Search Results - subject_exact:"Statistical measures"

A multi-objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE : a grey wolf approach

Karathanasopoulos, Andreas; Lo, Chia Chun; Sovan, Mitra; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374016

On the valuation skills of corporate bond mutual funds

Cici, Gjergji; Zhang, Pei (Alex) - 2021

We introduce a new measure to assess the valuation skills of investment-grade corporate bond funds. Our measure recognizes funds that ex-ante hold a higher fraction of undervalued bonds as having better valuation skills. The measure predicts future fund performance, is stable over time, and is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012490485

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On the Valuation Skills of Corporate Bond Mutual Funds

Cici, Gjergji; Zhang, Pei (Alex) - 2022

Book / Working Paper

On the controversies behind the origins of the federal economic statistics

Rockoff, Hugh - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012038959

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On the controversies behind the origins of the federal economic statistics

Rockoff, Hugh - 2019

Book / Working Paper

On the Controversies Behind the Origins of the Federal Economic Statistics

Rockoff, Hugh - 2021

Book / Working Paper

On the Controversies behind the Origins of the Federal Economic Statistics

Rockoff, Hugh - 2019

Book / Working Paper

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2021

This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao, Pesaran, and Tahmiscioglu (2002) to the case where the errors are cross-sectionally heteroskedastic. This extension is not trivial due to the incidental parameters problem that...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013315902

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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

Hayakawa, Kazuhiko - 2012

Book / Working Paper

Geography, Insolation and Institutional Change in 19th Century African-American and White Stature in Southern States

Carson, Scott Alan - 2021

The use of height data to measure living standards is now a well-established method in the economic literature. While much is known about 19th century black legal and material conditions, less is known about how 19th century biological conditions were related to the physical environment and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013316462

Wage Distributions by Bargaining Regime : Linked Employer-Employee Data Evidence from Germany

Kohn, Karsten; Lembcke, Alexander - 2021

Using linked employer-employee data from the German Structure of Earnings Survey 2001, this paper provides a comprehensive picture of the wage structure in three wage-setting regimes prevalent in the German system of industrial relations. We analyze wage distributions for various labor market...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013316979

Unconditional Quantile Treatment Effects Under Endogeneity

Frölich, Markus; Melly, Blaise - 2021

This paper develops IV estimators for unconditional quantile treatment effects (QTE) when the treatment selection is endogenous. In contrast to conditional QTE, i.e. the effects conditional on a large number of covariates X, the unconditional QTE summarize the effects of a treatment for the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013324857

Estimating the benefits of new products

Diewert, Walter E.; Feenstra, Robert C. - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273314

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Estimating the benefits of new products

Diewert, Walter E.; Feenstra, Robert C. - 2019

Book / Working Paper

Estimating the benefits of new products

Diewert, Walter E.; Feenstra, Robert C. - 2018

Book / Working Paper

Estimating the Benefits of New Products

Diewert, W. Erwin - 2019

Book / Working Paper

Estimating the Benefits of New Products

Diewert, Erwin - 2019

Book / Working Paper

Estimating the benefits of new products : some approximations

Diewert, Walter E.; Feenstra, Robert C. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011992168

Non-linear real arithmetic benchmarks derived from automated reasoning in economics

Mulligan, Casey B.; Bradford, Russell John; Davenport, … - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011876136

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Non-Linear Real Arithmetic Benchmarks Derived from Automated Reasoning in Economics

Mulligan, Casey B. - 2018

Book / Working Paper

Non-linear Real Arithmetic Benchmarks derived from Automated Reasoning in Economics

Mulligan, Casey B. - 2018

Book / Working Paper

Volatility Investing with Variance Swaps

Härdle, Wolfgang - 2017

Traditionally volatility is viewed as a measure of variability, or risk, of an underlying asset. However recently investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative instruments - variance swaps. In this paper first we...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012966298

An estimate of the Genuine Progress Indicator for Iceland, 2000-2019

Cook, David; Brynhildur Davíðsdóttir - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013194103

On measuring welfare "behind a veil of ignorance"

Michaeli, Moti - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012433652

Situation awareness measurement : how to measure situation awareness in individuals and teams

Endsley, Mica R. - 2021

Situation awareness overview -- SA measurement overview -- Direct measurement of SA with SAGAT -- SA measurement example -- Frequently asked questions -- Measurement of team SA and Shared SA -- Other direct measures of SA -- Summary.

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012503608

Labor market outcomes and postsecondary accountability : are imperfect metrics better than none?

Minaya, Veronica; Scott-Clayton, Judith E. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012599010

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Labor market outcomes and postsecondary accountability : are imperfect metrics better than none?

Minaya, Veronica; Scott-Clayton, Judith E. - 2016

Book / Working Paper

Labor Market Outcomes and Postsecondary Accountability : Are Imperfect Metrics Better than None?

Minaya, Veronica - 2016

Book / Working Paper

Labor Market Outcomes and Postsecondary Accountability : Are Imperfect Metrics Better than None?

Minaya, Veronica - 2016

Book / Working Paper

Are betting returns a useful measure of accuracy in (sports) forecasting?

Wunderlich, Fabian; Memmert, Daniel - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012415338

Articulation des approches wallonnes en matière d’indicateurs de progrès sociétal : indicateurs complémentaires au PIB et indicateurs de développement durable

Bertrand, Gilles; Heylen, Fanny; Zuinen, Natacha; … - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011290726

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011500265

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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2015

Book / Working Paper

Benchmarks in search markets

Duffie, Darrell; Dworczak, Piotr; Zhu, Haoxiang - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011764335

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Benchmarks in search markets?

Duffie, Darrell; Dworczak, Piotr; Zhu, Haoxiang - 2015

Book / Working Paper

Benchmarks in Search Markets

Duffie, Darrell - 2014

Book / Working Paper

Benchmarks in Search Markets

Duffie, Darrell - 2014

Book / Working Paper

Calculating a standard error for the Gini coefficient : some further results ; reply

Ogwang, Tomson - 2004

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10002139198

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Calculating a Standard Error for the Gini Coefficient : Some Further Results: Reply

Ogwang, Tomson - 2014

Book / Working Paper

Calculating a standard error for the Gini coefficient : some further results

Giles, David E. A. - 2004

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10002139187

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Calculating a Standard Error for the Gini Coefficient : Some Further Results

Giles, David E. A. - 2014

Book / Working Paper

Finite population causal standard errors

Abadie, Alberto; Athey, Susan; Imbens, Guido; … - 2014 - Current version July 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011776051

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Finite Population Causal Standard Errors

Abadie, Alberto - 2014

Book / Working Paper

Finite Population Causal Standard Errors

Abadie, Alberto - 2014

Book / Working Paper

Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution

Taylor, James W. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012176554

Orthogonalized Regressors and Spurious Precision

Sercu, Piet - 2013

Regressions often use pre-orthogonalized regressors. For example, the exposure of a stock's return to exchange-rate changes is conventionally estimated by regression, and often, the market return is included as an additional regressor. By first orthogonalizing the market return on the exchange...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013090299

Median as a Weighted Arithmetic Mean of All Sample Observations : Obtaining Weights by the Host-Parasite Co-Evolutionary Algorithm of Global Optimization

Mishra, Sudhanshu K. - 2013

This note is intended to demonstrate that median (a well-known measure of central tendency) is a weighted arithmetic mean of all sample observations and such (non-trivial) weights may be computed by an optimization method such as the host-parasite co-evolutionary algorithm

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014037959

Constrained dual scaling for detecting response styles in categorical data

Schoonees, Pieter C.; Velden, Michel van de; Groenen, … - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009731471

Measuring and forecasting financial market volatility using high-frequency data

Bannouh, Karim - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009707692

Évaluer la productivité globale des facteurs en France : l’apport d’une mesure de la qualité du capital et du travail

Cabannes, Pierre-Yves; Montaut, Alexis; Pionnier, … - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009792059

Financial-Benchmarks : Manipulationen von Referenzwerten wie LIBOR und EURIBOR und deren aufsichts- und privatrechtliche Folgen

Sajnovits, Alexander - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011920037

Cybermetric techniques to evaluate organizations using web-based data

Orduna-Malea, Enrique; Alonso-Arroyo, Adolfo - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011731170

An axiomatic foundation of the multiplicative human development index

Kawada, Yoko; Nakamura, Yuta; Otani, Shuhei - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011991930

Robust standard errors in small samples : some practical advice

Imbens, Guido; Kolesár, Michal - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011555822

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Robust Standard Errors in Small Samples : Some Practical Advice

Imbens, Guido - 2012

Book / Working Paper

Robust Standard Errors in Small Samples : Some Practical Advice

Imbens, Guido W. - 2012

Book / Working Paper

Two Estimators of the Long-Run Variance : Beyond Short Memory

Abadir, Karim Maher - 2012

This paper deals with the estimation of the long-run variance of a stationary sequence. We extend the usual Bartlett-kernel heteroskedasticity and autocorrelation consistent (HAC) estimator to deal with long memory and antipersistence. We then derive asymptotic expansions for this estimator and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013112437

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009580056

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Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

Book / Working Paper

Robust standard errors in transformed likelihood estimation of dynamic panel data models

Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012

Book / Working Paper

Robustness properties of quasi-linear means with application to the Laspeyres and Paasche indices

Klein, Ingo; Ardelean, Vlad - 2012

Li, Fang & Tian (1994) assert that special quasi-linear means should be preferred to the simple arithmetic mean for robustness properties. The strategy that is used to show robustness is completely detached from the concepts wellknown from the theory of robust statistics. Robustness of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009512127

Estimating standard error of inflation in Pakistan : a stochastic approach

Iqbal, Javed; Hanif, Muhammad Nadim - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009515322

Quasi-arithmetische Mittelwerte und Normalverteilung

Klein, Ingo - 2012

J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are "most probable values". We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009621616

The phantom menace of omitted variables : a comment

Vance, Colin; Ritter, Nolan - 2012

This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from the inclusion of a control variable, contrasting with Clarke's assertion (2005, 2009) that the variance can only increase or stay the same. Practitioners may thus be well...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011401080

The Ratio Bias Phenomenon : Fact or Artifact?

Lefebvre, Mathieu - 2011

The ratio bias - according to which individuals prefer to bet on probabilities expressed as a ratio of large numbers to normatively equivalent or superior probabilities expressed as a ratio of small numbers - has recently gained momentum, with researchers especially in health economics...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013134114

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The Ratio Bias Phenomenon : Fact or Artifact?

Lefebvre, Mathieu - 2009

Book / Working Paper

The Phantom Menace of Omitted Variables – a Comment

Ritter, Nolan; Vance, Colin - 2011

This note demonstrates that in applied regression analysis, the variance of a coefficient of interest may decrease from the inclusion of a control variable, contrasting with Clarke’s assertion (2005, 2009) that the variance can only increase or stay the same. Practitioners may thus be...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014177659

Forecasting Random Walks Under Drift Instability

Pesaran, M. Hashem - 2011

This paper considers forecast averaging when the same model is used but estimation is carried out over different estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or more structural breaks. It is shown that compared to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012756639

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Forecasting Random Walks under Drift Instability

Pesaran, M. Hashem - 2011

Book / Working Paper

The phantom menace of omitted variables : a comment

Ritter, Nolan; Vance, Colin - 2011

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009580263

Bayesian semiparametric GARCH Models

Zhang, Xibin; King, Maxwell L. - 2011

This paper aims to investigate a Bayesian sampling approach to parameter estimation in the semiparametric GARCH model with an unknown conditional error density, which we approximate by a mixture of Gaussian densities centered at individual errors and scaled by a common standard deviation. This...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009406237

Families of copulas closed under the construction of generalized linear means

Klein, Ingo; Christa, Florian - 2011

We will identify sufficient and partly necessary conditions for a family of copulas to be closed under the construction of generalized linear mean values. These families of copulas generalize results well-known from the literature for the Farlie-Gumbel-Morgenstern (FGM), the Ali-Mikhai-Haq (AMH)...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008824120

Is there a superior distance function for matching in small samples?

Dettmann, Eva; Becker, Claudia; Schmeißer, Christian - 2010

The study contributes to the development of "standards" for the application of matching algorithms in empirical evaluation studies. The focus is on the first step of the matching procedure, the choice of an appropriate distance function. Supplementary to most former studies, the simulation is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003943489

Mean shift detection under long-range dependencies with ART

Willert, Juliane - 2010

Atheoretical regression trees (ART) are applied to detect changes in the mean of a stationary long memory time series when location and number are unknown. It is shown that the BIC, which is almost always used as a pruning method, does not operate well in the long memory framework. A new method...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003930919

Volatility investing with variance swaps

Härdle, Wolfgang; Silyakova, Elena - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003952648

Estimating a Structural Model of Herd Behavior in Financial Markets

Guarino, Antonio; Cipriani, Marco - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008777025

Which Sectors of a Modern Economy are Most Central?

Bloechl, Florian - 2010

We analyze input-output matrices for a wide set of countries as weighted directed networks. These graphs contain only 47 nodes, but they are almost fully connected and many have nodes with strong self-loops. We apply two measures: random walk centrality and one based on count-betweenness. Our...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013137865

Key Players and Key Groups in Teams : A Network Approach Using Soccer Data

Sarangi, Sudipta - 2010

This paper provides a way of evaluating a player's contribution to her team and relates her effort to her salaries. We collect data from UEFA Euro 2008 Tournament and construct the passing network of each team. Then we determine the key player in the game while ranking all the other players too....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013138006