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A Monte Carlo Study into Time Aggregation in Continuous and Discrete-Time Hazard Models.
Ter Hofstede, F.; Wedel, M. - 1996
The purpose of this study is to investigate the effect of time-aggregation in discrete and contunous-time hazard models …
Persistent link: https://www.econbiz.de/10005002126
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Customer-base analysis on a "data diet" : model inference using repeated cross-sectional summary (RCSS) data
Jerath, Kinshuk; Fader, Peter; Hardie, Bruce G. S. - 2011
comprehensive simulation study covering a vast spectrum of market scenarios. Our results consistently and convincingly establish …
Persistent link: https://www.econbiz.de/10009356631
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A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models
Hofstede, Frenkel ter
The purpose of this study is to investigate the effect of time- aggregation in discrete and continuous-time hazard … the time-aggregation window is small. Both estimates of continuous-time models and of discrete-time models suffer from … time-aggregation, but the estimates of the discrete-time model are more sensitive to aggregation. …
Persistent link: https://www.econbiz.de/10005742322
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A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models
Hofstede, Frenkel ter - 1996
The purpose of this study is to investigate the effect of time- aggregation in discrete and continuous-time hazard … the time-aggregation window is small. Both estimates of continuous-time models and of discrete-time models suffer from … time-aggregation, but the estimates of the discrete-time model are more sensitive to aggregation. …
Persistent link: https://www.econbiz.de/10005522985
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Applications of fractional response model to the study of bounded dependent variables in accounting research
Gallani, Susanna; Krishnan, Ranjani; Wooldridge, Jeffrey M. - 2015
Survey research studies make extensive use of rating scales to measure constructs of interest. The bounded nature of such scales presents econometric estimation challenges. Linear estimation methods (e.g. OLS) often produce predicted values that lie outside the rating scales, and fail to account...
Persistent link: https://www.econbiz.de/10011536090
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Recovering Income Distributions from Aggregated Data via Micro-Simulations
Mora-Arce, Ignaio - 2019
For the studies of wealth, inequality and poverty, the analysis of income distribution of the individuals is a crucial issue. In practice, however, only aggregated data are available, either in groups or as a few quantiles of the distribution. These may be stratified along characteristics like...
Persistent link: https://www.econbiz.de/10012894737
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Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals.
Snyder, R.D.; Grose, S. - Department of Econometrics and Business Statistics, … - 1996
The problem considered in this paper is how to find reliable prediction intervals with simple exponential smoothing and trend corrected exponential smoothing. Methods for constructing prediction intervals based on linear approximation and bootstrapping are proposed.
Persistent link: https://www.econbiz.de/10005087580
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Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample
Hughes, Anthony W. - School of Economics, University of Adelaide - 1998
In the current paper, a one-sided version of a small sample correction to AIC is derived. This criterion will be based upon a two-sided model selection cretirion called AICs developed by Sugiura (1978) and studied in detail by Hurvich and Tsai (1989, 1991).
Persistent link: https://www.econbiz.de/10008552973
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Simulating Cohort Earnings for Australia.
van de Ven, J. - Department of Economics, Faculty of Business and Economics - 2001
This paper describes a dynamic microsimulation model of cohort earnings developed to consider redistribution during the working-lifetime in Australia. Microsimulation models were first used for economic analysis by Orcutt (1957), and are now commonly employed to undertake policy analyses in many...
Persistent link: https://www.econbiz.de/10005587795
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A Gibbs Sampler for Mixed Logit Analysis of Differentiated Product Markets Using Aggregate Data.
Romeo, C.J. - Antitrust Division, Department of Justice - 2000
In this paper we offer the Gibbs sampler as an alternative estimator to the the GMM procedure used by berry, Levinsohn, and Pakes (1995) (henceforth BLP) in their equilibrium differentiated product market analysis of the automobile industry.
Persistent link: https://www.econbiz.de/10005625634