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The Revealed Preference Approach to Collective Consumption Behavior : Nonparametric Testing and Sharing Rule Recovery
Cherchye, L. - 2009
We present a nonparametric revealed preference methodology for empirically analyzing collective consumption behavior …. First, we introduce an integer programming (IP) methodology for testing data consistency with collective consumption models …
Persistent link: https://www.econbiz.de/10013156456
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Consistent subsets : computationally feasible methods to compute the Houtman-Maks-index
Heufer, Jan; Hjertstrand, Per - 2014
We provide two methods to compute the largest subset of a set of observations that is consistent with the Generalised Axiom of Revealed Preference. The algorithm provided by Houtman and Maks (1985) is not comput ationally feasible for larger data sets, while our methods are not limited in that...
Persistent link: https://www.econbiz.de/10010442321
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The Revealed Preference Approach to Collective Consumption Behavior : Testing, Recovery, and Welfare Analysis
Cherchye, L. - 2007
We extend the nonparametric 'revealed preference' methodology for analyzing collective consumption behavior (with … consumption externalities and public consumption), to render it useful for empirical applications that deal with welfare … preferences of the group members (in terms of consumption externalities and public consumption); and we show that these testing …
Persistent link: https://www.econbiz.de/10012729024
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The Revealed Preference Approach to Collective Consumption Behavior : Testing, Recovery and Welfare Analysis
Cherchye, L.; De Rock, Bram; Vermeulen, Frederic - 2021
We extend the nonparametric 'revealed preference' methodology for analyzing collective consumption behavior (with … consumption externalities and public consumption), to render it useful for empirical applications that deal with welfare … preferences of the group members (in terms of consumption externalities and public consumption); and we show that these testing …
Persistent link: https://www.econbiz.de/10013316820
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Named entity narratives
Benner, Niklas; Lange, Kai-Robin; Jentsch, Carsten - 2022
While the actions of economists and politicians can be influenced by facts, statistics or empirical predictions, narratives are becoming an increasingly important factor for the decision making in the field of economics and politics. Evaluating such narratives not at selective points in time but...
Persistent link: https://www.econbiz.de/10013359182
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Indicators of real convergence and their application
Pecican, Eugen Ştefan - 2010
Measurable aspects of the economic convergence of EU countries form the main topic of this paper. For this purpose, statistical and econometric methods are presented and applied for revealing characteristic elements of such a process. A first group of methods refers mainly to aspects such as:...
Persistent link: https://www.econbiz.de/10010529083
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Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007
but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the … the estimator. Integral equations of the first kind appear, for example, in the generalized method of moments when the …
Persistent link: https://www.econbiz.de/10014024938
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Heteroscedastic Analysis in Nonlinear Modeling
Louangrath, Paul - 2013
In order to discuss nonlinear, it is necessary to know linear regressive as a priori. Without simple regression as the starting point, it would be difficult to understand nonlinear regression. In words, in order to understand the curve and the behavior of a curve, it is necessary to known a...
Persistent link: https://www.econbiz.de/10013076070
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Econometric Time Series Specification Testing in a Class of Multiplicative Error Models
Saart, Patrick - 2014
been devoted to other market variables, especially volumes, number of trades and durations. The financial econometrics …
Persistent link: https://www.econbiz.de/10013060981
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Volatility forecasting when the noise variance Is time-varying
Chaker, Selma; Meddahi, Nour - 2013
This paper explores the volatility forecasting implications of a model in which the friction in high-frequency prices is related to the true underlying volatility. The contribution of this paper is to propose a framework under which the realized variance may improve volatility forecasting if the...
Persistent link: https://www.econbiz.de/10010225492