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Risk and Evidence of Bias in Randomized Controlled Trials in Economics

Boone, Peter; Eble, Alex; Elbourne, Diana - Centre for Economic Performance, LSE - 2013

The randomized controlled trial (RCT) has been a heavily utilized research tool in medicine for over 60 years. Since the early 2000's, large-scale RCTs have been used in increasingly large numbers in the social sciences to evaluate questions of both policy and theory. The early economics...

Persistent link: https://www.econbiz.de/10010692132

Provocari majore in vederea dezvoltarii pe mai departe a statisticii oficiale

PARTACHI, Ioan; BEGU, Liviu; VEREJAN, Oleg; CARA, Oleg - In: Romanian Statistical Review Supplement 61 (2013) 1, pp. 169-174

The official statistics faces multiple challenges in the current economic and social context, influenced by significant factors such as globalization, knowledge, climatic changes, data-related considerations, information needs of various user groups.

Persistent link: https://www.econbiz.de/10010633855

Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear

Denton, Frank T. - Department of Economics, McMaster University - 2000

The standard mixed estimation method allows the incorporation of linear stochastic constraints into the estimation of a … linear regression model. The present paper shows how the method can be adapted and extended to accommodate nonlinearities in …

Persistent link: https://www.econbiz.de/10005763404

Ten things you should know about DCC

Caporin, Massimiliano; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009725302

Three Essays on Using High Frequency Data in Estimating Financial Risks

Großmaß, Lidan - 2013

partial identification to deal with the biases that currently plague the estimation of realized covariance and correlation. …

Persistent link: https://www.econbiz.de/10010200953

From Correlation to Granger Causality

Stern, David I. - 2012

The paper focuses on establishing causation in regression analysis in observational settings. Simple static regression analysis cannot establish causality in the absence of a priori theory on possible causal mechanisms or controlled and randomized experiments. However, two regression based...

Persistent link: https://www.econbiz.de/10013113540

Obtaining and Predicting the Bounds of Realized Correlations

Grossmass, Lidan - 2013

The problem of estimation of realized correlation, which is analogous to realized covariance, is compounded by effects …

Persistent link: https://www.econbiz.de/10013082359

Closed Form Solution of Correlation in Doubly Truncated or Censored Sample of Bivariate Log-Normal Distribution

Vilmunen, Jouko - 2013

In this study we present a closed form solution to the moments and, in particular, correlation of two log-normally distributed random variables, when the underlying log-normal distribution is potentially truncated or censored at both tails. The closed form solution that we derive also covers the...

Persistent link: https://www.econbiz.de/10013075564

Ten things you should know about the dynamic conditional correlation representation

Caporin, Massimiliano; McAleer, Michael - In: Econometrics : open access journal 1 (2013) 1, pp. 115-126

The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for caution about the use of DCC include the...

Persistent link: https://www.econbiz.de/10009776381

Robust estimation of covariance and its application to portfolio optimization

Huo, Lijuan; Kim, Tae-Hwan; Kim, Yunmi - In: Finance Research Letters 9 (2012) 3, pp. 121-134

Outliers can have a considerable influence on the conventional measure of covariance, which may lead to a misleading … conventional measure of covariance can be heavily influenced in the presence of outliers. This paper proposes an intuitively … appealing and easily computable robust measure of covariance based on the median and compares it with some existing robust …

Persistent link: https://www.econbiz.de/10010595304