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Persistent link: https://www.econbiz.de/10012126845
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that...
Persistent link: https://www.econbiz.de/10012784590
The present paper introduces new sign tests for testing equality of conditional distributions of two (arbitrary) adapted processes as well as for testing conditionally symmetric martingale-difference assumptions. Our analysis is based on results that demonstrate randomization over ties in sign...
Persistent link: https://www.econbiz.de/10014060269
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that...
Persistent link: https://www.econbiz.de/10008854014
This paper proposes nonparametric statistical procedures for analyzing discrete choice models of affective decision making. We make two contributions to the literature on behavioral economics. Namely, we propose a procedure for eliciting the existence of a Nash equilibrium in an intrapersonal,...
Persistent link: https://www.econbiz.de/10005087369
The present paper introduces new sign tests for testing for conditionally symmetric martingale-difference assumptions as well as for testing that conditional distributions of two (arbitrary) martingale-difference sequences are the same. Our analysis is based on the results that demonstrate that...
Persistent link: https://www.econbiz.de/10005593290
The present paper introduces new sign tests for testing equality of conditional distributions of two (arbitrary) adapted processes as well as for testing conditionally symmetric martingale-difference assumptions. Our analysis is based on results that demonstrate randomization over ties in sign...
Persistent link: https://www.econbiz.de/10005633729
This paper is an exposition of an experiment on revealed preferences, where we posit a novel discrete binary choice model. To estimate this model, we use general estimating equations or GEE. This is a methodology originating in biostatistics for estimating regression models with correlated data....
Persistent link: https://www.econbiz.de/10010895691
Persistent link: https://www.econbiz.de/10003765330
Persistent link: https://www.econbiz.de/10003864192