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Measurement error in earnings data in the health and retirement study

Bricker, Jesse; Engelhardt, Gary V. - In: Journal of economic and social measurement 33 (2008) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10003828138

Measuring housework in time use surveys

Bryant, Wilfrid K.; Kang, Hyojin; Zick, Cathleen D.; … - In: Review of Economics of the Household 2 (2004) 1, pp. 23-47

Persistent link: https://www.econbiz.de/10002007759

Is earnings nonresponse ignorable?

Bollinger, Christopher R.; Hirsch, Barry T. - In: The review of economics and statistics 95 (2013) 2, pp. 407-416

Persistent link: https://www.econbiz.de/10009763769

I didn't tell, and i won't tell : dynamic response error in the SIPP

Bollinger, Christopher R.; David, Martin Heidenhain - In: Journal of applied econometrics 20 (2005) 4, pp. 563-569

Persistent link: https://www.econbiz.de/10002988002

Sensitivity to missing data assumptions : theory and an evaluation of the U.S. wage structure

Kline, Patrick; Santos, Andres - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 231-267

This paper develops methods for assessing the sensitivity of empirical conclusions regarding conditional distributions to departures from the missing at random (MAR) assumption. We index the degree of nonignorable selection governing the missing data process by the maximal Kolmogorov–Smirnov...

Persistent link: https://www.econbiz.de/10011757060

Drifts and volatilities under measurement error : assessing monetary policy shocks over the last century

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 591-611

Persistent link: https://www.econbiz.de/10011612106

Drifts and volatilities under measurement error : assessing monetary policy shocks over the last century

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 591-611

build a multivariate time series model with time-varying parameters and stochastic volatility that features measurement … impact of monetary policy shocks, but the majority of this variation is driven by changes in exogenous volatility. …

Persistent link: https://www.econbiz.de/10011800671

Volatility cones and their sampling properties

Hodges, Stewart D.; Tompkins, Robert G. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10001718685

What is fractional integration?

Parke, William R. - In: The review of economics and statistics 81 (1999) 4, pp. 632-638

Persistent link: https://www.econbiz.de/10001437380

Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market

Wang, Yajing; Liang, Fang; Wang, Tianyi; Huang, Zhuo - In: Economic modelling 87 (2020), pp. 148-157

Persistent link: https://www.econbiz.de/10012416413

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