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Frontiers: a simple forward difference-in-differences method

Li, Kathleen T. - In: Marketing science 43 (2024) 2, pp. 267-279

Persistent link: https://www.econbiz.de/10014529208

Estatistika I eta Estatistika II ariketak. Probabilitate teoria eta inferentzia estatistikoa

Fernandez, Karmele; Orbe, Jesus; Zubia, Marian - Facultad de Ciencias Económicas y Empresariales, …

This is an exercise book on introduction to probability theory and statistical inference. …

Persistent link: https://www.econbiz.de/10008460495

Estimating Welfare Indices: Household Weights and Sample Design

Cowell, Frank A; Jenkins, Stephen P - Suntory and Toyota International Centres for Economics … - 2000

The techniques of simple random sampling are seldom appropriate in the empirical analysis of income distributions. Various types of weighting schemes are usually required either from the point of view of welfare-economic considerations (the mapping of household/family distributions into...

Persistent link: https://www.econbiz.de/10005670760

No-arbitrage equilibria with differential information : an enlarged existence theorem.

Boisdeffre, Lionel de - Maison des Sciences Économiques, Université Paris 1 … - 2004

On the example of a pure-exchange financial economy with two periods, incomplete nominal-asset markets and differential information of the adverse selection's type, Cornet-De Boisdeffre (2002) introduced refined concepts of no-arbitrage prices and equilibria, which extended to the asymmetric...

Persistent link: https://www.econbiz.de/10005670920

The limiting behavior of the estimated parameters in a misspecified random field regression model

Dahl, Christian M.; Qin, Yu - School of Economics and Management, University of Aarhus - 2008

those presented here. Our results indicate that classical statistical inference techniques, in general, works very well for …

Persistent link: https://www.econbiz.de/10005787569

Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models

Flury, Thomas; Shephard, Neil - Finance Research Centre, Oxford University - 2008

Suppose we wish to carry out likelihood based inference but we solely have an unbiased simulation based estimator of … perhaps surprising given the celebrated results on maximum simulated likelihood estimation. Bayesian inference based on … we can carry out likelihood based inference using its simulations. …

Persistent link: https://www.econbiz.de/10005730008

The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over’s guide to the 2 x 2 x 2 contingency table

Colignatus, Thomas - Volkswirtschaftliche Fakultät, … - 2007

Basic causality is that a cause is present or absent and that the effect follows with a success or not. This happy state of affairs becomes opaque when there is a third variable that can be present or absent and that might be a seeming cause. The 2 x 2 x 2 layout deserves the standard name of...

Persistent link: https://www.econbiz.de/10005789473

Testing firm conduct

Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606

misspecification. However, degeneracy of RV invalidates inference. With a novel definition of weak instruments for testing, we connect …

Persistent link: https://www.econbiz.de/10015053180

A design-based perspective on synthetic control methods

Bottmer, Lea; Imbens, Guido; Spiess, Jann; Warnick, Merrill - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 762-773

Persistent link: https://www.econbiz.de/10015053464

Micro responses to macro shocks

Almuzara, Martín; Sancibrián, Víctor - 2024

Persistent link: https://www.econbiz.de/10015064940