Similar Search Results

Semiparametric Regression with Kernel Error Model

Yuan, Ao; Gooijer, Jan G. De - Tinbergen Instituut - 2006

We propose and study a class of regression models, in which the mean function is specified parametrically as in the existing regression methods, but the residual distribution is modeled nonparametrically by a kernel estimator, without imposing any assumption on its distribution. This...

Persistent link: https://www.econbiz.de/10011257647

Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors

Broda, Simon A. - Tinbergen Instituut - 2013

Countless test statistics can be written as quadratic forms in certain random vectors, or ratios thereof. Consequently, their distribution has received considerable attention in the literature. Except for a few special cases, no closed-form expression for the cdf exists, and one resorts to...

Persistent link: https://www.econbiz.de/10011256002

Health and Work of the Elderly

Lindeboom, Maarten; Kerkhofs, Marcel - Tinbergen Instituut - 2002

This discussion paper resulted in a publication in the Journal of Applied Econometrics (2009). Volume 24, pages 1024-1046. This paper aims to exp1ore the interre1ation between hea1th and work decisions of e1der1y workers, taking the various ways in which hea1th and work can influence each other...

Persistent link: https://www.econbiz.de/10011255627

Your Next of Kin or your Own Career? Caring and Working among the 50+ of Europe

Bolin, K.; Lindgren, B.; Lundborg, P. - Tinbergen Instituut - 2007

An increasing demand for both formal and informal care is likely to result from the ongoing demographic transition at the same time as there is a further move away from the traditional domestic division of labour. Public policy-making that aims at increasing the supply of informal care...

Persistent link: https://www.econbiz.de/10011255907

An Econometric Analysis of the Mental-health Effects of Major Events in the Life of Elderly Individuals

Lindeboom, Maarten; Portrait, France; Berg, Gerard J. … - Tinbergen Instituut - 2001

Major events in the life of an elderly individual, such as retirement, a significant decrease in income, death of the spouse, disability, and a move toa nursing home, may affect the mental health status of the individual. Forexample, the individual may enter a prolonged depression. We...

Persistent link: https://www.econbiz.de/10011256960

Do Experts incorporate Statistical Model Forecasts and should they?

Legerstee, Rianne; Franses, Philip Hans; Paap, Richard - Tinbergen Instituut - 2011

Experts can rely on statistical model forecasts when creating their own forecasts. Usually it is not known what experts actually do. In this paper we focus on three questions, which we try to answer given the availability of expert forecasts and model forecasts. First, is the expert forecast...

Persistent link: https://www.econbiz.de/10011257244

Teenage Motherhood and Long-run Outcomes in South Africa

Gustafsson, Siv; Worku, Seble - Tinbergen Instituut - 2007

Teenage motherhood is very high in South Africa. In 2001, 55 per thousand African South African women and 82 per thousand Coloured South African women were teenage mothers as compared to 8 among Indian South Africans and 3 among White South African women. In this paper we use the South African...

Persistent link: https://www.econbiz.de/10011257359

Education and Entrepreneurial Choice: An Instrumental Variables Analysis

Block, Joern H.; Hoogerheide, Lennart; Thurik, Roy - Tinbergen Instituut - 2009

endogeneity by using an instrumental variables approachand a data set of more than ten thousand individuals from 27 European …

Persistent link: https://www.econbiz.de/10011257474

Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis

Block, Joern H.; Hoogerheide, Lennart; Thurik, Roy - Tinbergen Instituut - 2010

, suffers from endogeneity suspicion. For instance, ability and occupational choice are mentioned as driving both the level of … endogeneity is really present, whether it matters and whether the selected instruments make sense. Using Bayesian methods, we find … that the relationship between education and entrepreneurial income is indeed endogenous and that the impact of endogeneity …

Persistent link: https://www.econbiz.de/10011257490

Kernel-Smoothed Conditional Quantiles of Correlated Bivariate Discrete Data

Gooijer, Jan G. de; Yuan, Ao - Tinbergen Instituut - 2011

Often socio-economic variables are measured on a discrete scale or rounded to protect confidentiality. Nevertheless, when exploring the effect of a relevant covariate on the whole outcome distribution of a discrete response variable, virtually all common quantile regression methods require the...

Persistent link: https://www.econbiz.de/10011255547