Showing 81 - 90 of 98
Persistent link: https://www.econbiz.de/10014449883
Persistent link: https://www.econbiz.de/10014449891
We design three experiments to examine how group incentives moderate the motivational effects of cash versus tangible rewards. Our first experiment shows that, relative to individual incentives, group incentives can magnify any negative effect of the uncertain attractiveness of a less-fungible...
Persistent link: https://www.econbiz.de/10014256771
Persistent link: https://www.econbiz.de/10014289135
This article considers model averaging in the class of the integer-valued autoregressive (INAR) processes. The INAR process is a class of structural models that can be used to model dependent count data in fields such as medicine, economics, finance and marketing. It specifies the data...
Persistent link: https://www.econbiz.de/10013227421
This paper is in response to a recent paper by Hansen (2007) who proposed an optimal model average estimator with weights selected by minimizing a Mallows criterion. The main contribution of Hansen's paper is a demonstration that the Mallows criterion is asymptotically equivalent to the squared...
Persistent link: https://www.econbiz.de/10008507269
The Stein-rule (SR) and positive-part Stein-rule (PSR) estimators are two popular shrinkage techniques used in linear regression, yet very little is known about the robustness of these estimators to the disturbances' deviation from the white noise assumption. Recent studies have shown that the...
Persistent link: https://www.econbiz.de/10008521108
This paper considers generalized partially linear models. We propose empirical likelihood-based statistics to construct confidence regions for the parametric and non-parametric components. The resulting statistics are shown to be asymptotically chi-square distributed. Finite-sample performance...
Persistent link: https://www.econbiz.de/10008537083
Adaptive combining is generally a desirable approach for forecasting, which, however, has rarely been explored for discrete response time series. In this paper, we propose an adaptively combined forecasting method for such discrete response data. We demonstrate in theory that the proposed...
Persistent link: https://www.econbiz.de/10010679103
Claeskens and Hjort (2003) have developed a focused information criterion (FIC) for model selection that selects different models based on different focused functions with those functions tailored to the parameters singled out for interest. Hjort and Claeskens (2003) also have presented model...
Persistent link: https://www.econbiz.de/10010690852