Running Backs In The Nfl Draft And Nfl Combine: Can Performance Be Predicted?,
2011
Claremont McKenna College
Running Backs In The Nfl Draft And Nfl Combine: Can Performance Be Predicted?, Chris Blees
CMC Senior Theses
Berri and Simmons (2009) investigate the relationship between the NFL Combine and the NFL Draft. They find that a quarterback’s performance in the Combine can have a significant impact on that player’s draft position. However, they find that no known aspect of a quarterback before they are drafted is an indicator of success in the NFL. I examine if these relationships exist for the Running Back position. I find similar results to Berri and Simmons: that performance in the Combine does have an effect on that player’s draft position, but that no aspect of a running back’s pre-draft characteristics can …
Strategic Significance: A Model Of G-20 Membership,
2011
Claremont McKenna College
Strategic Significance: A Model Of G-20 Membership, Patrick Eagan-Van Meter
CMC Senior Theses
The membership of the Group of 20 was selected without any official criteria. This paper investigates whether group membership can be explained through the consideration of several different factors that coincide with the mission of the organization. I found strong evidence that membership in the Group of 20 was based on some combination of land mass and economic output. The results demonstrate that these factors are highly predictive of group membership.
Using Ordinary Least Squares Regression And Quantile Regression To Test The Capital Asset Pricing Model And The Fama And French Model In The Australian Equity Market,
2011
Edith Cowan University
Using Ordinary Least Squares Regression And Quantile Regression To Test The Capital Asset Pricing Model And The Fama And French Model In The Australian Equity Market, Yixaun Rui
Theses : Honours
Many studies have tested the CAPM and the Fama and French model in the Australian security market using the Ordinary Least Squares (OLS) method. However, this regression method just focuses on the relationship between means in the dataset, and equity market usually has some extreme situations in the tails. In this study, quantile regression will be used as well as OLS to provide a more comprehensive picture. This research will also compare the domestic and overseas indices in testing the CAPM and the Fama and French model. A twenty-year data sample composed of the 50 largest companies' equity returns will …
Testing Heterogeneity In Panel Data Models With Interactive Fixed Effects,
2011
Singapore Management University
Testing Heterogeneity In Panel Data Models With Interactive Fixed Effects, Qihui Chen
Dissertations and Theses Collection (Open Access)
This paper proposes a test for the slope homogeneity in large dimensional panel data models with interactive fixed effects based on a measure of goodness-of-fit (R2). We first obtain, for each cross-sectional unit, the R2 from the time series regression of residuals on the constant and observable regressors and then construct the test statistic R2 as an equally weighted average of the cross-sectional R2's. R̄2 is close to 0 under the null hypothesis of homogenous slopes and deviates away from 0 otherwise. We show that after being appropriately centered and scaled, R2 …
Estimation And Forecasting Of Dynamic Conditional Covariance: A Semiparametric Multivariate Model,
2011
University of Cambridge
Estimation And Forecasting Of Dynamic Conditional Covariance: A Semiparametric Multivariate Model, Xiangdong Long, Liangjun Su, Aman Ullah
Research Collection School Of Economics
We propose a semiparametric conditional covariance (SCC) estimator that combines the first-stage parametric conditional covariance (PCC) estimator with the second-stage nonparametric correction estimator in a multiplicative way. We prove the asymptotic normality of our SCC estimator, propose a nonparametric test for the correct specification of PCC models, and study its asymptotic properties. We evaluate the finite sample performance of our test and SCC estimator and compare the latter with that of PCC estimator, purely nonparametric estimator, and Hafner, Dijk, and Franses’s (2006) estimator in terms of mean squared error and Value-at-Risk losses via simulations and real data analyses.
Strategic Behavior In Schelling Dynamics: A New Result And Experimental Evidence,
2011
Chapman University
Strategic Behavior In Schelling Dynamics: A New Result And Experimental Evidence, Juan Miguel Benito, Pablo Brañas-Garza, Penélope Hern´Andez, Juan A. Sanchis
ESI Working Papers
In this paper we experimentally test Schelling’s (1971) segregation model and confirm the striking result of segregation. In addition, we extend Schelling’s model theoretically by adding strategic behavior and moving costs. We obtain a unique subgame perfect equilibrium in which rational agents facing moving costs may find it optimal not to move (anticipating other participants’ movements). This equilibrium is far for full segregation. We run experiments for this extended Schelling model. We find that the percentage of strategic players dramatically increases with the cost of moving and that the degree of segregation depends on the distribution of rational subjects.
Double Bubbles In Assets Markets With Multiple Generations,
2011
Chapman University
Double Bubbles In Assets Markets With Multiple Generations, Cary Deck, David Porter, Vernon Smith
ESI Working Papers
We construct an asset market in a finite horizon overlapping-generations environment. Subjects are tested for comprehension of their fundamental value exchange environment, and then reminded during each of 25 periods of its declining new value. We observe price bubbles forming when new generations enter the market with additional liquidity and bursting as old generations exit the market and withdrawing cash. The entry and exit of traders in the market creates an M shaped double bubble price path over the life of the traded asset. This finding is significant in documenting that bubbles can reoccur within one extended trading horizon and, …
Cognitive Effort In The Beauty Contest Game,
2011
Chapman University
Cognitive Effort In The Beauty Contest Game, Pablo Brañas-Garza, Teresa García-Muñoz
ESI Working Papers
This paper analyzes cognitive effort in 6 different one-shot p-beauty games. We use both Raven and Cognitive Reáection tests to identify subjects' abilities. We find that the Raven test does not provide any insight on beauty contest game playing but CRT does: subjects with higher scores on this test are more prone to play dominant strategies.
Don’T Ask Me If You Will Not Listen: The Dilemma Of Participative Decision Making,
2011
Chapman University
Don’T Ask Me If You Will Not Listen: The Dilemma Of Participative Decision Making, Brice Corgnet, Roberto Hérnan-Gonzalez
ESI Working Papers
We study the effect of participative decision making in an experimental principalagent game, where the principal can consult the agent’s preferred option regarding the task to be undertaken in the final stage of the game. We show that consulting the agent was beneficial to principals as long as they followed the agent’s choice. Ignoring the agent’s choice was detrimental to the principal as it engendered negative emotions and low levels of transfers. Nevertheless, the majority of principals were reluctant to change their mind and adopt the agent’s proposal. Our results suggest that the ability to change one’s own mind is …
Transparency, Efficiency And The Distribution Of Economic Welfare In Pass-Through Investment Trust Games,
2011
Chapman University
Transparency, Efficiency And The Distribution Of Economic Welfare In Pass-Through Investment Trust Games, Thomas A. Rietz, Roman M. Sheremeta, Timothy W. Shields, Vernon Smith
ESI Working Papers
We design an experiment to examine welfare and behavior in a multi-level trust game representing a pass through investment in an intermediated market. In a repeated game, an Investor invests via an Intermediary who lends to a Borrower. A pre-experiment one-shot version of the game serves as a baseline and to type each subject. We alter the transparency of exchanges between non-adjacent parties. We find transparency of the exchanges between the investor and intermediary does not significantly affect welfare. However, transparency regarding exchanges between the intermediary and borrower promotes trust on the part of the investor, increasing welfare. Further, this …
Women’S Decision Making: A Contextual Assessment,
2010
Bond University
Women’S Decision Making: A Contextual Assessment, Safdar Khan
Safdar Khan
No abstract provided.
Are Ceos Expected Utility Maximizers?,
2010
University of Chicago
Are Ceos Expected Utility Maximizers?, John List, Charles Mason
Charles F Mason
Are individuals expected utility maximizers? This question represents much more than academic curiosity. In a normative sense, at stake are the fundamental underpinnings of the bulk of the last half-century’s models of choice under uncertainty. From a positive perspective, the ubiquitous use of benefit-cost analysis across government agencies renders the expected utility maximization paradigm literally the only game in town. In this study, we advance the literature by exploring CEO’s preferences over small probability, high loss lotteries. Using undergraduate students as our experimental control group, we find that both our CEO and student subject pools exhibit frequent and large departures …
Bayesian Model Averaging In R,
2010
Virginia Polytechnic Institute and State University
Bayesian Model Averaging In R, Shahram Amini, Christopher Parmeter
Christopher F. Parmeter
Bayesian model averaging has increasingly witnessed applications across an array of empirical contexts. However, the dearth of available statistical software which allows one to engage in a model averaging exercise is limited. It is common for consumers of these methods to develop their own code, which has obvious appeal. However, canned statistical software can ameliorate one’s own analysis if they are not intimately familiar with the nuances of computer coding. Moreover, many researchers would prefer user ready software to mitigate the inevitable time costs that arise when hard coding an econometric estimator. To that end, this paper describes the relative …
Economies Of Scope Of Lending And Mobilizing Deposits In Microfinance Institutions: A Semiparametric Analysis,
2010
University of Miami
Economies Of Scope Of Lending And Mobilizing Deposits In Microfinance Institutions: A Semiparametric Analysis, Valentina Hartarska, Christopher Parmeter, Denis Nadolynak
Christopher F. Parmeter
No abstract provided.
Using Econometrics: A Practical Guide,
2010
Occidental College
Using Econometrics: A Practical Guide, A. Studenmund
A. H. Studenmund
No abstract provided.
Accurately Sized Test Statistics With Misspecified Conditional Homoskedasticity,
2010
University of California, Santa Barbara
Accurately Sized Test Statistics With Misspecified Conditional Homoskedasticity, Douglas Steigerwald, Jack Erb
Douglas G. Steigerwald
We study the finite-sample performance of test statistics in linear regression models where the error dependence is of unknown form. With an unknown dependence structure there is traditionally a trade-off between the maximum lag over which the correlation is estimated (the bandwidth) and the amount of heterogeneity in the process. When allowing for heterogeneity, through conditional heteroskedasticity, the correlation at far lags is generally omitted and the resultant inflation of the empirical size of test statistics has long been recognized. To allow for correlation at far lags we study test statistics constructed under the possibly misspecified assumption of conditional homoskedasticity. …
The Underground Economy Of Fake Antivirus Software,
2010
University of California, Santa Barbara
The Underground Economy Of Fake Antivirus Software, Douglas Steigerwald, Brett Stone-Gross, Ryan Abman, Richard Kemmerer, Christopher Kruegel, Giovanni Vigna
Douglas G. Steigerwald
Fake antivirus (AV) programs have been utilized to defraud millions of computer users into paying as much as one hundred dollars for a phony software license. As a result, fake AV software has evolved into one of the most lucrative criminal operations on the Internet. In this paper, we examine the operations of three large-scale fake AV businesses, lasting from three months to more than two years. More precisely, we present the results of our analysis on a trove of data obtained from several backend servers that the cybercriminals used to drive their scam operations. Our investigations reveal that these …
Outsourcing, Delocalization And Firm Organization,
2010
University of Ferrara
Outsourcing, Delocalization And Firm Organization, Massimiliano Mazzanti
Massimiliano Mazzanti
No abstract provided.
Humanitarian Aid, Internal Displacement And Social Impacts In Sudan,
2010
Department of Economics. Al Neelain University, Khartoum, Sudan
Humanitarian Aid, Internal Displacement And Social Impacts In Sudan, Professor Issam A.W. Mohamed
Professor Issam A.W. Mohamed
The study presented here reviews activities of NGOs in Sudan by surveying and studying the activities of Save the Children of United Kingdom. Activities of NGOs in Sudan were always a controversial issue that resulted in the expulsion of many in 2009. There were also precedents of such expulsions in previous and following years. The paper discusses humanitarian work in Sudan, positive and negative sides. The case study's activities of the Save the Children efforts in Jebel Aulia Internally Displaced People, specially their efforts in education were investigated. It is concluded that introduce invaluable help in educational field, building classes …
Ranking Of Provinces In Iran According To Socio-Economic Indices,
2010
Auckland University of Technology
Ranking Of Provinces In Iran According To Socio-Economic Indices, Jalil Khodaparast Shirazi, Reza Moosavi Mohseni, A. R. Rahmansetayesh
Reza Moosavi Mohseni
Some parts of a country may have lower income earned through business activities in comparison with other parts of the country. When it is accompanied by lack of social income because of less access to the products and services provided by the government, it will lead to the serious lag of some areas of the country in comparison with other areas. The first step to prevent such a problem is the recognition of the present situation and the second step is programming to reach an appropriate situation. This article applied socioeconomic indices to recognize the current condition in Fars province …
