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Disentangling economic recessions and depressions

Candelon, Bertrand; Metiu, Norbert; Straetmans, Stefan - 2013

We propose a nonparametric test that distinguishes “depressions” and “booms” from ordinary recessions and expansions. Depressions and booms are defined as coming from another underlying process than recessions and expansions. We find four depressions and booms in the NBER business cycle...

Persistent link: https://www.econbiz.de/10010202869

Nonparametric estimation in case of endogenous selection

Breunig, Christoph; Mammen, Enno; Simoni, Anna - 2017

This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach relies on independence between covariates and selection conditionally on potential outcomes. Endogeneity of regressors is also allowed...

Persistent link: https://www.econbiz.de/10011894721

Testing missing at random using instrumental variables

Breunig, Christoph - 2017

This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic's...

Persistent link: https://www.econbiz.de/10011894725

Nonlinear Budget Set Regressions for the Random Utility Model

Blomquist, Nils Sören; Kumar, Anil; Liang, Che-yuan; … - National Bureau of Economic Research - 2023

This paper is about the nonparametric regression of a choice variable on a nonlinear budget set under utility maximization with general heterogeneity, i.e. in the random utility model (RUM). We show that utility maximization and convex budget sets make this regression three dimensional with a...

Persistent link: https://www.econbiz.de/10014250211

Heterogeneity, Uncertainty and Learning : Semiparametric Identification and Estimation

Bunting, Jackson; Diegert, Paul; Maurel, Arnaud - National Bureau of Economic Research - 2024

We provide semiparametric identification results for a broad class of learning models in which continuous outcomes depend on three types of unobservables: i) known heterogeneity, ii) initially unknown heterogeneity that may be revealed over time, and iii) transitory uncertainty. We consider a...

Persistent link: https://www.econbiz.de/10014486255

A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes

Weidenhammer, Beate; Schmid, Timo; Salvati, Nicola; … - 2016

In this paper we will present recent work on a new unit-level small area methodology that can be used with continuous and discrete outcomes. The proposed method is based on constructing a model-based estimator of the distribution function by using a nested-error regression model for the...

Persistent link: https://www.econbiz.de/10011496844

Beyond Cobb-Douglas : Flexibly Estimating Matching Functions with Unobserved Matching Efficiency

Lange, Fabian - 2020

the empirical literature estimating the matching function, commonly used to map unemployment and vacancies into hires …. First, we show how to non-parametrically identify the matching function. Second, we estimate the matching function allowing … for unobserved matching efficacy, without imposing the usual independence assumption between matching efficiency and …

Persistent link: https://www.econbiz.de/10012481928

Complementarity and Aggregate Implications of Assortative Matching : A Nonparametric Analysis

Graham, Bryan S. - 2009

, potentially complementary, input fixed. We introduce a class of such reallocations -- correlated matching rules -- that includes … the status quo allocation, a random allocation, and both the perfect positive and negative assortative matching …

Persistent link: https://www.econbiz.de/10012463788

Confidence bands for regression surfaces

Richmond, J. - 1981

Persistent link: https://www.econbiz.de/10003527879

Estimating the density of ethnic minorities and aged people in Berlin : multivariate kernel density estimation applied to sensitive geo-referenced administrative data protected via...

Groß, Marcus; Rendtel, Ulrich; Schmid, Timo; Schmon, … - 2015

Modern systems of official statistics require the timely estimation of area-specific densities of sub-populations. Ideally estimates should be based on precise geo-coded information, which is not available due to confidentiality constraints. One approach for ensuring confidentiality is by...

Persistent link: https://www.econbiz.de/10010486952