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Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)
Oberhofer, Harald; Pfaffermayr, Michael - In: Contemporary Economics 6 (2012) 3, pp. 56-64
effects are similar to those derived in the paper. A small-scale Monte Carlo simulation exercise suggests that the RESET tests …
Persistent link: https://www.econbiz.de/10010436038
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Testing the one-part fractional response model against an alternative two-part model
Oberhofer, Harald; Pfaffermayr, Michael - 2011
small scale Monte Carlo simulation demonstrates that the proposed Wald test is properly sized and equipped with higher power …
Persistent link: https://www.econbiz.de/10010293342
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Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
Crespo Cuaresma, Jesus; Feldkircher, Martin - 2009
In this paper we put forward a Bayesian Model Averaging method dealing with model uncertainty in the presence of potential spatial autocorrelation. The method uses spatial filtering in order to account for different types of spatial links. We contribute to existing methods that handle spatial...
Persistent link: https://www.econbiz.de/10010294819
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Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010326266
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Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Bos, C.S.; Koopman, S.J.; Ooms, M. - 2007
We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic...
Persistent link: https://www.econbiz.de/10010325333
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Correcting for Primary Study Misspecifications in Meta-Analysis
Koetse, Mark J.; Florax, Raymond J.G.M.; de Groot, … - 2005
In non-experimental sciences the errors associated with model misspecifications in primarystudies carry over to meta-analysis. We use Monte Carlo simulations to analyse the effects ofthese misspecifications on results of a meta-analysis using a meta-estimator that calculates asimple average...
Persistent link: https://www.econbiz.de/10010325362
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The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment
Koetse, Mark J.; Florax, Raymond J.G.M.; de Groot, … - 2007
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a …
Persistent link: https://www.econbiz.de/10010325529
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Possibly Ill-behaved Posteriors in Econometric Models
Hoogerheide, Lennart; van Dijk, Herman K. - 2008
sophisticated neural network simulation techniques is explored. In all examples considered in this paper – a bimodal distribution of …
Persistent link: https://www.econbiz.de/10010325728
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Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
Cuaresma, Jesús Crespo; Feldkircher, Martin - 2010
In this paper we put forward a Bayesian Model Averaging method dealing with model uncertainty in the presence of potential spatial autocorrelation. The method uses spatial filtering in order to account for different types of spatial links. We contribute to existing methods that handle spatial...
Persistent link: https://www.econbiz.de/10013370077
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CATE meets ML
Jacob, Daniel - In: Digital Finance 3 (2021) 2, pp. 99-148
. An additional simulation study, where the true treatment effect is known, allows us to compare the different methods and …
Persistent link: https://www.econbiz.de/10014502034