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Estimation of Generalized Entropy and Atkinson inequality indices from complex survey data

Biewen, Martin (contributor); Jenkins, Stephen (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001750024

Using matching, instrumental variables and control functions to estimate economic choice models

Heckman, James J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752094

Fifty years of mincer earnings regressions

Heckman, James J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001760429

Accounting for income distribution trends : a density function decomposition approach

Jenkins, Stephen (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002042977

Robust adaptive estimation of dimension reduction space

Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918932

Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface

Fengler, Matthias R. (contributor); Wang, Qihua (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919426

Simulation and estimation of hedonic models

Heckman, James J. (contributor); Matzkin, Rosa (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001784172

Nobody to play with? : The implications of leisure coordination

Jenkins, Stephen (contributor); Osberg, Lars (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001784262

Identification and estimation of hedonic models

Ekeland, Ivar (contributor); Heckman, James J. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001784295

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026