In dynamic trading models, κ-separable securities characterize information aggregation; decreasing signal costs leads to discontinuous aggregation improvement for almost all securities irrespective of initial information.
Evaluating replicability of laboratory experiments in economics
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Standard replication data cannot support reliable demarcation between replicable and non-replicable results due to irreducible variance from non-exactness and unidentifiability of heterogeneity.
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Information Aggregation with Costly Information Acquisition
In dynamic trading models, κ-separable securities characterize information aggregation; decreasing signal costs leads to discontinuous aggregation improvement for almost all securities irrespective of initial information.
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The Difference Between "Replicable" and "Not replicable" is not Itself Scientifically Replicable
Standard replication data cannot support reliable demarcation between replicable and non-replicable results due to irreducible variance from non-exactness and unidentifiability of heterogeneity.