Skip to content!


0 filter(s) selected
Go to page
remove add
1428 results, from 91
  • Externe referierte Aufsätze

    Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

    Tests for identification through heteroskedasticity in structural vector autoregressive analysis are developed for models with two volatility states where the time point of volatility change is known. The tests are Wald-type tests for which only the unrestricted model, including the covariance matrices of the two volatility states, has to be estimated. The residuals of the model are assumed to be from ...

    In: The Econometrics Journal 24 (2021), 1, S. 1-22 | Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev, Pentti Saikkonen
  • Diskussionspapiere 1940 / 2021

    Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis

    A major challenge for proxy vector autoregressive analysis is the construction of a suitable external instrument variable or proxy for identifying a shock of interest. Some authors construct sophisticated proxies that account for the dating and size of the shock while other authors consider simpler versions that use only the dating and signs of particular shocks. It is shown that such qualitative (sign-)proxies ...

    2021| Lukas Boer, Helmut Lütkepohl
  • SOEPcampus


    The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

    25.03.2021| Sandra Bohmann
  • SOEP Annual Report / 2021

    SOEP Annual Report 2020

    2021| SOEP Group
  • Diskussionspapiere 1949 / 2021

    Comparison of Local Projection Estimators for Proxy Vector Autoregressions

    Different local projection (LP) estimators for structural impulse responses of proxy vector autoregressions are reviewed and compared algebraically and with respect to their small sample suitability for inference. Conditions for numerical equivalence and similarities of some estimators are provided. A new LP type estimator is also proposed which is very easy to compute. Two generalized least squares ...

    2021| Martin Bruns, Helmut Lütkepohl
  • SOEPpapers 1135 / 2021

    Using Mathematical Graphs for Questionnaire Testing in Large-Scale Surveys

    In this article, we present an automated test procedure for examining the filter structure and instructions implemented in electronic questionnaires, and for checking the fit of a questionnaire to the targeted sample. With our approach, we can represent and describe questionnaires using mathematical graphs and specify questionnaire properties in a formal and standardised way. It also allows us deriving ...

    2021| Katharina Stark, Sabine Zinn
  • Externe referierte Aufsätze

    Face Mask Use and Physical Distancing before and after Mandatory Masking: No Evidence on Risk Compensation in Public Waiting Lines

    During the COVID-19 pandemic, the introduction of mandatory face mask usage triggered a heated debate. A major point of controversy is whether community use of masks creates a false sense of security that would diminish physical distancing, counteracting any potential direct benefit from masking. We conducted a randomized field experiment in Berlin, Germany, to investigate how masks affect distancing ...

    In: Journal of Economic Behavior & Organization 192 (2021), S. 765-781 | Gyula Seres, Anna Balleyer, Nicola Cerutti, Jana Friedrichsen, Müge Süer
  • Externe referierte Aufsätze

    Die Erforschung der Dynamik der Corona-Pandemie in Deutschland: Survey-Konzepte und eine exemplarische Umsetzung mit dem Sozio-oekonomischen Panel (SOEP)

    Die Weltgesundheitsorganisation (WHO) hat im Frühjahr 2020 Richtlinien für Bevölkerungsstichproben veröffentlicht, die Basisdaten für gesundheitspolitische Entscheidungen im Pandemiefall liefern können. Diese Richtlinien umzusetzen ist keineswegs trivial. In diesem Beitrag schildern wir die Herausforderungen einer entsprechenden statistischen Erfassung der Corona Pandemie. Hierbei gehen wir im ersten ...

    In: AStA Wirtschafts- und Sozialstatistisches Archiv 15 (2021), S. 155–196 | Ulrich Rendtel, Stefan Liebig, Reinhard Meister, Gert G.Wagner, Sabine Zinn
  • Externe referierte Aufsätze

    Coupled Lotteries - a New Method to Analyze Inequality Aversion

    We develop and implement a new measure for inequality aversion: two peers are endowed with identical binary lotteries and the only choice they make is whether they want to play out the lotteries independently or with perfect positive correlation (coupling). Coupling has the core reason to prevent outcome inequality. We implement the method in a survey in rural Thailand as well as in a supplemental ...

    In: Journal of Economic Behavior & Organization 191 (2021), S. 236–256 | Melanie Koch, Lukas Menkhoff, Ulrich Schmidt
  • Externe referierte Aufsätze

    Assessment of German Public Attitudes toward Health Communications with Varying Degrees of Scientific Uncertainty Regarding COVID-19

    This survey study assesses attitudes of the German public regarding COVID-19 health communications with varying degrees of scientific uncertainty.

    In: JAMA Network Open 3 (2020), 12, e2032335, 5 S. | Odette Wegwarth, Gert G. Wagner, Claudia Spies, Ralph Hertwig
1428 results, from 91