Showing 1 - 10 of 130
Variance of exchange rates around predictions can be from 1) undiscovered fundamentals, 2) efficient markets, 3 …. Field and experimental evidence identifies 4) as the underlying cause. Variance effects prior to the resolution of risk … the outcome flow after risk is passed. To include the evaluation stage and such damage from variance, the authorities can …
Persistent link: https://www.econbiz.de/10010274100
geometric mean (BCGM), (iii) a uniformly minimum variance unbiased (UMVU) estimator, and (iv) the sample median (SM). In … population variance and sample size (n = 4-100). Results of this work indicate that the UMVU estimator and the BCGM estimators …
Persistent link: https://www.econbiz.de/10009429560
One of the assumptions of analysis of variance (ANOVA) is that the variances of the groups being compared are … created by variance heterogeneity. Although Cochran's test performed a little better than Bartlett's, both tests performed …
Persistent link: https://www.econbiz.de/10009481861
The statistical variance of total project cost is usually estimated by means of Monte Carlo simulation on the … component costs are analyzed to obtain the required total cost variance. The results confirm previous work in showing that the … approximation of the second moment (variance) under the assumption of independence considerably underestimates the exact value. The …
Persistent link: https://www.econbiz.de/10009437452
. This confirms previous work in showing that the estimated second moment (variance) is considerably different when using the …. This shows how a unique project rate variance can be calculated for an individual future project, based on relevant data …
Persistent link: https://www.econbiz.de/10009437537
2SPS and 2SRI for logistic binary outcomes have not been thoroughly studied. We study the bias and variance properties … sandwich variance estimator of logistic regression of both 2SPS and 2SRI approaches and the variance estimator is adjusted for … simulation results show that the adjusted estimates are consistent with the observed variance while the naive estimates without …
Persistent link: https://www.econbiz.de/10009439053
distributions of behavior, focusing on the distinction between tight (i.e., characterized by low behavioral variance), loose (i ….e., characterized by high behavioral variance), and polarized (i.e., characterized by u-shaped behavior) environments. We find that … individuals indeed strongly respond to differences in the variance and shape of the descriptive norm they are facing: loose norms …
Persistent link: https://www.econbiz.de/10014290143
Outliers in the data impair traditional estimators of location, variance, and regression parameters so researchers tend …
Persistent link: https://www.econbiz.de/10009463989
We investigate the OLS-based estimator s2 of the disturbance variance in the standard linear regression model with …
Persistent link: https://www.econbiz.de/10010296757
designed to find shifts in mean, but only few can do this for the variance. In this paper we attempt to investigate the … seasonal variance of temperature residuals. We present a time series approach for modelling temperature dynamics. A seasonal … variance performs better in terms of out of sample forecast than other models proposed in the literature for modelling …
Persistent link: https://www.econbiz.de/10010318774