Search Results - subject:"minimum distance"

Too many skew normal distributions? The practitioner’s perspective

Charemza, Wojciech; Vela, Carlos Diaz; Makarova, Svetlana - Department of Economics, Leicester University - 2013

generated the sample, if the minimum distance criterion is used. It is suggested that, in case of similar values of distance …

Persistent link: https://www.econbiz.de/10010674273

Earnings Instability and Tenure

Cappellari, Lorenzo; Leonardi, Marco - CESifo - 2013

We study the effect of tenure on earnings instability in Italy using two alternative estimation strategies. First we use a descriptive measure of earnings instability and fixed effects regressions. Second, we develop a formal model of earnings dynamics distinguishing permanent from transitory...

Persistent link: https://www.econbiz.de/10010627569

Measuring Carbon Emissions Performance in 123 Countries: Application of Minimum Distance to the Strong Efficiency Frontier Analysis

Wang, Ling; Chen, Zhongchang; Ma, Dalai; Zhao, Pei - In: Sustainability 5 (2013) 12, pp. 5319-5332

In this paper, we have proposed a general approach to obtain a projection of the nearest targets and minimum distance … for a given unit. The method takes undesirable output into account. The idea behind it is that nearest targets and minimum … distance lead to less variation in inputs and outputs of the inefficient decision making units (DMUs) being evaluated to reach …

Persistent link: https://www.econbiz.de/10011030371

Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models

Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013

of a plug-in penalized sieve minimum distance (PSMD) estimator of a (possibly irregular) functional; (2) the consistency …

Persistent link: https://www.econbiz.de/10010895647

Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models

Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013

of the plug-in penalized sieve minimum distance (PSMD) estimators of the (possibly irregular) functionals; (2) the …

Persistent link: https://www.econbiz.de/10010895693

Averaging of moment condition estimators

Chen, Xiaohong; Jacho-Chàvez, David T.; Linton, Oliver - 2012

We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of √ n-consistent estimators whose cardinality increases with sample size. A special case of our framework corresponds to the conditional moment restriction and the implied...

Persistent link: https://www.econbiz.de/10010288299

Averaging of moment condition estimators

Chen, Xiaohong; Jacho-Chàvez, David T.; Linton, Oliver - 2012

We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of √n– consistent estimators whose cardinality increases with sample size. A special case of our framework corresponds to the conditional moment restriction and the implied...

Persistent link: https://www.econbiz.de/10009620338

Averaging of moment condition estimators

Chen, Xiaohong; Jacho-Chavez, David T.; Linton, Oliver - Centre for Microdata Methods and Practice (CEMMAP) - 2012

We establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of v n- consistent estimators whose cardinality increases with sample size. A special case of our framework corresponds to the conditional moment restriction and the implied...

Persistent link: https://www.econbiz.de/10010575249

Technology and the Changing Family: A Unified Model of Marriage, Divorce, Educational Attainment and Married Female Labor-Force Participation

Greenwood, Jeremy; Guner, Nezih; Kocharkov, Georgi; … - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 2012

Marriage has declined since 1960, with the drop being bigger for non-college educated individuals versus college educated ones. Divorce has increased, more so for the non-college educated vis-à-vis the college educated. Additionally, assortative mating has risen; i.e., people are more likely to...

Persistent link: https://www.econbiz.de/10011070868

Fourier--type estimation of the power garch model with stable--paretian innovations

Francq, Christian; Meintanis, Simos - Volkswirtschaftliche Fakultät, … - 2012

structure of the conditional characteristic function of the observations driven by these models we propose minimum distance …

Persistent link: https://www.econbiz.de/10011113582