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Externe referierte Aufsätze

Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH

Different bootstrap methods and estimation techniques for inference for structural vector autoregressive (SVAR) models identified by generalized autoregressive conditional heteroskedasticity (GARCH) are reviewed and compared in a Monte Carlo study. .

In: Journal of Economic Dynamics & Control 101 (2019), S. 41-61 | Helmut Lütkepohl, Thore Schlaak
Externe referierte Aufsätze

Violence and Risk Preference: Experimental Evidence from Afghanistan: Comment

In this comment on Callen et al. (2014), I revisit recent evidence uncovering a "preference for certainty" in violation of dominant normative and descriptive theories of decision-making under risk. I show that the empirical findings are potentially .

In: The American Economic Review 108 (2018), 8, S. 2366-2382 | Ferdinand Vieider
Monographien

Weighting in PIAAC-L 2015

Köln: GESIS, 2017, 22 S.
(GESIS-Papers ; 30)
| Luise Burkhardt, Simone Bartsch
Externe referierte Aufsätze

Choosing between Different Time-Varying Volatility Models für Structural Vector Autoregressive Analysis

The performance of information criteria and tests for residual heteroscedasticity for choosing between different models for time‐varying volatility in the context of structural vector autoregressive analysis is investigated. Although it can be ...

In: Oxford Bulletin of Economics and Statistics 80 (2018), 4, S. 715-735 | Helmut Lütkepohl, Thore Schlaak
Externe referierte Aufsätze

Reasonable Sample Sizes for Convergence to Normality

The central limit theorem says that, provided an estimator fulfills certain weak conditions, then, for reasonable sample sizes, the sampling distribution of the estimator converges to normality. We propose a procedure to find out what a “reasonably .

In: Communications in Statistics : Simulation and Computation 46 (2017), 9, S. 7074-7087 | Carsten Schröder, Shlomo Yitzhaki
Externe referierte Aufsätze

Environmental Factors in Frontier Estimation – a Monte Carlo Analysis

We compare three recently developed frontier estimators, namely the conditional DEA (Daraio and Simar, 2005; 2007b), the latent class SFA (Greene, 2005; Orea and Kumbhakar, 2004), and the StoNEZD approach (Johnson and Kuosmanen, 2011) by means of ...

In: European Journal of Operational Research 265 (2018). 1, S. 133-148 | Maria Nieswand, Stefan Seifert
Konferenz

EDDI18 – 10th Annual European DDI User Conference

EDDI18 is organized jointly by SOEP - The German Socio-Economic Panel, GESIS - Leibniz Institute for the Social Sciences and IDSC of IZA - International Data Service Center of the Institute for the Study of Labor. The conference will bring together ...

04.12.2018
Externe referierte Aufsätze

If You Choose Not to Decide, You Still Have Made a Choice

When designing stated-choice experiments modellers may consider offering respondents an “indifference” alternative to avoid stochastic choices when utility differences between alternatives are perceived as too small. By doing this, the modeller ...

In: Journal of Choice Modelling 22 (2017), S. 13-23 | Francisco J. Bahamonde Birke, Isidora Navarro, Juan de Dios Ortúzar
Externe referierte Aufsätze

The German Socio-Economic Panel (SOEP)

In: Jahrbücher für Nationalökonomie und Statistik 239 (2019), 2, S. 345-360 | Jan Goebel, Markus M. Grabka Stefan Liebig, Martin Kroh, David Richter, Carsten Schröder, Jürgen Schupp
1180 results, from 1