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Biology and the Arguments of Utility
Rayo, Luis - 2013
Why did evolution not give us a utility function that is offspring alone? Why do we care intrinsically about other outcomes, such as food, and what determines the intensity of such preferences? A common view is that such other outcomes enhance fitness and the intensity of our preference for a...
Persistent link: https://www.econbiz.de/10013082930
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Identification of a Heterogeneous Generalized Regression Model with Group Effects
Berry, Steven; Haile, Philip A. - 2009
We consider identification in a "generalized regression model" (Han, 1987) for panel settings in which each observation …
Persistent link: https://www.econbiz.de/10014203070
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Dynamic Misspecification in Nonparametric Cointegrating Regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
parameter so as to accommodate kernel regression. The theory is an extension of Wang and Phillips (2008) and is useful for the … analysis of nonparametric regression models with a misspecified lag structure and in situations where temporal aggregation … issues arise. The limit properties of the Nadaraya-Watson (NW) estimator for cointegrating regression under misspecified lag …
Persistent link: https://www.econbiz.de/10014207414
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Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications
Wang, Qiying - 2014
and regression problems where the relevant quantities are functions of both sample size and bandwidth. An interesting … outcome of the theory in nonparametric regression is that the linear term is eliminated from the asymptotic bias. In …
Persistent link: https://www.econbiz.de/10012751028
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Nonlinear Cointegrating Power Function Regression with Endogeneity
Hu, Zhishui - 2019
This paper develops an asymptotic theory for nonlinear cointegrating power function regression. The framework extends … and inferential methods relevant to many empirical economic and financial applications, including predictive regression …. Accompanying the asymptotic theory of nonlinear regression, the paper establishes some new results on weak convergence to …
Persistent link: https://www.econbiz.de/10012858171
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Inference and Specification Testing in Threshold Regression with Endogeneity
Yu, Ping - 2019
We propose three new methods of inference for the threshold point in endogenous threshold regression and two …
Persistent link: https://www.econbiz.de/10012858175
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Simple and Honest Confidence Intervals in Nonparametric Regression
Armstrong, Timothy - 2018
the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To …
Persistent link: https://www.econbiz.de/10012924478
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Simple and Honest Confidence Intervals in Nonparametric Regression
Armstrong, Timothy - 2018
the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To …
Persistent link: https://www.econbiz.de/10012911764
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A Simple Adjustment for Bandwidth Snooping
Armstrong, Timothy - 2016
Kernel-based estimators are often evaluated at multiple bandwidths as a form of sensitivity analysis. However, if in the reported results, a researcher selects the bandwidth based on this analysis, the associated confidence intervals may not have correct coverage, even if the estimator is...
Persistent link: https://www.econbiz.de/10012981018
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Simple and Honest Confidence Intervals in Nonparametric Regression
Armstrong, Timothy - 2016
the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To …
Persistent link: https://www.econbiz.de/10012981659