Additional Sources of Bias in Half-life Estimation
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Seong, Byeongchan | - |
dc.contributor.author | A.K.M. Mahbub Morshed | - |
dc.contributor.author | Ahn, Sung K. | - |
dc.date.accessioned | 2023-02-24T07:40:25Z | - |
dc.date.available | 2023-02-24T07:40:25Z | - |
dc.date.issued | 2006-12 | - |
dc.identifier.issn | 0167-9473 | - |
dc.identifier.issn | 1872-7352 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/61018 | - |
dc.description.abstract | Recently, an increasing amount of attention is being paid to biases in the measurement of time series dynamics based on calculations of half-life. In particular, this issue amplifies the controversy surrounding the purchasing power parity doctrine. Cross-sectional and temporal aggregations, along with mis-specified models, were previously identified as sources of this bias. We identified several other sources of bias, namely, sampling error, incorrect approximations, and structural breaks in time series. These sources should also receive sufficient attention for a sound measurement of half-life. | - |
dc.format.extent | 9 | - |
dc.publisher | ELSEVIER SCIENCE BV | - |
dc.title | Additional Sources of Bias in Half-life Estimation | - |
dc.type | Article | - |
dc.identifier.doi | 10.1016/j.csda.2005.12.016 | - |
dc.identifier.bibliographicCitation | COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.51, no.3, pp 2056 - 2064 | - |
dc.description.isOpenAccess | N | - |
dc.identifier.wosid | 000242704300044 | - |
dc.identifier.scopusid | 2-s2.0-33751225389 | - |
dc.citation.endPage | 2064 | - |
dc.citation.number | 3 | - |
dc.citation.startPage | 2056 | - |
dc.citation.title | COMPUTATIONAL STATISTICS & DATA ANALYSIS | - |
dc.citation.volume | 51 | - |
dc.subject.keywordAuthor | impulse response functionstructural break | - |
dc.subject.keywordPlus | POWER-PARITY PUZZLEAGGREGATIONPERSISTENCE | - |
dc.relation.journalResearchArea | Computer ScienceMathematics | - |
dc.relation.journalWebOfScienceCategory | Computer Science, Interdisciplinary ApplicationsStatistics & Probability | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | ssci | - |
dc.description.journalRegisteredClass | scopus | - |
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