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How serious is the measurement...
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1
How serious is the measurement-error problem in risk-aversion tasks?
Perez, Fabien
;
Hollard, Guillaume
;
Vranceanu, Radu P.
-
2021
Persistent link: https://www.econbiz.de/10012618117
Saved in:
2
How serious is the measurement-error problem in a popular risk-aversion task?
Perez, Fabien
;
Hollard, Guillaume
;
Vranceanu, Radu P.
; …
-
2019
Persistent link: https://www.econbiz.de/10012139058
Saved in:
3
Risk aversion among Australian households
Breunig, Robert
;
Freestone, Owen
-
2019
Persistent link: https://www.econbiz.de/10012223777
Saved in:
4
Empirical methods for networks data : social effects, network formation and measurement error
Advani, Arun
;
Malde, Bansi
-
2014
data on networks, and the measurement error issues caused by
sampling
of networks, as well as measurement error more …
Persistent link: https://www.econbiz.de/10010462706
Saved in:
5
The convergent and external validity of risk preference elicitation methods : controlling for measurement error in a large population sample
Bokern, Paul
;
Linde, Jona
;
Riedl, Arno
;
Schmeets, Hans
; …
-
2023
Persistent link: https://www.econbiz.de/10014329041
Saved in:
6
Field data on accounting error rates and audit
sampling
Durney, Michael
;
Elder, Randal J.
;
Glover, Steven M.
- In:
Auditing : a journal of practice & theory
33
(
2014
)
2
,
pp. 79-110
Persistent link: https://www.econbiz.de/10010407843
Saved in:
7
Identification of binary outcome distributions with multiplicative contamination
Kreider, Brent
(
contributor
);
Pepper, John V.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003333813
Saved in:
8
Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors
Larch, Mario
;
Walde, Janette F.
- In:
The annals of regional science : an international …
43
(
2009
)
2
,
pp. 473-490
Persistent link: https://www.econbiz.de/10003838252
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
10
Sampling
error and double shrinkage estimation of minimum variance portfolios
Candelon, Bertrand
;
Hurlin, Christophe
;
Tokpavi, Sessi
-
2011
Persistent link: https://www.econbiz.de/10008840679
Saved in:
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