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Assumption matter : model uncertainty and the deterrent effect of capital punishment

Durlauf, Steven N.; Fu, Chao; Navarro, Salvador - In: The American economic review 102 (2012) 3, pp. 487-492

Persistent link: https://www.econbiz.de/10009706403

Time series, homicide, and the deterrent effect of capital punishment

Cover, James Peery - In: Southern economic journal 54 (1988) 3, pp. 615-622

Persistent link: https://www.econbiz.de/10001041334

Model Uncertainty and the Deterrent Effect of Capital Punishment

Cohen-Cole, Ethan - 2010

The reintroduction of capital punishment in 1976 that ended the four-year moratorium on executions generated by the … of capital punishment to study deterrent effects. However, no scholarly consensus exists as to their magnitude. A key … deterrent effect. Because differences across models are not well motivated by theory, the deterrence literature is plagued by …

Persistent link: https://www.econbiz.de/10013148737

Hard economic times : a dream for discounters

Lamey, Lien - In: European journal of marketing : EJM 48 (2014) 3/4, pp. 641-656

Persistent link: https://www.econbiz.de/10010371628

Capital punishment and the deterrent effect revisited : recent time-series econometric evidence

Chressanthis, George A. - In: Journal of behavioral economics 18 (1989) 2, pp. 81-97

Persistent link: https://www.econbiz.de/10001133200

A review of the econometric evidence on the effects of capital punishment

Cameron, Samuel - In: The journal of socio-economics 23 (1994) 1, pp. 197-214

Persistent link: https://www.econbiz.de/10001167064

Estimating Vitamin Cartel’s Overcharges : A Time-Series Approach

Mehta, Kirtikumar - 2023

An important issue in estimating cartel overcharges is to have a reliable estimate of the but-for-the-cartel price. While the cartel price is observable, the but-for-the-cartel price is not. A construction of the but-for-cartel-price evolution by assuming perfect competition, i.e. that price...

Persistent link: https://www.econbiz.de/10014348952

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Testing the adequacy of smooth transition autoregressive models

Eitrheim, Øyvind; Teräsvirta, Timo - 1993

Persistent link: https://www.econbiz.de/10000882121

Fractionally integrated models with ARCH errors

Hauser, Michael A.; Kunst, Robert M. - 1994

Persistent link: https://www.econbiz.de/10000882159

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