Y2K Bibliography of Experimental Economics and Social Science
Statistical and Econometric Analysis of Laboratory Data

updated December 29, 1999
Charles A. Holt, cah2k@virginia.edu, suggestions and corrections welcome
(for online and personal use only)

Beckman, Steven R. (1998) “Econometrics of Replicated Orthogonal Designs,” University of Colorado at Denver, Discussion Paper, presented at the Fall 1998 ESA Meeting. Keywords: experiments, methodology, econometrics. Email Contact: sbeckman@castle.cudenver.edu

Bissey, Marie-Edith (1998) “Estimation of Preference Functions: A Comparison Between Parametric and Non-Parametric Methods,” University of York, Discussion Paper, presented at the Summer 1998 ESA Meetings. Keywords: experiments, decisions, methodology, econometrics, Monte Carlo methods, non-parametric methods, error distributions. Abstract: This is a Monte Carlo study of a simulated lottery-choice experiment, in which subjects' choices are subject to random error. The Maximum Score and other non(semi-)parametric methods provide accurate estimates of the underlying parameters. Email Contact: meb105@york.ac.uk

Blondel, Serge (1998) “Testing Theories of Choice Under Risk: Estimation of Individual Functionals,” University Sorbonne (Paris 1), Discussion Paper, presented at the Summer 1998 ESA Meetings. Keywords: experiments, decisions, econometrics, non-expected utility theory. Abstract: This paper uses the Wakker, Erev, and Weber (1994) data to compare the performance of various generalizations of expected utility theory that add at most one parameter. The preliminary conclusion is the Prospective Reference Theory offers a significant improvement over expected utility theory. Email Contact: blondel@univ-paris1.fr

Blume, Andreas, Douglas DeJong, George R. Neumann, and N.E. Savin (1998) “Learning in Sender-Receiver Games,” University of Iowa, Discussion Paper, presented at the Summer 1998 ESA Meetings. Keywords: experiments, game theory, signaling games, belief learning, reinforcement learning, econometrics. Abstract: This paper compares the explanatory power of belief and reinforcement learning models in the context of signaling games. Email Contact: ablume@blue.weeg.uiowa.edu

Blume, Andreas, D. V. DeJong, G. R. Neumann, and N. E. Savin (1999) “Inferring Learning Rules from Experimental Game Data,” University of Iowa, Discussion Paper, presented at the Summer 1999 ESA Meeting. Keywords: experiments, methodology, econometrics, belief learning, reinforcement learning, Monte Carlo study. Abstract: The paper reports simulations of behavior using either reinforcement or ficticious play learning rules. When the wrong model is used to obtain parameter estimates, the fit is typically quite good, even for medium-sized samples, and tests of non-nested models may provide an incorrect conclusion about which model generated the data. Results are better for tests based on general formulations that include both learning rules as special cases. Email Contact: ablume@blue.weeg.uiowa.edu

Box, George E. P., William G. Hunter, and J. Stuart Hunter (1978) Statistics for Experimenters, New York: John Wiley. Keywords: experiments, methodology, statistics.

Conover, W. J. (1980) Practical Nonparametric Statistics, New York: John Wiley. Keywords: experiments, methodology, statistics, nonparametric statistics.

Cox, James C., and Ronald L. Oaxaca (1999) “Can Supply and Demand Parameters be Recovered from Data Generated by Market Institutions?,” Journal of Business and Economic Statistics, 17(July), ***. Keywords: experiments, methodology, statistics, econometric estimation. Email Contact: jcox@bpa.arizona.edu

El-Gamal, Mahmoud A., and Thomas R. Palfrey (1996) “Economical Experiments: Bayesian Efficient Experimental Design,” International Journal of Game Theory, 25:4 495-517. Keywords: experiments, methodology, experimental design, statistics. Email Contact: trp@hss.caltech.edu

Epps, Thomas W., and Kenneth J. Singleton (1986) “An Omnibus Test for the Two-Sample Problem Using the Empirical Characteristic Function,” Journal of Statistics and Computer Simulation, 26177-203. Keywords: experiments, statistics.

Fountain, John (1998) “Boundedly Rational, Coherent Inferences for Outcomes of Individual Choice Experiments,” University of Canterbury, Discussion Paper, presented at the Summer 1998 ESA Meetings. Keywords: experiments, decisions, methodology, statistics, decisions. Abstract: The author proposes an alternative perspective on noisy individual lottery-choice behavior, based on DeFinetti's Fundamental Theorem of Prevision. Email Contact: j.fountain@eon.canterbury.ac.nz

Holt, Charles A., and Arthur Schram, eds. (1998-) Experimental Economics, Dordrecht: Kluwer Academic Publishers. Keywords: experiments, methodology, decisions, game theory, public, bargaining, auctions, statistics, macroeconomics, markets. Abstract: This is a refereed journal of the Economic Science Association that is published three times a year.

Lucking-Reiley, David, and Charles Mullin (1999) “Recombinant Estimation for Simultaneous-Move Games: An Application to Revenues and Allocations in Auctions,” Vanderbilt University, Discussion Paper, presented at the Summer 1999 ESA Meetings. Keywords: experiments, methodology, econometrics, recombinant estimation, methodology. Email Contact: reiley@vanderbilt.edu

Lundholm, Russell J. (1991) “Sequential Sampling Methods for Experimental Economics,” in Research in Experimental Economics, Vol. 4, edited by R. M. Isaac, Greenwich, Conn.: JAI Press, 191-210. Keywords: experiments, methodology, statistics, sequential sampling. Abstract This paper discusses the implications of sequential sampling methods for the design of economics experiments. The relevance of the approach is due to the sequential manner in which most experimental data are collected. Email

Moir, Robert (1998) “A Monte Carlo Analysis of the Fisher Randomization Technique: Reviving Randomization for
Experimental Economists,” Experimental Economics, 1:1 87-100. Keywords: experiments, methodology, statistics, nonparametric statistics, randomization test, Monte Carlo methods.

Selten, Reinhard (1998) “Axiomatic Characterization of the Quadratic Scoring Rule,” Experimental Economics, 1:1 43-62. Keywords: experiments, decisions, scoring rules, quadratic scoring rule, statistics. Email Contact: selten@lab.econ1.uni-bonn.de

Siegel, Sidney (1956) Nonparametric Statistics for the Behavioral Sciences, New York: McGraw-Hill. Keywords: experiments, methodology, nonparametric statistics. Abstract: This is the classic reference on nonparametric statistics for experiments, with plenty of examples from the early experimental economics and social psychology literatures.

Siegel, Sidney, and John Castellan Jr. (1988) Nonparametric Statistics for the Behavioral Sciences, New York: McGraw-Hill. Keywords: experiments, methodology, statistics, nonparametric statistics. Abstract: This is an update on Siegel's classic 1956 book on nonparametric statistics for experimenters. The new version has updated terminology but has lost some of the flavor of the original examples.