings, both in experimental and observational studies. With a view to the ongoing debate on inferential errors, this paper systematizes and discusses experimental designs with...
Persistent link: https://www.econbiz.de/10012169809
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Theoretical and methodological context of (post)-modern econometrics and competing philosophical discourses for policy prescription
Jackson, E. A. - 2018
This research article was championed as a way of providing discourses pertaining to the concept of "Critical Realism (CR)" approach, which is amongst many othe forms of competing postmodern philosophical concepts for the engagement of dialogical discourses in the area of established econometric...
Persistent link: https://www.econbiz.de/10011847792
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Methodische Ansätze zur Quantifizierung der Arbeitsplatzeffekte von Maßnahmen zur ländlichen Entwicklung
Margarian, Anne - 2010
The present work discusses possible methodological approaches for the assessment of employment effects of rural development measures. A special focus is on measures of the so called integrated rural development. Methods that are considered non-appropriate are considered nevertheless. Therefore,...
Persistent link: https://www.econbiz.de/10008688585
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Non-standard errors
Menkveld, Albert J. - 2021
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...
Persistent link: https://www.econbiz.de/10012696895