Search Results - subject:"Measurement Error"

Massacci, Daniele; Sarno, Lucio; Trapani, Lorenzo; … - 2025

We propose a methodology to construct tests for the null hypothesis that the pricing errors of a panel of asset returns are jointly equal to zero in a linear factor asset pric- ing model - that is, the null of "zero alpha". We consider, as a leading example, a model with observable, tradable...

Persistent link: https://www.econbiz.de/10015437383

Errors in Survey and Administrative Data on Employment Earnings: Austria and the United Kingdom Compared

Bollinger, Christopher R.; Jenkins, Stephen P.; … - 2025

same error components model to harmonised earnings data for Austria and the UK. The model allows for measurement error in … the administrative data and linkage error as well as survey measurement error. We find several cross-national similarities …

Persistent link: https://www.econbiz.de/10015532777

Correcting for misclassified binary regressors using instrumental variables

Haider, Steven; Stephens, Melvin - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 3, pp. 592-602

Persistent link: https://www.econbiz.de/10015534296

Measuring income of the aged in household surveys : evidence from linked administrative records

Dushi, Irena; Trenkamp, Brad; Bee, Charles Adam; … - In: Journal of pension economics and finance : JPEF 24 (2025) 1, pp. 95-122

Persistent link: https://www.econbiz.de/10015374552

Intergenerational mobility of earnings in rural China

Wang, Yanmin; Jin, Jing - In: Applied economics letters 32 (2025) 13, pp. 1830-1834

Persistent link: https://www.econbiz.de/10015444878

Measuring investor attention using Google search

DeHaan, Ed; Lawrence, Alastair; Litjens, Robin - In: Management science : journal of the Institute for … 71 (2025) 7, pp. 6275-6297

Persistent link: https://www.econbiz.de/10015447274

Chasing the tail : a generalized Pareto distribution approach to estimating wealth inequality

Kennickell, Arthur B. - In: Review of income and wealth 71 (2025) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015168603

Mismeasurement and efficiency estimates : evidence from smallholder survey data in Africa

Abay, Kibrom A.; Wossen, Tesfamicheal Assfaw; … - 2022

Persistent link: https://www.econbiz.de/10013471318

Bandwidth selection for nonparametric regression with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - 2022

Persistent link: https://www.econbiz.de/10012806700

Can the risky investment game predict real world investments?

Holden, Stein Terje; Tilahun, Mesfin - 2022

our sample. There are two reasons for this. First, we find substantial measurement error and low correlation when the game … is repeated one year later for the same subjects. Measurement error is so large in our sample that the "obviously related … detect attenuation bias due to measurement error. Subjects'cognitive memory of the game played one year earlier is strongly …

Persistent link: https://www.econbiz.de/10012814590