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Univariate autoregressive Moving-Average-Prozesse und die Anwendung der Box-Jenkins-Technik in der Zeitreihenanalyse

Author: Walter Mohr, Dipl.-Math.
Publisher: Würzburg : Physica-Verlag, 1976.
Series: Arbeiten zur angewandten Statistik, Heft 19.
Edition/Format:   Print book : GermanView all editions and formats
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Since the fundamental work of Walras (1874), markets have received particular attention by economists because they lead to an efficient allocation of goods and services. Workers may profit from this  Read more...

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Genre/Form: Moving-Average-Prozeß (Statistik)
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Walter Mohr, Dipl.-Math.
ISBN: 3790801739 9783790801736 3790801682 9783790801682
OCLC Number: 4288673
Notes: Originally presented as the author's thesis, Kiel, 1975.
Description: 239 pages : 8 graphs ; 24 cm.
Contents: Effort Misallocation and the Value of Signals.- 2.1 Problems of Non-contractibility.- 2.1.1 Different Types of Non-contractibility.- 2.1.2 Mechanisms to Enforce Non-contractible Actions.- 2.1.3 Optimal Incentives in the Single Effort Model.- 2.1.4 Misallocation in the Multiple Effort Model.- 2.2 Decomposing Agency Costs.- 2.2.1 Agency Costs.- 2.2.2 Feasibility and Uncertainty Costs.- 2.2.3 Identifying Misallocation Costs.- 2.2.4 The Value of Signals.- 2.2.5 Alternative Measures of Misallocation.- 2.3 Relationship between Misallocation and Uncertainty.- 2.3.1 Uncertainty-induced Misallocation.- 2.3.2 Misallocation Without Uncertainty.- 2.3.3 Bias and Uncertainty in Statistics.- 2.4 Summary.- Firm Performance Measures.- 3.1 Multiple Agents and Free-Riding.- 3.1.1 Principal as Budget Breaker.- 3.1.2 When Costs Are Private Information.- 3.2 The Use of Benefit Signals.- 3.2.1 Lazear's Input versus Output Measure Model.- 3.2.2 A Misallocation-uncertainty Trade-off Model.- 3.3 Implications and Implementation.- 3.3.1 Benefits and Costs of Firm Performance Measures.- 3.3.2 Gauging the Intensity of Performance Measures.- 3.3.3 Proxies for Misallocation Costs.- 3.4 Summary.- Statistical Model and Empirical Evidence.- 4.1 Empirical Studies of the Value of Signals.- 4.1.1 Do Incentives Matter?.- 4.1.2 Choice of Incentive Schemes.- 4.2 The ECMOSS Data Set.- 4.2.1 Survey Design.- 4.2.2 Performance Pay Variables.- 4.2.3 Task Descriptors.- 4.2.4 Expected Relationships Between Tasks and Pay.- 4.2.5 The Bonus-pay Censoring Problem.- 4.3 Estimation Under Multivariate Censoring.- 4.3.1 Survey of Estimation Methods.- 4.3.2 Constructing an Estimator.- 4.3.3 Application to the Bonus Pay Censoring Problem.- 4.4 Results.- 4.4.1 Task Descriptors.- 4.4.2 Control Variables.- 4.5 Summary.- Conclusion.- A Properties of the Multivariate Censoring Estimator.- B Stata Programme.- B Stata Programme.- C Tables.- References.- List of Figures.- List of Tables.- List of Symbols.
Series Title: Arbeiten zur angewandten Statistik, Heft 19.
Other Titles: Box-Jenkins-Technik in der Zeitreihenanalyse.
Responsibility: von Walter Mohr.
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