Search Results - subject:"Randomization"

Jackknife instrumental variable estimation with heteroskedasticity

Bekker, Paul A.; Crudu, Federico - In: Journal of econometrics 185 (2015) 2, pp. 332-342

Persistent link: https://www.econbiz.de/10011348446

Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model

Leippold, Markus; Vasiljević, Nikola - 2015

following a maturity randomization approach, we solve the partial integro-differential equation and obtain a tight lower bound …

Persistent link: https://www.econbiz.de/10011293508

On the local causal effects of retirement on human capital

Fé, Eduardo; Pezzino, Mario - 2015

Persistent link: https://www.econbiz.de/10011313676

A theoretical foundation of portfolio resampling

Frahm, Gabriel - In: Theory and decision : an international journal for … 79 (2015) 1, pp. 107-132

Persistent link: https://www.econbiz.de/10011485370

Stochastic choice and revealed perturbed utility

Fudenberg, Drew; Iijima, Ryota; Strzalecki, Tomasz - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2371-2409

Persistent link: https://www.econbiz.de/10011431543

Combining biased randomization with iterated local search for solving the multidepot vehicle routing problem

Juan, Angel A.; Pascual, Iñaki; Guimarans, Daniel; … - In: International transactions in operational research : … 22 (2015) 4, pp. 647-667

Persistent link: https://www.econbiz.de/10011403621

An analytic recursive method for optimal multiple stopping : Canadization and phase-type fitting

Leung, Tim; Yamazaki, Kazutoshi; Zhang, Hongzhong - In: International journal of theoretical and applied finance 18 (2015) 5, pp. 1-31

Persistent link: https://www.econbiz.de/10011403875

Maximal revenue with multiple goods : nonmonotonicity and other observations

Hart, Sergiu; Reny, Philip J. - In: Theoretical economics : TE ; journal of the Econometric … 10 (2015) 3, pp. 893-922

Persistent link: https://www.econbiz.de/10011392727

Does classroom time matter?

Joyce, Theodore J.; Crockett, Sean; Jaeger, David A.; … - In: Economics of education review 46 (2015), pp. 64-77

Persistent link: https://www.econbiz.de/10011457544

On the Implications of Essential Heterogeneity for Estimating Causal Impacts Using Social Experiments

Ravallion, Martin - In: Journal of Econometric Methods 4 (2015) 1, pp. 145-151

Abstract The standard model of essential heterogeneity, whereby program take up depends on unobserved costs and benefits of take up, is generalized to allow the source of latent heterogeneity to influence counterfactual outcomes. The standard instrumental variables (IV) estimator is shown to...

Persistent link: https://www.econbiz.de/10014612562