Selective attrition out of longitudinal datasets is a concern for empirical researchers. This paper discusses a simple way to identify both direction and magnitude of potential sample bias in household panels. The idea is to exploit multiple types of simultaneous entries into the panel. The...

The optimal minimum distance (OMD) estimator for models of covariance structures is asymptotically efficient but has much worse finite-sample properties than does the equally-weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample...

Are structural vector autoregressions (VARs) useful for discriminating between macro models‘ Recent assessments of VARs have shown that these statistical methods have adequate size properties. In other words, in simulation exercises, VARs will only infrequently reject the true data generating...

This paper presents an optimal spatial sampling (OSS) design for fielding the demographic and health. The proposed design (a) develops a context specific sampling frame at a fine spatial resolution, (b) captures maximum spatial autocorrelation-controlled semivariance in the selected attribute (a...

During the last two decades, laboratory experiments have come into increasing prominence and constitute a popular method of research to examine behavioral outcomes and social preferences. However, it has been debated whether results from these experiments can be extrapolated to the real world...

As a preliminary study of the effect of return and sampling on chaos and stochastic data pattern, this research tests chaos pattern by using Henon attractor as a sample of two-dimensional discrete chaos data with an assumption that economic and finance data are generated by low dimensional chaos...

During the last two decades, laboratory experiments have come into increasing prominence and constitute a popular method of research to examine behavioral outcomes and social preferences. However, it has been debated whether results from these experiments can be extrapolated to the real world...

We outline a procedure for combining six cross-sections of the German Sample Survey of Income and Expenditure, and discuss potential pitfalls of such a venture. Particularly, we investigate the consequences of a major break in the survey design for inter-temporal comparisons of expenditure...

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models involving large data sets. Samples are independent, so...

This paper discusses the choice of the number of participants for within-subjects (WS) designs and between-subjects (BS) designs based on simulations of statistical power allowing for different numbers of experimental periods. We illustrate the usefulness of the approach in the context of field...