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Sensitivity of matching-based program evaluations to the availability of control variables

Lechner, Michael; Wunsch, Conny - 2011

Based on new, exceptionally informative and large German linked employer-employee administrative data, we investigate the question whether the omission of important control variables in matching estimation leads to biased impact estimates of typical active labour market programs for the...

Persistent link: https://www.econbiz.de/10008989383

Does the estimation of the propensity score by machine learning improve matching estimation? : the case of Germany's programmes for long term unemployed

Goller, Daniel; Lechner, Michael; Moczall, Andreas; … - In: Labour economics : official journal of the European … 65 (2020)

Persistent link: https://www.econbiz.de/10012522902

Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis

Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371

Persistent link: https://www.econbiz.de/10011439594

Predicting match outcomes in football by an Ordered Forest estimator

Goller, Daniel; Knaus, Michael C.; Lechner, Michael; … - In: A modern guide to sports economics, (pp. 335-355). 2021

Persistent link: https://www.econbiz.de/10013168878

Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis

Kumar, Dilip - In: The journal of prediction markets 13 (2019) 1, pp. 3-28

Persistent link: https://www.econbiz.de/10012607570

Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator

Kumar, Dilip - In: The journal of prediction markets 14 (2020) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10012667394

Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis

Zargar, Faisal Nazir; Kumar, Dilip - In: International review of economics & finance : IREF 67 (2020), pp. 25-41

Persistent link: https://www.econbiz.de/10012440181

Volatility prediction : a study with structural breaks

Kumar, Dilip - In: Theoretical economics letters 8 (2018) 6, pp. 1218-1231

Persistent link: https://www.econbiz.de/10011888198

Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate

Kumar, Dilip - In: Theoretical economics letters 8 (2018) 9, pp. 1599-1613

Persistent link: https://www.econbiz.de/10011888653

The finite sample performance of inference methods for propensity score matching and weighting estimators

Bodory, Hugo; Camponovo, Lorenzo; Huber, Martin; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 183-200

Persistent link: https://www.econbiz.de/10012179542

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