Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and...

We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the...

In this article we examine how model selection in neural networks can be guided by statistical procedures such as hypotheses tests, information criteria and cross validation. The application of these methods in neural network models is discussed, paying attention especially to the identification...

This paper contains a forecasting exercise on 30 time series, ranging on several fields, from economy to ecology. The statistical approach to artificial neural networks modelling developed by the author is compared to linear modelling and to other three well-known neural network modelling...

Der Beitrag diskutiert Kundenerfahrung als Bezugsrahmen, der die beiden Konstrukte Kundenerlebnis und Kundenvertrautheit umfasst. Kundenerfahrung wird konzeptionalisiert als Kundenerlebnis im Sinne eines Maßstabs für die Qualität der Kundenerfahrung (positiv/negativ). Die Einflussstärke der...

Das Statistische Bundesamt vergibt seit 1999 Förderpreise an junge Wissenschaftlerinnen und Wissenschaftler, seit 2022 den wissenschaftlichen Nachwuchspreis "Statistical Science for the Society". Ausgezeichnet werden herausragende Arbeiten, die theoretische Themen mit einem engen Bezug zum...

The literature on electoral cycles has developed in two distinct phases. The first one considered the existence of non-rational (naive) voters whereas the second one considered fully rational voters. In our perspective, an intermediate approach is more interesting, i.e. one that considers...

In this paper we apply statistical inference techniques to build neural network models which are able to explain the prices of call options written on the German stock index DAX. By testing for the explanatory power of several input variables serving as network inputs, some insight into the...

Many economic and econometric applications require the integration of functions lacking a closed form antiderivative, which is therefore a task that can only be solved by numerical methods. We propose a new family of probability densities that can be used as substitutes and have the property of...