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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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Causal effects of monetary shocks: semiparametric conditional independence tests with a multinomial propensity score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2008
dependent data and allowing for first-step estimation of the propensity score. …
Persistent link: https://www.econbiz.de/10010270625
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Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M. - In: Applied financial economics 5 (1995) 3, pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
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New evidence on the finite sample properties of propensity score matching and reweighting estimators
Busso, Matias; DiNardo, John; McCrary, Justin - 2009
Currently available asymptotic results in the literature suggest that matching estimators have higher variance than reweighting estimators. The extant literature comparing the finite sample properties of matching to specific reweighting estimators, however, has concluded that reweighting...
Persistent link: https://www.econbiz.de/10010268994
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Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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A nonparametric test for marginal conditional stochastic dominance
Seiler, Edward J. - In: Applied financial economics 11 (2001) 2, pp. 173-177
Persistent link: https://www.econbiz.de/10001563346
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Evaluation of Active Labour Market Policy: Methodological Concepts and Empirical Estimates
Hujer, Reinhard; Caliendo, Marco - 2000
explain the need for evaluation on the micro- and macroeconomic level, introduce the fundamental evaluation problem and … solutions to it, give an overview of the newer developments in evaluation literature and finally take a look on empirical …
Persistent link: https://www.econbiz.de/10010262444
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Nonparametric IV Estimation of Local Average Treatment Effects with Covariates
Frölich, Markus - 2002
In this paper nonparametric instrumental variable estimation of local average treatment effects (LATE) is extended to … incorporate confounding covariates. Estimation of local average treatment effects is appealing since their identification relies … variable models. Including covariates in the estimation of LATE is necessary when the instrumental variable itself is …
Persistent link: https://www.econbiz.de/10010262665
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Unexplained gaps and Oaxaca-Blinder decompositions
Elder, Todd E.; Goddeeris, John H.; Haider, Steven J. - 2009
We analyze four methods to measure unexplained gaps in mean outcomes: three decompositions based on the seminal work of Oaxaca (1973) and Blinder (1973) and an approach involving a seemingly naive regression that includes a group indicator variable. Our analysis yields two principal findings. We...
Persistent link: https://www.econbiz.de/10010269011