Search Results - subject:"Measurement errors"

Financial innovation in the UK: new tier-adjusted household sector monetary services indexes

Binner, Jane M. - In: Global Business and Economics Review 11 (2009) 1, pp. 44-64

services flow. We address the role and impact of measurement errors in building monetary index numbers directly. Using a unique …

Persistent link: https://www.econbiz.de/10008538962

Adjusting for measurement error in the value added model: evidence from Portugal

Ferrão, Maria; Goldstein, Harvey - In: Quality & Quantity: International Journal of Methodology 43 (2009) 6, pp. 951-963

Persistent link: https://www.econbiz.de/10009391052

Measurement Errors and Outliers in Seasonal Unit Root Testing

Haldrup, Niels Prof.; Montanes, Antonio; Sansó, Andreu - Department of Economics, University of California-San … - 2000

measurement errors. In this paper we analyse the above types of data irregularities on the behaviour of seasonal unit roots. It … occurs that in most cases outliers and measurement errors can seriously affect inference towards the rejection of seasonal … outliers as well as on the signal to noise ratio associated with measurement errors. Some solutions to the implied inference …

Persistent link: https://www.econbiz.de/10011130681

Effects of Volatile Asset Priceson Balance of Payments and International Investment Position

Committeri, Marco - International Monetary Fund (IMF) - 2000

This paper aims at clarifying, with the help of a simple formal model and numerical examples, several aspects of the relationship between international investment position (IIP) and balance of payments (BOP) statistics. Exact and approximated relations are compared to analyze the estimation...

Persistent link: https://www.econbiz.de/10005768936

Alternative Methods of Estimating Potential Output and the Output Gap; An Application to Sweden

Saxena, Sweta Chaman; Cerra, Valerie - International Monetary Fund (IMF) - 2000

This paper reviews a number of different methods that can be used to estimate potential output and the output gap. Measures of potential output and the output gap are useful to help identify the scope for sustainable noninflationary growth and to allow an assessment of the stance of...

Persistent link: https://www.econbiz.de/10005605416

Optimization of gene-environment networks in the presence of errors and uncertainty with Chebychev approximation

Weber, G.-W.; Taylan, P.; Alparslan-Gök, S.; … - In: TOP: An Official Journal of the Spanish Society of … 16 (2008) 2, pp. 284-318

Persistent link: https://www.econbiz.de/10005371422

Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model

Shklyar, Sergiy; Schneeweiss, Hans; Kukush, Alexander - In: Metrika 65 (2007) 3, pp. 275-295

Persistent link: https://www.econbiz.de/10005598698

Intertemporal asset allocation when the underlying factors are unobservable

Chiarella, Carl; Hsiao, Chih-Ying; Semmler, Willi - In: Computational Economics 29 (2007) 3, pp. 383-418

need to be aware of the existence of measurement errors representing the gap between theoretical and empirical models. We …-term bond investment strategies. Because of the presence of measurement errors, we provide a simulation study to examine the … performance of the best theoretical investment strategy. We find that the measurement errors have a great impact on the optimality …

Persistent link: https://www.econbiz.de/10005674141

Testing Homogeneity in Weibull Error in Variables Models

Valença, Dione; Bolfarine, Heleno - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 115-129

Persistent link: https://www.econbiz.de/10005616203

Convergence and Stability in U.S. Employment Rates

Rowthorn, Robert; Glyn, Andrew - In: Contributions to Macroeconomics 6 (2006) 1, pp. 1368-1368

Since the seminal work of Blanchard and Katz, it has been widely believed that interstate migration causes state-level employment rates in the United States to revert rapidly to normal following a regional employment shock. This paper identifies two sources of bias in conventional estimates of...

Persistent link: https://www.econbiz.de/10005751484