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Would you like to supersize your car? : the effect of environmental subsidies on emissions
Tsanko, Ilona - 2023
of PHEV and combine it with a structural model of demand for new passenger vehicles to evaluate the market outcomes had …
Persistent link: https://www.econbiz.de/10014334532
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Peer effects heterogeneity and social networks in education
Shkoza, Livia; Uysal, Selver Derya; Pohlmeier, Winfried - 2023
This study focuses on the role of heterogeneity in network peer effects by accounting for network-specific factors and different driving mechanisms of peer behavior. We propose a novel Multivariate Instrumental Variable (MVIV) estimator which is consistent for a large number of networks keeping...
Persistent link: https://www.econbiz.de/10014496412
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Robust small area estimation under spatial non-stationarity
Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016
Geographically weighted small area methods have been studied in literature for small area estimation. Although these approaches are useful for the estimation of small area means efficiently under strict parametric assumptions, they can be very sensitive to outliers in the data. In this paper, we...
Persistent link: https://www.econbiz.de/10011455039
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Outlier robust small area estimation under spatial correlation
Schmid, Timo; Tzavidis, Nikos; Münnich, Ralf T.; … - 2015
propose outlier robust small area methodology that allows for the presence of spatial correlation in the data. In particular …
Persistent link: https://www.econbiz.de/10010486950
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Inference on the maximal rank of time-varying covariance matrices using high-frequency data
Reiß, Markus; Winkelmann, Lars - 2021
We study the rank of the instantaneous or spot covariance matrix Σ(t) of a multidimensional continuous semi-martingale X(t). Given highfrequency observations X(i=n), i = 0; : : : ;n, we test the null hypothesis rank (Σ(t)) ≤ r for all t against local alternatives where the average (r + 1)st...
Persistent link: https://www.econbiz.de/10012655380
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A random forest-based approach to identifying the most informative seasonality tests
Ollech, Daniel; Webel, Karsten - 2020
Virtually each seasonal adjustment software includes an ensemble of seasonality tests for assessing whether a given time series is in fact a candidate for seasonal adjustment. However, such tests are certain to produce either the same resultor conflicting results, raising the question if there...
Persistent link: https://www.econbiz.de/10012301212
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Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny - 2020
indicate that conclusions may critically hinge on a selectedordering of variables. The dynamic correlation Cholesky …
Persistent link: https://www.econbiz.de/10012250452
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Import penetration and consumption of domestic and foreign varieties
Clements, Kenneth W.; Long Hai Vo; Mariano, Marc Jim - 2020
Persistent link: https://www.econbiz.de/10012594294
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Markets for technology in Europe : mapping demand and its drivers
Grimpe, Christoph; Sofka, Wolfgang; Schulz, Philipp; … - 2019
structural forces that shape the demand side of markets for technology. In this study, we reason that demand depends on the … dimensions based on longitudinal industry-level data from the Community Innovation Survey. We find that the demand on markets for … technology is particularly driven by science-based industries and to a lesser degree by scale-intensive industries. Demand …
Persistent link: https://www.econbiz.de/10012109765
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Inattention and switching costs as sources of inertia in medicare part D
Heiss, Florian; McFadden, Daniel; Winter, Joachim; … - 2019
Consumers' health plan choices are highly persistent even though optimal plans change over time. This paper separates two sources of inertia, inattention to plan choice and switching costs. We develop a panel data model with separate attention and choice stages, linked by heterogeneity in...
Persistent link: https://www.econbiz.de/10012139521