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/10005048932

The coefficient of the whole is an average of the coefficients of its parts: A special case of restricted least squares

Kee, Hiau Looi - In: Economics Letters 104 (2009) 3, pp. 136-139

This paper provides a consistent estimate of the bound of the marginal effect of an unobserved right-hand side variable on the dependent variable when only the sum of that variable with a positively correlated variable is available.

Persistent link: https://www.econbiz.de/10005023497

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