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PRETIA EX MACHINA?: PRICES AND PROCESS IN LONG-TERM CONTRACTS

CROCKER, K.J.; MASTEN, S.E. - Department of Economics, Pennsylvania State University - 1988

Persistent link: https://www.econbiz.de/10005478708

EXPERTISE AND INCENTIVES: THE STRUCTURE OF ATTORNEYS' FEES.

DANA JR. J.D.; SPIER, K.E. - Harvard Institute of Economic Research (HIER), … - 1991

Persistent link: https://www.econbiz.de/10005478807

Distinguishing Technical and Scale Efficiency on Non-Convex and Convex Technologies: Theoretical Analysis and Empirical Illustrations.

Kerstens, K.; Vanden Eeckaut, P. - Center for Operations Research and Econometrics (CORE), … - 1998

This paper defines a decomposition of technical efficiency for a series of nonparametric deterministic reference … efficiency decomposition are illustrated with several data sets and contrasted with results based on the traditional, convex Data …

Persistent link: https://www.econbiz.de/10005478913

Effects of Imperfect Competition on Contractual Design in the Presence of Private Information.

Barros, F. - Center for Operations Research and Econometrics (CORE), … - 1992

Persistent link: https://www.econbiz.de/10005478937

Efficiency and Robustness in a Geometrical Perspective

Davidson, R. - Groupement de Recherche en Économie Quantitative … - 1998

A geometrical setting is constructed, based on Hilbert space, in which the asymptotic properties of estimators can be studied. Estimators are defined in the context of parametrised models, which are treated as submanifolds of an underlying Hilbert manifold, on which a parameter-defining mapping...

Persistent link: https://www.econbiz.de/10005479021

Strongly Balanced Cooperative Games.

Le Breton, M.; Owen, G.; Weber, S. - Groupement de Recherche en Économie Quantitative … - 1991

Persistent link: https://www.econbiz.de/10005479086

Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator

Croux, C.; Haesbroeck, G. - Centre de Méthodes Quantitatives et Operations … - 1998

The minimum Covariance Determinant (MCD) scatter estimator is a highly robust estimator for the dispersion matrix of a multivariate, elliptically symmetric distribution. It is fast to compute and intuitively appealing. In this note we derive its influence function and compute the asymptotic...

Persistent link: https://www.econbiz.de/10005479094

Smoothness of the Policy Function in Growth Models with Recursive Preferences.

Gallego, A.M. - Departamento de Fundamentos del Análisis Económico, … - 1990

Persistent link: https://www.econbiz.de/10005479154

Efficient estimation for ergodic diffusions sampled at high frequency

Sørensen, Michael - School of Economics and Management, University of Aarhus - 2008

parameters in the drift coefficient, and for efficiency. The conditions turn out to be equal to those implying small delta …

Persistent link: https://www.econbiz.de/10005114125

Are Household Portfolios Efficient? An Analysis Conditional on Housing

Pelizzon, Loriana; Weber, Guglielmo - C.E.P.R. Discussion Papers - 2003

In this Paper we argue that standard tests of portfolio efficiency are biased because they neglect the existence of … adjusted, we argue that tests for portfolio efficiency of financial assets must then be run conditionally upon housing wealth … given and test for efficiency in this framework. Our empirical results support the view that the presence of illiquid wealth …

Persistent link: https://www.econbiz.de/10005114460