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9
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9
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9
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9
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9
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9
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8
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57
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ECONIS (ZBW)
2,130
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1
Estimation of empirical models for margins of exports with unknown nonlinear functional forms : a Kernel-Regularized Least Squares (KRLS) approach
Wagner, Joachim
-
2024
-
This version: January 17, 2024
are usually estimated by variants of (generalized)
linear
models. Usually, the firm characteristics that explain these … export margins enter the empirical model in
linear
form, sometimes augmented by quadratic terms or higher order polynomials …, or interaction terms, to take care or test for non-
linear
relationships. If these non-
linear
relationships do matter and …
Persistent link: https://www.econbiz.de/10014464962
Saved in:
2
Nonlinear binscatter methods
Cattaneo, Matias D.
;
Crump, Richard K.
;
Farrell, Max H.
; …
-
2024
nonlinear, possibly nonsmooth M-estimation methods, covering generalized
linear
, robust, and quantile regression models. We …
Persistent link: https://www.econbiz.de/10014634856
Saved in:
3
Krylov.jl : a Julia basket of hand-picked Krylov methods
Montoison, Alexis
;
Orban, Dominique
-
2023
-
Revised: February 2023
Persistent link: https://www.econbiz.de/10014226724
Saved in:
4
Superhedging prices of European and American options in a non-
linear
incomplete market with default
Grigorova, Miryana
;
Quenez, Marie-Clair
;
Sulem, Agnès
-
2018
in a non-
linear
incomplete market with default. We present the seller's and the buyer's point of view. The underlying …. The portfolio process follows non-
linear
dynamics with a non-
linear
driver …
Persistent link: https://www.econbiz.de/10011957094
Saved in:
5
Impulse response estimation via flexible local projections
Mumtaz, Haroon
;
Piffer, Michele
-
2022
This paper introduces a exible local projection that generalises the model by Jordà (2005) to a non-parametric setting using Bayesian Additive Regression Trees. Monte Carlo experiments show that our BART-LP model is able to capture non-linearities in the impulse responses. Our first application...
Persistent link: https://www.econbiz.de/10013179339
Saved in:
6
The non-
linear
trade-off between return and risk and its determinants
Cotter, John
;
Salvador, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013184750
Saved in:
7
Approximations and inference for nonparametric production frontiers
Daraio, Cinzia
;
Simar, Léopold
-
2022
linear
tools providing local estimates of all the desired partial derivatives and we show how to deal with environmental …
Persistent link: https://www.econbiz.de/10013193298
Saved in:
8
The Virtue of Complexity Everywhere
Kelly, Bryan T.
;
Malamud, Semyon
;
Zhou, Kangying
-
2022
We investigate the performance of non-
linear
return prediction models in the high complexity regime, i.e., when the …
Persistent link: https://www.econbiz.de/10013403787
Saved in:
9
When can we design efficient and strategy-proof rules in package assignment problems?
Kazumura, Tomoya
-
2022
Persistent link: https://www.econbiz.de/10013465506
Saved in:
10
Branch-and-price
Desrosiers, Jacques
;
Lübbecke, Marco
;
Desaulniers, Guy
; …
-
2024
Persistent link: https://www.econbiz.de/10014575817
Saved in:
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