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-of-sample variance. Our rule overcomes the problem of selecting the “best” strategy ex-ante and diversifies remaining estimation errors … of the single strategies included in the averaging. Extensive simulations show that the contributions of estimation …
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This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
Register data are known for their large sample size and good data quality. The measurement accuracy of variables highly depends on their high importance for administrative processes. The education variable in the IAB employment sub-sample is an example for information that is gathered without a...
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We propose a first order bias correction term for the Gini index to reduce the bias due to grouping. The first order correction term is obtained from studying the estimator of the Gini index within a measurement error framework. In addition, it reveals an intuitive formula for the remaining...
Persistent link: https://www.econbiz.de/10011377108
with potentially asymmetric rounding behaviour in univariate kernel density estimation is presented in this work. The …
Persistent link: https://www.econbiz.de/10011325727
demand estimation techniques. Although we find that error in market shares generally undermine the standard point …
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