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Moffatt, Peter G.

Overview
Works: 8 works in 9 publications in 1 language and 14 library holdings
Publication Timeline
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Publications about Peter G Moffatt
Publications by Peter G Moffatt
Most widely held works by Peter G Moffatt
On the demand for hyper-substitutes with satiation by Peter G Moffatt( Book )
2 editions published in 1996 in English and held by 7 libraries worldwide
A microeconomic test alternative stochastic theories of risky choice by Graham Loomes( Book )
1 edition published in 1998 in English and held by 1 library worldwide
Fisher's information on the correlation coefficient in bivariate models by Murray D Smith( Book )
1 edition published in 1998 in English and held by 1 library worldwide
Risk attitude in couples by Philomena M Bacon( Computer File )
1 edition published in 2012 in English and held by 1 library worldwide
The determinants of risk attitude in couples are explored using data from the German Socio-Economic Panel over the period 2004 to 2009. The focus of the analysis is the repeated responses to the survey question about general willingness to take risk. Responses to this question are provided on a 0-10 Likert scale. We focus on couples in the data set, and we apply the bivariate panel ordered probit model to the analysis of the simultaneous determination of the male's and the female's risk attitude. A number of individual characteristics, including age, height, education and household income, are found to have strong effects on risk attitude, in some cases differing markedly between the male and the female. Both the individual-specific effects and the observation-specific error terms are assumed to have non-zero correlations between the two equations. These correlations are estimated to be +0.27 and +0.28 respectively. We consider the former to be a key parameter, since its positive sign may be interpreted as a form of homophily: individuals tend to form partnerships with others having a similar risk attitude. -- Multiple Equation Models ; Panel Data ; Risk Attitude
Exploiting a matrix in the computation of the efficient score test for overdispersion in the Poisson regression model by Peter G Moffatt( Book )
1 edition published in 1996 in English and held by 1 library worldwide
Group Poisson regression models - theory and an application to public house visit frequency by Peter G Moffatt( Book )
1 edition published in 1994 in English and held by 1 library worldwide
Estimation of the house money effect using hurdle models by Christoph Engel( Book )
1 edition published in 2012 in English and held by 1 library worldwide
Inaccurate approximation in the modelling of hyperinflations by Peter G Moffatt( Article )
1 edition published in 2006 in Undetermined and held by 1 library worldwide
In time series macroeconometric models, the first difference in the logarithm of a variable is routinely used to represent the rate of change of that variable. It is often overlooked that the assumed approximation is accurate only if the rates of change are small. Models of hyper-inflation are a case in point, since in these models, by definition, changes in price are large. In this letter, Cagan's model is applied to Hungarian hyper-inflation data. It is then demonstrated that use of the approximation in the formation of the price inflation variable is causing an upward bias in the model's key parameter, and therefore an exaggeration of the effect postulated by Cagan
 
Languages
English (8)
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