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An Economic Approach to the Self : the Dual Agent
Lotz, Aïleen - Volkswirtschaftliche Fakultät, … - 2011
This paper extends the notion of the rational agent in economics by acknowledging the role of the unconscious in the agent's decision-making process. It argues that the unconscious can be modelled by a rational agent with his own objective function and set of information. The combination of both...
Persistent link: https://www.econbiz.de/10011112481
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A Minimax Bias Estimator for OLS Variances under Heteroskedasticity
Ahmed, Mumtaz; Zaman, Asad - Volkswirtschaftliche Fakultät, … - 2014
complexity of the formulae currently available. We obtain new analytic formulae for the bias of a class of estimators of the … possible bias and improves substantially on the standard Eicker-White estimate. …
Persistent link: https://www.econbiz.de/10011112717
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A note on approximating moments of least squares estimators
Liu-Evans, Gareth - Volkswirtschaftliche Fakultät, … - 2014
Results are presented for approximating the moments of least squares estimators, particularly those of the OLS estimator, and the methodology is illustrated using a simple dynamic model.
Persistent link: https://www.econbiz.de/10011113794
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Between indifference and coercion: Third-party intervention techniques in ongoing disputes
Corbetta, Renato - In: Conflict Management and Peace Science 32 (2015) 1, pp. 3-27
Research on third parties’ conflict management has traditionally proposed a stark dichotomy between neutral mediators and non-neutral military joiners. Recent studies have blurred this dichotomy but have not investigated joiners’ use of techniques other than military action. Using...
Persistent link: https://www.econbiz.de/10011165859
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Does Tracking of Students Bias Value-Added Estimates for Teachers?
Protik, Ali; Walsh, Elias; Resch, Alexandra; Isenberg, Eric - Mathematica Policy Research - 2013
classroom characteristics in the value-added model is sufficient to eliminate potential bias resulting from the sorting of … deviation of classroom achievement—may reduce bias for middle school math teachers, whereas track indicators help for high …
Persistent link: https://www.econbiz.de/10011165990
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Single-Step Estimation of a Partially Linear Model
Henderson, Daniel J.; Parmeter, Christopher F. - Department of Economics, School of Business - 2015
In this paper we propose an asymptotically equivalent single-step alternative to the two-step partially linear model estimator in Robinson (1988). The estimator not only has the potential to decrease computing time dramatically, it shows substantial finite sample gains in Monte Carlo simulations.
Persistent link: https://www.econbiz.de/10011166142
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Minimax tests for convex cones
Dümbgen, Lutz - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 155-165
Persistent link: https://www.econbiz.de/10005395781
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Volatility bias in the GARCH model: a simulation study
González, Eduardo Acosta; Rodríguez, Fernando Fernández - Facultad de Ciencias Económicas de la ULPGC - 2002
In this paper we show that the conditional variance of the GARCH(1,1) model is a measure that usually overstimates the magnitude of volatility in time series.
Persistent link: https://www.econbiz.de/10005396379
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A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter
Newey, Whitney K.; Ramalho, Joaquim J.S.; Smith, Richard J. - Departamento de Economia, Universidade de Évora - 2003
other GEL methods. Both analytical and bootstrap bias-adjusted two-step GMM estima-tors are compared. Analytical bias …-adjustment appears to be a serious competitor to bootstrap methods in terms of finite sample bias, root mean squared error and mean …This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in …
Persistent link: https://www.econbiz.de/10005398695
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OLS-based estimation of the disturbance variance under spatial autocorrelation
Krämer, Prof. Dr. Walter; Hanck, Dr. Christoph - Institut für Wirtschafts- und Sozialstatistik, …
We investigate the OLS-based estimator s2 of the disturbance variance in the standard linear regression model with cross section data when the disturbances are homoskedastic, but spatially correlated. For the most popular model of spatially autoregressive disturbances, we show that s2 can be...
Persistent link: https://www.econbiz.de/10005549263