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Externalities in the matching of workers and firms in Britain

Burgess, Simon M.; Profit, Stefan - 1998

We provide empirical evidence on the nature of spatial externalities in a matching model for the UK. We use a monthly panel of outflows, unemployment and vacancy stocks data from the registers at Jobcentres in the UK; these are mapped on to travel-to-work areas. We find evidence of significant...

Persistent link: https://www.econbiz.de/10009576211

Nonparametric estimation and testing of interaction in additive models

Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998

We consider an additive model with second order interaction terms. It is shown how the components of this model can be estimated using marginal integration, and the asymptotic distribution of the estimators is derived. Moreover, two test statistics for testing the presence of interactions are...

Persistent link: https://www.econbiz.de/10009574875

Functional coefficient autoregressive models : estimation and tests of hypotheses

Chen, Rong - 1998

In this paper we study nonparametric estimation and hypothesis testing procedures for the functional coefficient AR (FAR) models of the form Xt = f1(Xt-d)Xt-1 +…+ fp(Xt-d)Xt-p +εt, first proposed by Chen and Tsay (1993). As a direct generalization of the linear AR model, the FAR model is a...

Persistent link: https://www.econbiz.de/10009574879

On estimation of monotone and concave frontier functions

Gijbels, Irène; Mammen, Enno; Park, Byeong U.; Simar, … - 1998

the production frontier is a concave monotone function. Then, a famous estimator, in the univariate input and output case …, is the data envelopment analysis (DEA) estimator which is the lowest concave monotone increasing function covering all … sample points. This estimator is biased downwards since it never exceeds the true production frontier. In this paper we …

Persistent link: https://www.econbiz.de/10009574880

Maximization of empirical Shannon information in testing significant variables of linear model

Malyutov, M.; Sadaka, H. - 1998

Search for an unknown set A,Card(A) = s, of significant variables of a linear model with random IID discrete binary carriers and finitely supported IID noise is studied. Two statistics T1, Ts, based on maximization of Shannon Information (SI) of the corresponding classes of joint empirical...

Persistent link: https://www.econbiz.de/10009574888

Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice

Spokojnyj, Vladimir G. - 1998

the mean integrated error. At the same time, the estimator is shown to be very sensitive to discontinuities or change …

Persistent link: https://www.econbiz.de/10009574890

The Beveridge-Nelson decomposition : a different perspective with new results

Gómez, Víctor; Breitung, Jörg - 1998

We show in the paper that the decomposition proposed by Beveridge and Nelson (1981) for models that are integrated of order one can be generalized to seasonal Arima models by means of a partial fraction decomposition. Two equivalent algorithms are proposed to optimally (in the mean squared...

Persistent link: https://www.econbiz.de/10009577456