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Machine learning for treatment effect heterogeneity : recovering partial effects
Guttman, Elad; Leventer, Dor; Saporta-Eksten, Itay; … - 2023
Persistent link: https://www.econbiz.de/10014342246
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Specification testing in random coefficient models
Breunig, Christoph; Hoderlein, Stefan - 2018
. Our tests are nonparametric in nature, and use sieve estimators of the characteristic function. We provide formal power … the tests to analyze the degree of nonlinearity in a heterogeneous random coefficients demand model. While we find some …
Persistent link: https://www.econbiz.de/10011899244
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Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang; Korn, Olaf - 1998
Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...
Persistent link: https://www.econbiz.de/10013428156
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Monetary policy and the oil futures market
Eickmeier, Sandra; Lombardi, Marco - 2012
We assess the transmission of monetary policy shocks on oil prices using a VAR model. We identify monetary policy and financial activity shocks disentangled from demand and oil supply shocks using sign restrictions. We obtain the following main findings. (i) Monetary policy and financial...
Persistent link: https://www.econbiz.de/10009682077
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Money and income causality in Japan under the flexible exchnge rate regime : 1971-1983
Komura, Chikara - 1986
Persistent link: https://www.econbiz.de/10003528378
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Simultaneity and causality between derivatives trading and spot market volatility in the UK : an empirical investigation
Kyriacou, Kyriacos; Sarno, Lucio - 1998
Persistent link: https://www.econbiz.de/10001586825
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Causal misperceptions of the part-time pay gap
Schrenker, Annekatrin - 2023
This paper studies if workers infer from correlation about causal effects in the context of the part-time wage penalty. Differences in hourly pay between full-time and part-time workers are strongly driven by worker selection and systematic sorting. Ignoring these selection effects can lead to...
Persistent link: https://www.econbiz.de/10014477358
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Causal misperceptions of the part-time pay gap
Schrenker, Annekatrin - 2023
This paper studies if workers infer from correlation about causal effects in the context of the part-time wage penalty. Differences in hourly pay between full-time and part-time workers are strongly driven by worker selection and systematic sorting. Ignoring these selection effects can lead to...
Persistent link: https://www.econbiz.de/10014088380
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A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes
Weidenhammer, Beate; Schmid, Timo; Salvati, Nicola; … - 2016
model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile … parametric and non-parametric alternatives. The use of the proposed methodology with discrete (count) outcomes requires …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …
Persistent link: https://www.econbiz.de/10011496844