Now showing items 1-6 of 6
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
(Amsterdam : Tinbergen Institute, 2008-05-20)
We propose new scoring rules based on partial likelihood for assessing the relative out-of-sample predictive accuracy of competing density forecasts over a specific region of interest, such as the left tail in financial ...
The Spatial Distribution of Economic Activities in Italy
(Amsterdam : Tinbergen Institute, 2007-12-03)
Existing indices measuring the spatial distribution of economic activity such as the Krugman Specialisation Index, the Hirschmann-Herfindahl index and the Ellison-Glaeser index typically do not take into account the spatial ...
A K-sample Homogeneity Test based on the Quantification of the p-p Plot
(Amsterdam : Tinbergen Institute, 2008-10-20)
We propose a quantification of the p-p plot that assigns equal weight to all distances between the respective distributions: the surface between the p-p plot and the diagonal. This surface is labelled the Harmonic Weighted ...
Tracing the Base: A Topographic Test for Collusive Basing-Point Pricing
(Amsterdam : Tinbergen Institute, 2009-01-20)
Basing-point pricing is known to have been abused by geographically dispersed firms in order to eliminate competition on transportation costs. This paper develops a topographic test for collusive basing-point pricing. The ...
Money - Inflation Nexus in Indonesia: Evidence from a P-Star Analysis
(Amsterdam : Tinbergen Institute, 2005-05-30)
In this paper the effect of excess narrow money (MI) on C PI intlation in Indonesiabefore, during, and after the Asian crisis is empirically examined. The standard model for themonetary analysis of inflation, i.e. the ...
The Impact of Effect Size Heterogeneity on Meta-Analysis: A Monte Carlo Experiment
(Amsterdam : Tinbergen Institute, 2007-07-16)
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a meta-analysis. Specifically, we address the small sample behaviour of the OLS, the fixed effects ...