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Empirical implementation of labour supply theories is usually based on realized labour market behaviour. This requires strong assumptions about the impact of labour demand. A possibility to avoid these assumptions is to make use of subjective data on desired labour supply. In this paper we...
Persistent link: https://www.econbiz.de/10011090928
In the linear model y = X + " under the restriction C = 0 a canonical partition C = [C0;C1] of the rows of C admits a simple representation of linear subspaces of values = X . Its use is shown for the identification, estimating and testing of linear combinations DB. Results are derived without...
Persistent link: https://www.econbiz.de/10011092837
Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalued phenomena that evolve in time.The distribution of an INAR(p) process is determined by two parameters: a vector of survival probabilities and a probability distribution on the nonnegative...
Persistent link: https://www.econbiz.de/10011090285
generalized method of moments. The proposed generalized method of trimmed moments (GMTM) offers a globally robust estimation …
Persistent link: https://www.econbiz.de/10011090502
This paper considers integer-valued autoregressive processes where the autoregression parameter is close to unity.We consider the asymptotics of this `near unit root' situation.The local asymptotic structure of the likelihood ratios of the model is obtained, showing that the limit experiment is...
Persistent link: https://www.econbiz.de/10011090619
AMS 2000 subject classifications: 60G70, 62H12, 62H15, 62F05, 62F12, 62F25.
Persistent link: https://www.econbiz.de/10011091710
E(stimated) GLS-estimation.It turns out that (E)GLS-estimation uses the preceding dependent variables in a well …-structured way.In case of normality, ML-estimation coincides with (E)GLS-estimation.We include (sets of) MANOVA-tables enabling us to …
Persistent link: https://www.econbiz.de/10011092506
of the estimation of both the quantiles and the parameters are discussed. …
Persistent link: https://www.econbiz.de/10011090599
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
Persistent link: https://www.econbiz.de/10011091415
Persistent link: https://www.econbiz.de/10011091507