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samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …
Persistent link: https://www.econbiz.de/10005062560
The paper discusses some of the problems of subsistence agriculture in countries in transition and proposes a methodology for analysis. It demonstrates that approaches which ignore the dualistic agriculture structure cannot provide consistent estimates of the behavioural parameters of the total...
Persistent link: https://www.econbiz.de/10005134569
Two probit simulators are described that are conceptually and computationally simple. The first is based on simulating the utilities of the non-chosen alternatives and calculating the probability that the chosen alternative's utility exceeds this maximum. This simulator is apparently new. The...
Persistent link: https://www.econbiz.de/10005062547
extent to which the deterioration can be alleviated. Econometric estimation thus presents us with the quantity effects of …
Persistent link: https://www.econbiz.de/10005407992
Gaussian quadrature and Gaussian quadrature particle filter. The bootstrap or sequential importance resampling particle filter …
Persistent link: https://www.econbiz.de/10005556708
This paper brings together a number of new specification search strategies in spatial econometric modeling. In the literature, experimental results for several forward stepwise strategies aimed at remedying spatial dependence, have been reported. Essentially, these strategies boil down to the...
Persistent link: https://www.econbiz.de/10005119054
customers. Thus, the choice between Bayesian and classical estimation becomes one of implementation convenience and …
Persistent link: https://www.econbiz.de/10005119132
Nonlinear filtering techniques and the quasi maximum likelihood estimator (QMLE) are applied to the problem of estimating the parameters of quadratic models for the term structure of interest rates. It is assumed that zero coupon bond yields data have been contaminated by noise, which allows the...
Persistent link: https://www.econbiz.de/10005119216
This paper is an empirical study of the uncertainty associated with estimates from stochastic frontier models. We show how to construct confidence intervals for estimates of technical efficiency levels under different sets of assumptions ranging from the very strong to the relatively weak. We...
Persistent link: https://www.econbiz.de/10005062533
We study the determinants of hiring gender discrimination in the French financial sector through a controlled experiment. We find that, on the one hand, the access differences to job interviews by women and men are primarily explained by the expectation of a maternity by young women and, on the...
Persistent link: https://www.econbiz.de/10005408369