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1 - 10 van 12 voor parametric tests
team incentives public organisations experimental study pdf
... a positive effect on the choice of team (as we have just observed using non-parametric tests). however, the interaction term is negative and (weakly) significant. its parameter estimate implies that given ... points vs. 6.4 points in p2 with p-values of the mann-whitney u tests being p 0.059 and p 0.000, respectively). this means that their trust is ...
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testing consumers asymmetric reaction wealth changes pdf
... parametric approach 29 4.1 model 29 4.2 results 30 4.3 parametric tests ... tests we perform are both non parametric and fully parameterised. the first analyse whether individuals form symmetrical expectations in terms of positive and negative changes of financial wealth. these non parametric tests ...
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Microsoft Word - discussion157.doc
... suggested by donabedian (1966), is accepted in the health economics literature. 15 fundoscopies and hba1c-tests are the procedures to maintain the health condition of diabetic patients. see appendix a ... thus follow heckman and singer (1984), who have proposed this specification for the non-parametric estimation of (univariate) duration models. more specifically, we take the joint distribution of the ...
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Microsoft Word - DP_voorblad_scale_def.doc
... presents the empirical strategy based on the parametric and non-parametric frontier models, discussing in particular the flexible elements in the non-parametric dea model that we will be using in ... data together with some descriptive statistics. section 5 presents the results of the econometric tests. section 6 summarises the main findings regarding the productivity determinants and it gives some ...
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dp175 systemic risk across sectors pdf
... we find that for our sample the differences between determining systemic risk using non- parametric and parametric estimation are limited for failure probabilities above 0.1 percent. prudential regulation considers a failure ... economic research, inc. harvey, c.r. and a. siddique, 2000, conditional skewness in asset pricing tests, journal of finance, vol. 55, no. 3, pp. 1263 1295. hill, b.m., 1975, a ...
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Microsoft Word - discussion52
... the last two specifications reveal that both price' and wealth' effects matter. goodness-of-fit tests show that the specification with the dummy variables outperforms the other two specifications. therefore we ... particular functional form for the distribution of i. therefore, the authors proposed using a non-parametric characterisation of i by means of a finite set of points of support, whose number ...
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Microsoft Word - discussion139.doc
... specification. 17 figure 2.2 observed (non-parametric) hazard rate of starting smoking. duration (years) hazard figure 2.3 observed (non-parametric) hazard rates of quitting smoking duration ( ... - parametric) polynomial function of the elapsed duration. with only one polynomial, this specification is equivalent to the familiar weibull model for duration dependence. we perform likelihood ratio tests ...
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Microsoft Word - disc71.doc
... netherlands, have been able to keep or raise their efficiency levels. methodology both parametric and non-parametric approaches to efficiency measurement are frequently used for estimating frontier functions.3 the ... outliers in the data set. moreover, statistical hypothesis tests are not directly possible with this technique. furthermore, dea has no formal tests to assess the merits of including or ...
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memo241.pdf
... rudebusch (1993) argue that if uncertainty wrt. lag length is taken into account, unit root tests based on post-war u.s. data have insufficient power to reliably distinguish between both ... by volatility feedback and time-varying risk premia. leverage effects play only a minor role. parametric specifications of volatility in terms of arch models condition volatility in terms of a small ...
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Microsoft Word - memo.doc
... productivity indicators. to obtain more information the export productivity premia, we run kolmogorov-smirnov tests on the equality of distributions between exporters and non-exporters for our three productivity ... a., j.c. farinas and s. ruano, 2002, firm productivity and export markets a non- parametric approach, journal of international economics 57 397-422. international study group on exports and ...
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