Search Results - subject:"Probability weighting"

How to Support Residential Energy Conservation Cost-Effectively? An analysis of Public Financial Schemes in France

Chlond, Bettina; Gavard, Claire; Jeuck, Lisa - In: Environmental and Resource Economics 85 (2023) 1, pp. 29-63

double-robust inverse probability weighting estimator. We assess the effect of the adoption of each scheme on the funding …

Persistent link: https://www.econbiz.de/10015177003

Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle

Dierkes, Maik; Krupski, Jan; Schroen, Sebastian; … - In: Review of Derivatives Research 27 (2023) 1, pp. 1-35

In order to estimate volatility-dependent probability weighting functions, we obtain risk neutral and physical …, and probability weighting almost monotonically increases in volatility, indicating higher skewness preferences and crash … aversion related to probability weighting, we shed further light on the pricing kernel puzzle. While pricing kernels estimated …

Persistent link: https://www.econbiz.de/10015188360

The fade away effect of initial nonresponse bias in regression analysis

Alho, Juha M.; Rendtel, Ulrich; Khan, Mursala - 2023

High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain conditions an initial wave nonresponse bias may vanish in...

Persistent link: https://www.econbiz.de/10013494126