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Bürgi, Constantin; Ortiz, Julio L. - 2022

We show that updates to macroeconomic expectations among professional forecasters exhibit an offsetting pattern where increases in current-quarter predictions lead to decreases in three quarter ahead predictions. We further document evidence of individual overreaction at the quarterly frequency...

Persistent link: https://www.econbiz.de/10014290103

Rationality is not consistency

Caliari, Daniele - 2023

We challenge the standard definition of economic rationality as consistency by making use of a novel distinction … between axioms of decision theory: consistency and preference axioms. We argue that this distinction has been overlooked by … the literature and, as a result, evidence that consistency is a proxy of decision-making ability is often based on …

Persistent link: https://www.econbiz.de/10014327659

Estimation of conditional distribution functions from data with additional errors applied to shape optimization

Hansmann, Matthias; Horn, Benjamin M.; Kohler, Michael; … - In: Metrika 85 (2021) 3, pp. 323-343

estimate of the codf, based on data with errors, which ensure strong pointwise consistency. We show that two of the three …

Persistent link: https://www.econbiz.de/10014497465

Estimating a gradual parameter change in an AR(1)-process

Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. - In: Metrika 85 (2021) 7, pp. 771-808

Persistent link: https://www.econbiz.de/10014497477

The quarter median

Baringhaus, Ludwig; Grübel, Rudolf - In: Metrika 85 (2021) 4, pp. 419-458

We introduce and discuss a multivariate version of the classical median that is based on an equipartition property with respect to quarter spaces. These arise as pairwise intersections of the half-spaces associated with the coordinate hyperplanes of an orthogonal basis. We obtain results on...

Persistent link: https://www.econbiz.de/10014497608

Kompatibilität aus der Perspektive des Designs

Kießling, Marion - In: Zeitschrift für Arbeitswissenschaft 76 (2021) 3, pp. 318-326

Ergonomen wie Designer planen Mensch-Maschine-Systeme mit dem Ziel, den technischen Teil des Systems den menschlichen Eigengesetzlichkeiten anzupassen – Kompatibilität der Maschine mit dem Menschen herzustellen. Trotz des gemeinsamen Ziels gehen beide Disziplinen unterschiedlich mit dieser...

Persistent link: https://www.econbiz.de/10014501433

Estimating change points in nonparametric time series regression models

Mohr, Maria; Selk, Leonie - In: Statistical Papers 61 (2020) 4, pp. 1437-1463

Persistent link: https://www.econbiz.de/10014504066

Maximum Likelihood Estimation for Generalized Autoregressive Score Models

Blasques, Francisco; Koopman, Siem Jan; Lucas, Andre - 2014

We study the strong consistency and asymptotic normality of the maximum likelihood estimator for a class of time series … processes. We formulate primitive conditions for global identification, invertibility, strong consistency, asymptotic normality …

Persistent link: https://www.econbiz.de/10010377233

Consistency in Organization

Schlicht, Ekkehart - 2008

Internal organization relies heavily on psychological consistency requirements. This perspective has been emphasized in …

Persistent link: https://www.econbiz.de/10010427523

AGM-consistency and perfect Bayesian equilibrium. Part II: From PBE to sequential equilibrium

Bonanno, Giacomo - 2014

In Bonanno (Int. J. Game Theory, 42:567-592, 2013) a general notion of perfect Bayesian equilibrium (PBE) was introduced for extensive-form games and shown to be intermediate between subgame-perfect equilibrium and sequential equilibrium. The essential ingredient of the proposed notion is the...

Persistent link: https://www.econbiz.de/10010507617