Showing 1 - 10 of 78,753
its estimation using panel data. We suggest to employ K-mean clustering to group countries according to the gravity … separately, the estimated coefficients and their standard errors vary sufficiently. Moreover, we show that the pooled estimation …
Persistent link: https://www.econbiz.de/10010461219
wellbeing than on the one of women, women seem to be more conscientious with respect to nutrition and nutrition impacts stronger …
Persistent link: https://www.econbiz.de/10011576115
We investigate if pluralistic consumption styles (like frugality, or indulgence in luxuryʺ) can be identified and are correlated with different terminal values and if values and consumption styles prove to be stable or can be changed by drastic events. The results of two polls (before and after...
Persistent link: https://www.econbiz.de/10003088938
A new algorithm for clustering life course trajectories is presented and tested with large register data. Life courses are represented as sequences on a monthly timescale for the working-life with an age span from 16–65. A meaningful clustering result for this kind of data provides interesting...
Persistent link: https://www.econbiz.de/10008901833
A new algorithm for clustering life course trajectories is presented and tested with large register data. Life courses are represented as sequences on a monthly timescale for the working-life with an age span from 16-65. A meaningful clustering result for this kind of data provides interesting...
Persistent link: https://www.econbiz.de/10013129988
The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...
Persistent link: https://www.econbiz.de/10003342766
Persistent link: https://www.econbiz.de/10003476583
with nonparametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk … estimated nonparametrically too. In this framework, we develop the asymptotic distribution theory of the EPK in the L1 sense …, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …
Persistent link: https://www.econbiz.de/10003952791
In many econometric applications it is unclear from the very beginning whether a parametric functional of a continuous regressor should be specified as a linear, as a higher order polynomial or as a piecewise linear. Nonparametric estimators can provide relevant information as they are a...
Persistent link: https://www.econbiz.de/10003527620