Showing 1 - 10 of 26
This study investigates researcher variability in computational reproduction, an activity for which it is least expected. Eighty-five independent teams attempted numerical replication of results from an original study of policy preferences and immigration. Reproduction teams were randomly...
Persistent link: https://www.econbiz.de/10015371924
Ukraine is a migration-intensive country, with an estimated 1.5-2 million labour migrants (about 5% of the working-age population). Slightly over a half of these migrants travel for work to the EU. This study discusses the impact of this large pool of migrants on both the sending and receiving...
Persistent link: https://www.econbiz.de/10011430914
In this note, the author describes different ways one could try to replicate Choi and Varian (Predicting the present with Google trends, The Economic Record, 2012).
Persistent link: https://www.econbiz.de/10011725213
In this paper, the author describes different ways in which one can replicate a paper and illustrate them by applying them to the study by Choi and Varian (Predicting the Present with Google Trends, The Economic Record 2012).
Persistent link: https://www.econbiz.de/10011858731
This paper replicates the analysis of Kim and Albert Kim (2018). Kim and Albert Kim (2018) find asizeable and negative impact of the Charlie Hebdo terrorist attack on various indicators of mentalhealth. Overall, our results confirm the conclusions of Kim and Albert Kim (2018).
Persistent link: https://www.econbiz.de/10012515430
Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...
Persistent link: https://www.econbiz.de/10010301698
Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...
Persistent link: https://www.econbiz.de/10010303845
This study uses Monte Carlo analysis to investigate the performances of five different meta-analysis (MA) estimators: the Fixed Effects (FE) estimator, the Weighted Least Squares (WLS) estimator, the Random Effects (RE) estimator, the Precision Effect Test (PET) estimator, and the Precision...
Persistent link: https://www.econbiz.de/10010478803
This paper demonstrates that unit root tests can suffer from inflated Type I error rates when data are cointegrated. Results from Monte Carlo simulations show that three commonly used unit root tests - the ADF, Phillips-Perron, and DF-GLS tests - frequently overreject the true null of a unit...
Persistent link: https://www.econbiz.de/10011307505
A meta-analysis (MA) aggregates estimated effects from many studies to calculate a single, overall effect. There is no one, generally accepted procedure for how to do this. Several estimators are commonly used, though little is known about their relative performance. A complication arises when...
Persistent link: https://www.econbiz.de/10011341118