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Plug-in bandwidth selection for kernel density estimation with discrete data
Chu, Chi-Yang; Henderson, Daniel J.; Parmeter, … - In: Econometrics 3 (2015) 2, pp. 199-214
This paper proposes plug-in bandwidth selection for kernel density estimation with discrete data via minimization of …
Persistent link: https://www.econbiz.de/10011755277
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An entropy-based metric for product remanufacturability
Ramoni, Monsuru O.; Zhang, Hong-chao - In: Journal of Remanufacturing 2 (2012), pp. 1-8
metric is based on entropy, a phenomenon well known in engineering. … paper develops a metric to quantify the remanufacturability incorporated into the new product at the design stage. The …
Persistent link: https://www.econbiz.de/10010500505
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Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio - In: Econometrics 5 (2017) 1, pp. 1-26
on nonparametric covariance matrix estimators are explored. Fixed-b theory is developed for the HAC estimators which … statistics depend on the break fraction and the bandwidth tuning parameter as well as on the kernel. When the break date is …
Persistent link: https://www.econbiz.de/10011755355
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A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection
Rios-Avila, Fernando - In: Econometrics 7 (2019) 2, pp. 1-29
This paper presents an extension to the Oaxaca-Blinder decomposition with continuous groups using a semiparametric approach known as varying coefficients model. To account for potential self-selection into the continuum of groups, the use of inverse mills ratios is expanded upon following the...
Persistent link: https://www.econbiz.de/10012696243
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A game-theoretic analysis of baccara chemin de fer
Ethier, Stewart N.; Gámez, Carlos - In: Games 4 (2013) 4, pp. 711-737
Assuming that cards are dealt with replacement from a single deck and that each of Player and Banker sees the total of his own two-card hand but not its composition, baccara is a 2 . 288 matrix game, which was solved by Kemeny and Snell in 1957. Assuming that cards are dealt without replacement...
Persistent link: https://www.econbiz.de/10010369414
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Is a night better than a day: Empirical evidence
Deshkovski, A.; Dzeshkovskaia, A. - In: Cogent Economics & Finance 2 (2014) 1, pp. 2-10
In this study, we analyze the portfolio allocation based on time asymmetry of stock characteristics. In particular, we analyzed the empirical data of changes in financial stock prices during the day period and during the night period and have found that characteristics such as mean and variance...
Persistent link: https://www.econbiz.de/10011559116
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Symmetry of evidence without evidence of symmetry
Epstein, Larry G.; Seo, Kyoungwon - In: Theoretical Economics 5 (2010) 3, pp. 313-368
approach." We argue that while exchangeability, interpreted as symmetry of evidence, is a weak assumption, when combined with …, and there is little evidence of symmetry, this implication of de Finetti's hypotheses is not intuitive. This motivates our …
Persistent link: https://www.econbiz.de/10011599431
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Monotonic redistribution of performance-based allocations: a case for proportional taxation
Casajus, André - In: Theoretical Economics 10 (2015) 3, pp. 887-892
Within a simple setup, we show that proportional taxation is implied by three properties: efficiency, symmetry, and … monotonicity. Efficiency: redistribution has no cost. Symmetry: members of the society with the same performance obtain the same …
Persistent link: https://www.econbiz.de/10011599557
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Synthetic control and inference
Hahn, Jinyong; Shi, Ruoyao - In: Econometrics 5 (2017) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10011995200
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Multinary group identification
Cho, Wonki Jo; Ju, Biung-Ghi - In: Theoretical Economics 12 (2017) 2, pp. 513-531
axiom, together with symmetry and non-degeneracy, implies the liberal rule (each person self-determines her own membership …
Persistent link: https://www.econbiz.de/10012010076