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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

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

Forecasting performance of market share attraction models : a comparison of different models assuming that competitors’ actions are forecasts

Klapper, Daniel; Herwartz, Helmut - 1998

Persistent link: https://www.econbiz.de/10009578563

Estimating yield curves by Kernel smoothing methods

Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; … - 1998

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is non-parametric and does not assume particular functional form for the discount function although we do show how to impose various restrictions...

Persistent link: https://www.econbiz.de/10009580489