Título: | Nonstandard errors |
Fecha de publicación: | 17-abr-2024 |
Editorial: | Wiley |
Cita bibliográfica: | The Journal of Finance, Vol. 79, N. 3, 2024, pp. 2339-2390 |
ISSN: | Print: 0022-1082 Electronic: 1540-6261 |
Materias relacionadas: | CDU::3 - Ciencias sociales::31 - Demografía. Sociología. Estadística::311 - Estadística |
Resumen: | In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants. |
Autor/es principal/es: | Menkveld, Albert J. Dreber, Anna Holzmeister, Felix Huber, Juergen Johannesson, Magnus Kirchler, Michale Neusüss, Sebastian Razen, Michael Weitzel, Utz Abad-Díaz, David Abudy, Menachem Meni Lausen, Jens Lauter, Tobias Leippold, Markus Levin, Vladimir Li, Yijie Shui, Jessica Li, Hui Liew, Chee Yoong Amato, Livia Zamojski, Marcin Eugster, Nicolas Avetikian, ,Alejandro T. Lindner, Thomas Linton, Oliver Liu, Jiacheng Liu, Anqi Llorente, Guillermo Lof, Matthijs Sikic, Mario Lohr, Ariel Longstaff, Francis Evans, Martin d. D. Moore, David López-Lira, Alejandro Mankad, Shawn Obaid, Khaled Amaya, Diego Mano, Nicola Odegaard, Bernt A. Östberg, Per Pagnotta, Emiliano Simion, Giorgia Farrel, Michael Painter, Marcus Scharnowski, Stefan Palan, Stefan Palit, Imon J. Park, Andreas Pascual, Roberto Gil-Bazo, Javier Pasquariello, Paolo Bach, Amadeus Pastor, Lubos Felez-Vinas, Ester Patel, Vinay Bindra, Parampreet C. Bondarenko, Oleg Patton, Andrew J. Pearson, Neil D. Pelizzon, Loriana Pelli, Michele Pelster, Matthias Pérignon, Christophe Gilder, Dudley Ferrara, Gerardo Pfiffer, Cameron Philip, Richard Baidoo, Edwin Zareei, Abalfazl Smales, Lee A. Phíhal, Tomás Prakash, Puneet Press, Oliver-Alexander Prodromou, Tina Prokopczuk, Marcel Neumeier, Christian Putnins, Talis Qian, Ya Glosten, Lawrence R. Raizada, Gaurav Zeisberger, Stefan M. Rakowski, David Söderling, Paul Ranaldo, Angelo Bakalli, Gaetan Regis, Luca Ferrouhi, el Mehdi Reitz, Stephan Renault, Thomas Renjie, Rex W. Reno, Roberto Riddiough, Steven J. Zhang, Lu Gomez, Thomas Rinne, Kalle Martineau, Charles Rintamäki, Paul Flori, Andrea Riordan, Ryan Rittamannsberger, Thomas Bao, Li Rodríguez Longarela, Iñaki Roesch, Dominik Rognone, Lavinia Zhang, S. Sarah Roseman, Brian Rosu, Ioanid Gorbenko, Arseny Fluharty-Jaidee, Jonathan T. Güçbilmez, Ufuk Roy, Saurabh Rudolf, Nicolas Rush, Stephen R. Rzayev, Khaladin Rzeznik, Aleksandra A. Bardon, Andrea Zhang, Xiaoyu Sandford, Anthony Sankaran, Harikumar Schwarz, Marco A. Sarkar, Asani Sarno, Lucio Sojli, Elvira Grammig, Joachim Scaillet, Olivier Sokolov, Konstantin Sönksen, Jantje Spokeviciute, Laima Zhao, Lu Stefanova, Denitsa Yang, Antti Subrahmanyam, Marti G. Szaski, Barnabas Talavera, Oleksandr Bjønnes, Geir H Mazzola, Francesco Tang, Yuehua Adrián, Tobías Taylor, Nick Tham, Wing Wah Hartmann, Simon Hediger, Simon Theissen, Erik Thimme, Julian Tonks, Ian Tran, Hai Trapin, Luca Trolle, Anders B. Meloso, Debrah Vaduva, Andreea Black, Jeffrey R. Hagströmer, Björn Foley, Sean D. V. Zhuo, Zhong Valente, Giorgio Ness, Robert A. van Vásquez, Aurelio Verousis, Thanos Verwijmeren, Patrick Wilhelmsson, Anders Vilkov, Grigory Mi, Michael G. Vladimirov, Vladimir Fong, Kingsley Y. L. Vogel, Sebastian Zhou, Z. Ivy Voigt, Stefan Hambuckers, Julien Black, Bernard S. Wagner, Wolf Walther, Thomas Weiss, Patrick Wel, Michel van der Werner, Ingrid M. Foucault, Thierry Mihet, Roxana Westerholm, P. Joakim Schenk-Hoppé, Klaus R. Westheide, Chiristian Wika, Hans C. Wipplinger, Evert Hapnes, Erik Wolf, Michael Bogoev, Dimitar Wolff, Christian C. P. Franus, Tatiana Wolk, Leonard Wong, Wing-Keung Mohan, Vijay Angel, James J. Wrampelmeyer, Jan Wu, Zhen-Xing Xia, Shuo Xiu, Dacheng Xu, Ke Harris, Jeffrey H. Franzoni, Francesco Xu, Caihong Yadav, Pradeep K. Bohorquez Correa, Santiago Yagüe, José Zhou, Chen Moinas, Shopie Yan, Cheng Zhu, Xingyu S. Bos, Charles S. Zoican, Marius Frijns, Bart Zwinkels, Remco Bosch-Rosa, Ciril Bouri, Elie Brownlees, Christian Hasse, Jean-Baptiste Schertler, Andrea Calamia, Anna Gemayel, Roland Cao, Viet Nga Capelle-Blanchard, Gunther Nielsson, Ulf Capera Romero, Laura m. Caporin, Massimiliano Carrion, Allen Caskurlu, Tolga Chakrabarty, Bidisha Chen, Jian Schneider, Michael Chernow, Mikhail Hautsch, Nikolaus Mu, Liangyi Frömmel, Michael Cheung, William Chincarini, Ludwig B. Chordia, Tarun Chow, Sheung-Chi Clapham, Benjamin Colliard, Jean-Edouard Comerton-Dorde, Carole Schroeder, Florian Curran, Edward Dao, Thong Fu, Servanna M. Dare, Wale Muravyev, Dimtriy He, Xue-Zhong Tony Davies, Ryan J. Blasis, Riccardo de Nard, Gianluca F. de Declerck, Fany Deev, Oleg Bashchenko, Oksana Degryse, Hans Yoo, Woongsun Deku, Solomon Y. Desagre, Christophe Dijk, Mathijs A. van Murphy, Dermot Dim, Chukwuma Heath, Davidson Dimpfl, Thomas Dong, Yun Jiang Drummond, Philip A. Schürhoff, Norman Grégoire, Vincent Dudda, Tom Duevski, Teodor Dumitrescu, Ariadna Dyakow, Teodor Dyhrberg, Anne Haubo Neszveda, Gabor Dzieliński, Michał Eski, Asli Ait-Sahalia, Yacine Kalak, Izidin el Füllbrunn, Sascha C. Schuster, Philipp Ellen, Saskia ter Gan, Baoqing Hendershott, Terrence Gao, Ge Gehrig, Thomas P. Hibbert, Ann Marie Hjalmarsson, Erik Hoelscher, Seth A. Nimalendran, Mahendrarajah Yu, Wenjia Hoffmann, Peter Marchal, Alexis Holden, Craig W. Horenstein, Alex R. Huang, Wenqian Huang, Da Akmansoy, Olivier Hurlin, Christophe Ilczuk, Konrad Ivashchenko, Alexey Yu, Yihe Iyer, Subramanian R. Nolte, Sven Seasholes, Mark S. Jahanshahloo, Hossein Jalkh, Naji Jones, Charles M. Jurkatis, Simon Jylhä, Petri Kaeck, Andreas T. Alcock, Jamie T. Yu, Shiao Kaiser, Gabriel Karam, Arzé Karmaziene, Egle Seeger, Norman J. Norden, Lars L. Kassner, Bernhard Kaustia, Markku Kazak, Ekaterina Kearney, Fearghal Kervel, Vincent van Harris, Lawrence Khan, Saad A. Khomyn, Marta K. Alexeev, Vitali Klein, Olga Shachar, Or Klos, Alexander O'Neill, Peter Koetter, Michael Kolokolov, Aleksey Korajczyk, Robert A. Yueshen, Bart Z. Kozhan, Roman Krahnen, jan P. Kuhle, Paul Kwan, Amy Lajaunie, Quentin Shkilko, Andriy Aloosh, Arash Lam, FY Eric C. Gerritsen, Dirk Lambert, Maire Yuferova, Darya Langlois, Hugues |
Facultad/Departamentos/Servicios: | Facultades, Departamentos, Servicios y Escuelas::Departamentos de la UMU::Didáctica de las Ciencias Experimentales |
Versión del editor: | https://onlinelibrary.wiley.com/doi/10.1111/jofi.13337 |
URI: | http://hdl.handle.net/10201/141621 |
DOI: | https://doi.org/10.1111/jofi.13337 |
Tipo de documento: | info:eu-repo/semantics/article |
Número páginas / Extensión: | 52 |
Derechos: | info:eu-repo/semantics/openAccess Atribución 4.0 Internacional |
Descripción: | © 2024 Los Autores. This manuscript version is made available under the CC-BY 4.0 license http://creativecommons.org/licenses/by/4.0/
This document is the Published version of a Published Work that appeared in final form in The Journal of Finance. To access the final edited and published work see https://doi.org/10.1111/jofi.13337 |
Aparece en las colecciones: | Artículos: Economía Financiera y Contabilidad
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