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Assessing the Ability of Matching to Address Attrition Bias in a Randomized Experiment using Data from the Rand Health Insurance Experiment
Matching to Address Attrition Bias Randomized Experiment Rand Health Insurance Experiment
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2015/9/18
It is well known that non-random attrition can lead to bias in estimating treatmenteffects from a social experiment that is based on random assignment. If the randomized intervention suffers from non-...
Strategy-proofness versus Efficiency in Matching with Indifferences:Redesigning the NYC High School Match
Strategy-proofness versus Efficiency :Redesigning
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2015/4/21
Strategy-proofness versus Efficiency in Matching with Indifferences:Redesigning the NYC High School Match.
Matching with Couples: Stability and Incentives in Large Markets
Stability Incentives
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2014/9/10
Accommodating couples has been a long-standing issue in the design of centralized labor market clearinghouses for doctors and psychologists, because couples view pairs of jobs as complements. A stable...
A Family of Maximum Entropy Densities Matching Call Option Prices
Entropy Information Theory I-Divergence Asset Distribution Option Pricing
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2011/3/23
We investigate the position of the Buchen-Kelly density in a family of entropy maximising densities which all match European call option prices for a given maturity observed in the market. Using the L...
Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges
Nonlinear Stochastic Model New York Vilnius Stock Exchanges
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2010/10/19
We scale and analyze the empirical data of return from New York and Vilnius stock exchanges matching it to the same nonlinear double stochastic model of return in financial market.