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Robustness of VSL values from contingent valuation surveys

Alberini, Anna - 2004

distributional assumptions, the choice of the welfare statistics of interest, the procedure for computing them, outliers, undesirable …

Persistent link: https://www.econbiz.de/10011606927

Information theoretic ranking of extreme value returns

Kayal, Parthajit; Dutta, Sumanjay; Khandelwal, Vipul; … - 2020

Persistent link: https://www.econbiz.de/10013470996

Partial identification of population average and quantile treatment effects in observational data under sample selection

Christelis, Dimitris; Messina, Julián - 2019

benefit of random treatment assignment. Bounds are provided for both average and quantile population treatment effects …

Persistent link: https://www.econbiz.de/10011992007

SVARs identification through bounds on the forecast error variance

Volpicella, Alessio - 2019

, and there is always the risk of retaining structural parameters with implausible implications. This paper imposes bounds … trivariate setting, this paper analytically proves that bounds on the FEVD reduce the identified set. For higher dimensional … SVARs, I establish the conditions in which the placing of bounds on the FEVD delivers a non-empty set and sharpens inference …

Persistent link: https://www.econbiz.de/10012037315

Private health investments under competing risks : evidence from malaria control in Senegal

Rossi, Pauline; Villar, Paola - 2017

Persistent link: https://www.econbiz.de/10011751530

A Dirichlet Process Mixture regression model for the analysis of competing risk events

Ungolo, Francesco; Heuvel, Edwin van den - 2023

Persistent link: https://www.econbiz.de/10014458575

Tests of Equal Forecast Accuracy for Overlapping Models

Clark, Todd E.; McCracken, Michael W. - 2011

This paper examines the asymptotic and finite-sample properties of tests of equal forecast accuracy when the models being compared are overlapping in the sense of Vuong (1989). Two models are overlapping when the true model con- tains just a subset of variables common to the larger sets of...

Persistent link: https://www.econbiz.de/10009310965

Categorization and coordination

Daskalova, Vessela; Vriend, Nicolaas J. - 2014

The use of coarse categories is prevalent in various situations and has been linked to biased economic outcomes, ranging from discrimination against minorities to empirical anomalies in financial markets. In this paper we study economic rationales for categorizing coarsely. We think of the way...

Persistent link: https://www.econbiz.de/10010353550

Tests of conditional predictive ability : some simulation evidence

McCracken, Michael W. - 2019

In this note we provide simulation evidence on the size and power of tests of predictive ability described in Giacomini and White (2006). Our goals are modest but non-trivial. First, we establish that there exist data generating processes that satisfy the null hypotheses of equal finite-sample...

Persistent link: https://www.econbiz.de/10011998061

Tests of conditional predictive ability : a comment

McCracken, Michael W. - 2019

We investigate a test of equal predictive ability delineated in Giacomini and White (2006; Econometrica). In contrast to a claim made in the paper, we show that their test statistic need not be asymptotically Normal when a fixed window of observations is used to estimate model parameters. An example...

Persistent link: https://www.econbiz.de/10012064875